A Simple Shiny App for Monitoring Trading Strategies – Part II

This is a follow up on my previous post “A Simple Shiny App for Monitoring Trading Strategies“.  I added a few improvements that make the app a bit better (at least for me!). Below is the list of new features :

• A sample  .csv file (the one that contains the raw data)
• A “EndDate”  drop down box allowing to specify the end of the period.
• A “Risk” page containing a VaR analysis and a chart of worst performance over various horizons
• A “How To” page explaining how to use and tailor the app to individual needs

I also made the app totally self contained. It is now available as a stand alone product and there is no need to have R/RStudio installed on your computer to run it. It can be downloaded from the R Trader Google drive account. This version of the app runs using portable R and portable Chrome. For the keen reader, this link explains in full details how to package a Shiny app into a desktop app (Windows only for now).

1 – How to install & run the app on your computer

• Create a specific folder
• Unzip the contain of the .zip file onto that new folder.
• Change the paths in the runShinyApp file to match your setings
• To run the app, you just have launch the run.vbs file. I also included an icon (RTraderTradingApp.ico) should you want to create a shortcut on your desktop.

2 – How to use the app as it is?

The app uses as input several csv files (one for each strategy). Each file has two columns: date and daily return. There is an example of such a file in the Github repository. The code is essentially made of 3 files.

• ui.R: controls the layout and appearance of the app
• server.R: contains the instructions needed to build the app. You can load as much strategies as you want as long as the corresponding csv file has the right format (see below).
• shinyStrategyGeneral.R: loads the required packages and launches the app

put ui.R and server.R file in a separate directory

In the server.R file change the inputPath, inputFile and keepColumns parameters to match your settings. The first two are self explanatory the third one is a list of column names within the csv file. Keep only date and daily return.

3 – How to add a trading strategy?

• Create the corresponding .csv file in the right directory
• Create a new input in the data reactive function (within the server.R file)
• Add an extra element to the choice parameter in the first selectInput in the sidebarPanel (within the ui.R file). The element’s name should match the name of the new input above.

4 – How to remove a trading strategy?

• Remove the input in the data reactive function corresponding to the strategy you want to remove (within the server.R file)
• Remove the element in the choice parameter in the first selectInput in the sidebarPanel corresponding to the strategy you want to remove (within the ui.R file).

Please feel free to get in touch should you have any suggestion.