There is a documentation for backtesting in R in GitHub(https://timtrice.github.io/backtesting-strategies/).
I have a query in two lines of code mentioned in this document (https://timtrice.github.io/backtesting-strategies/using-quantstrat.html#settings-and-variables).
First line
Sys.setenv(TZ = "UTC")
Second line
currency('USD')
As you can see, the first line sets - system time to the US and the second line - sets the currency in which trading is occurring to the US. I am an Indian Trader and my job is to do back-testing with equity data for Indian companies. I use quantstrat and quantmod packages along with its dependencies. The data is downloaded from Yahoo Finance through R platform.
- What is the argument should an Indian trader pass to both these functions(Sys.setenv and currency)???. The currency of Indian market is INR(Indian Nation Rupees) and the time of India is GMT+5:30
I have tried to pass the argument "GMT+5:30" to Sys.setenv function and it turned back an error. But when i tried to pass GMT, there was no error. But Indian timing is GMT+5:30.