Example to Test Parameters on Moving Average System

server.r

#almost entirely based on the 02_text and 03_mpg examples provided by RStudio Shiny
#all credit belongs to them


if (!require(PerformanceAnalytics)) {
  stop("This app requires the PerformanceAnalytics package. To install it, run 'install.packages(\"PerformanceAnalytics\")'.\n")
}

if (!require(quantmod)) {
  stop("This app requires the quantmod package. To install it, run 'install.packages(\"quantmod\")'.\n")
}

# Download data for a stock, if needed
require_symbol <- function(symbol) {
  if (!exists(symbol))
    getSymbols(symbol, src="FRED")
    #getSymbols(symbol, from = "1900-01-01")
}

library(shiny)

# Define server logic required to summarize and view the selected dataset
shinyServer(function(input, output) {
  make_chart <- function(symbol="SP500") {
    # get price data if does not exist
    require_symbol(symbol)

    #would hope not to recalculate each time but for now will leave messy
    price.monthly <- to.monthly(get(symbol))[,4]
    ret.monthly <- ROC(price.monthly, type="discrete", n=1)

    #calculate system returns
    systemRet <- merge(
      ifelse(lag(price.monthly > runMean(price.monthly, n=input$nmonths), k=1), 1, 0) * ret.monthly,
      ret.monthly)
    colnames(systemRet) <- c(paste(input$nmonths,"MASys",sep=""), symbol)

    charts.PerformanceSummary(systemRet, ylog=TRUE)
  }

  make_table <- function(symbol="SP500") {
    # get price data if does not exist
    require_symbol(symbol)

    #would hope not to recalculate each time but for now will leave messy
    price.monthly <- to.monthly(get(symbol))[,4]
    ret.monthly <- ROC(price.monthly, type="discrete", n=1)

    #calculate system returns
    systemRet <- merge(
      ifelse(lag(price.monthly > runMean(price.monthly, n=input$nmonths), k=1), 1, 0) * ret.monthly,
      ret.monthly)
    colnames(systemRet) <- c(paste(input$nmonths,"MASys",sep=""), symbol)

    table.Stats(systemRet)
  }
  
 # Generate a plot of the system and buy/hold benchmark given nmonths parameter
  # include outliers if requested
  output$systemPlot <- reactivePlot(function() {
    make_chart()
  })

  # Generate a summary stats table of the dataset
  output$view <- reactiveTable(function() {
    make_table()
  })

})

ui.r

#almost entirely based on the 02_text and 03_mpg examples provided by RStudio Shiny
#all credit belongs to them

library(shiny)

# Define UI for dataset viewer application
shinyUI(pageWithSidebar(
  
  # Application title
  headerPanel("Shiny Moving Average Parameter Test"),
  
  # Sidebar with controls to select a dataset and specify the number
  # of observations to view
  sidebarPanel(
    numericInput("nmonths", "Number of months for moving average:", 10)
  ),
  
  # Show a summary of the dataset and an HTML table with the requested
  # number of observations
  mainPanel(
    plotOutput("systemPlot"),

    tableOutput("view")
  )
))