Backtesting Simple Intraday Strategy in R

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In this video I show how you can backtest a simple intraday strategy in R. If your strategy is relatively simple you can quite easily to code in in R or Python. For this example I used 25/100 simple moving average crossover strategy and AAPL 5m data.

Here you can find code I created during this video: https://github.com/QuantNomad/research/tree/master/r_backtesting_example

Let me know if you have to see more videos about backtesting or quantitative analytics in R. ... https://www.youtube.com/watch?v=f2I1RJnyLRg