Time series analysis and risk management in R

In this project design and develop a backtester for helping the market buy and sell strategy .In this project we develop and design a backtester that will help to making the strategy for the market .k is the proportion of days that a trading position was taken in some series
This strategy uses only marker orders Every day this strategy trades a random size marketOrder between -maxLots and +maxLots The random numbers are chosen independently for each series (market) The strategy makes no attempt to limit itself to the £1M budget and so the backtester may cancel its orders market strategy algorithm we Computes the net worth of a portfolio according to the current prices. In this strategy we ignores the slippage that is incurred by liquidating the portfolio.
in this project we are checking if there is overspending in trades that is off automatically cut off in this analysis first we finds prices and trades using old and new positions then we Calculates the profit or loss for each series for current day the position we are calculating with the help of today multiply by the difference between today's and tomorrow open, minus the number of lots traded today multiply by slippage .This is derived from today's open and yesterday's close.
In this processes market and limit orders and updates positions The value of the holding *before* the trades take place. It is Useful if the trades are cancelled due to overspending. Total amount of money spent (positive) or received (negative) Money spent is the execution (+ or - depending on buy or sell) price PLUS incurred slippage

These are market strategies with the help of analysis the software
1.    fixed
2.    big_spender
3.    bankrupt
4.    copycat
5.    random
6.    rsi_contrarian
7.    bbands_trend_following
8.    bbands_contrarian
9.    bbands_holding_period
10.    simple_limit
Simple Limit
The Market making strategy that will help to market order to clear inventory according to limit orders and we need to set high and low as an indicator market range
In this market making strategy we follows the steps given below
1. Places buy and sell limit orders around close price
2. Spread is determined by daily range
3. Unit position sizes for limit orders
This strategy automatically cancel the order when it becomes too large limit orders are automatically cancelled at the end of the day check if current inventory is above a limit and if so exit completely with a market order use the range

bbands_contrarian Strategy
The getOrders is the interface between the backtester and...