I'm using shiny and the R blotter project as an analysis platform. My strategies are written in C# (RightEdge) and every night the trades are written out to csv's and picked up by R. Blotter accounts and portfolios are automatically created and loaded by the shiny app. Attached are some screen shots and the code is hosted on GitHub
The code has been tested with quantstrat's faber and bbands demo on a fresh R installation using RStudio. The demos are committed and saved in the ./data directory. To get started open main.R and run the code. Please update your packages first if something doesn't work.
To process your trades you'll have to write a script or adapt The important piece of code to process the transactions for the blotter portfolio is below. The required fields for each transaction are the symbol, date/time, quantity and the price. Export the data from your favourite platform or the broker. Make sure to use the same data source in R as you use for modelling/trading or the prices might not match and thus the resulting portfolio won't be correct.
# process transactions
for(i in 1 : nrow(execs))
addTxn(ptfName, Symbol=execs$Symbol[i], TxnDate=execs$Transaction.Date[i],
TxnQty=execs$Shares[i], TxnPrice=execs$Price[i], TxnFees=0)