This question about using the R program in conjunction with WL came up in another topic. https://www.wealth-lab.com/Discussion/Evolving-a-Trading-System-with-just-a-few-clicks-6799 I'll answer it here.
The main approach is to sample WL simulation (backtest) data on the WL side by inserting R.NET calls in your WL strategy or visualizer. R.NET will then create an R dataset from those calls that will show up in your R session for analysis.
1) You must first install the R program, then install R.NET. IMPORTANT: Install the newest R.NET and be sure the versions for both are compatible when installing; they are developed by different authors. I "think" R 4.0.2 (old version) works with R.NET 1.9.0. R.NET 1.9.0 was designed for the .NET 4.6.1 framework or Core 2. I can't say if it works with .NET 5, .NET 6, or Core 3.1, but that may not matter if you have the earlier .NET libraries installed.
2) Both WL and R must be up and running. There's a nice block diagram in the following link that illustrates the R.NET-to-R interface process. https://systematicprogrammer.wordpress.com/2013/02/07/forecasting-statistical-analysis-of-time-series-models-using-c-and-r-net-with-r-engine/
3) There also some optional R "packages" for analyzing stocks here. https://www.r-bloggers.com/2010/06/stock-analysis-using-r/
R.NET end-user docs https://rdotnet.github.io/rdotnet/
The main approach is to sample WL simulation (backtest) data on the WL side by inserting R.NET calls in your WL strategy or visualizer. R.NET will then create an R dataset from those calls that will show up in your R session for analysis.
1) You must first install the R program, then install R.NET. IMPORTANT: Install the newest R.NET and be sure the versions for both are compatible when installing; they are developed by different authors. I "think" R 4.0.2 (old version) works with R.NET 1.9.0. R.NET 1.9.0 was designed for the .NET 4.6.1 framework or Core 2. I can't say if it works with .NET 5, .NET 6, or Core 3.1, but that may not matter if you have the earlier .NET libraries installed.
2) Both WL and R must be up and running. There's a nice block diagram in the following link that illustrates the R.NET-to-R interface process. https://systematicprogrammer.wordpress.com/2013/02/07/forecasting-statistical-analysis-of-time-series-models-using-c-and-r-net-with-r-engine/
3) There also some optional R "packages" for analyzing stocks here. https://www.r-bloggers.com/2010/06/stock-analysis-using-r/
R.NET end-user docs https://rdotnet.github.io/rdotnet/
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