I am learning R, and want to start using a backtester. I have spent about a day reading all I can about R backtesters, and it seems there are 2 main contenders:
- quantstrat, which uses the packages blotter and FinancialInstrument, and
- Systematic Investor Toolbox by Michael Kapler.
For anyone who has experience with either of these, can you tell me if they have done everything you expected.
[Edit] To clarify: I am writing some R code that needs to use a backtester, and from my research quantstrat and SIT are the 2 main contenders.
I am not looking for a religious debate a la Python/R :) but rather whether there is a general consensus as to which is more widely used, which is richer feature-wise, or whether both are worthy contenders.