R help - Aug 2015 - inbuilt crossover function for backtesting

Thanks Joshua for the quick reply to the mail and once more sorry for
bothering with another doubt. So i have modified your code :) for
backtesting and this is the code

*
library(quantmod)
library(tseries)
require(quantstrat)
library(PerformanceAnalytics)
sym <- get(getSymbols('SPY'))["2013::"]
sym$sma10 <- SMA(Cl(sym),10) 
sym$sma30 <- SMA(Cl(sym),30)
buy <- sigCrossover("buy", SPY,
c("sma10","sma30"), "gt")
sell <- sigCrossover("sell", SPY,
c("sma30","sma10"), "lt")
if (buy==TRUE){
    sym$pos<-1
} else if (sell==TRUE){
   sym$pos<--1
} 
myReturn <- lag(sym$pos) * dailyReturn(sym)
charts.PerformanceSummary(cbind(dailyReturn(sym),myReturn))*


But the above code is returing this error

*Error in if (buy == TRUE) { : missing value where TRUE/FALSE needed
In addition: Warning message:
In if (buy == TRUE) { :
  the condition has length > 1 and only the first element will be
used
> myReturn <- lag(sym$pos) * dailyReturn(sym)
Error in hasTsp(x) : attempt to set an attribute on NULL
> charts.PerformanceSummary(cbind(dailyReturn(sym),myReturn))
Warning message:
In to_period(xx, period = on.opts[[period]], ...) :
  missing values removed from data*

Any idea what is hapennning



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On Mon, Aug 10, 2015 at 11:02 AM, boredstoog via R-help
<r-help at r-project.org> wrote:
> Thanks Joshua for the quick reply to the mail and once more sorry for
> bothering with another doubt. So i have modified your code :) for
> backtesting and this is the code
>
> *
> library(quantmod)
> library(tseries)
> require(quantstrat)
> library(PerformanceAnalytics)
> sym <- get(getSymbols('SPY'))["2013::"]
> sym$sma10 <- SMA(Cl(sym),10)
> sym$sma30 <- SMA(Cl(sym),30)
> buy <- sigCrossover("buy", SPY,
c("sma10","sma30"), "gt")
> sell <- sigCrossover("sell", SPY,
c("sma30","sma10"), "lt")
> if (buy==TRUE){
>     sym$pos<-1
> } else if (sell==TRUE){
>    sym$pos<--1
> }
> myReturn <- lag(sym$pos) * dailyReturn(sym)
> charts.PerformanceSummary(cbind(dailyReturn(sym),myReturn))*
>
>
> But the above code is returing this error
>
> *Error in if (buy == TRUE) { : missing value where TRUE/FALSE needed
> In addition: Warning message:
> In if (buy == TRUE) { :
>   the condition has length > 1 and only the first element will be used
>> myReturn <- lag(sym$pos) * dailyReturn(sym)
> Error in hasTsp(x) : attempt to set an attribute on NULL
>> charts.PerformanceSummary(cbind(dailyReturn(sym),myReturn))
> Warning message:
> In to_period(xx, period = on.opts[[period]], ...) :
>   missing values removed from data*
>
> Any idea what is hapennning
>
There are several errors in your code.  Rather than enumerate them and
show you how to fix each one; I suggest you simply use quantstrat as
it was intended, rather than attempt to circumvent/re-invent it.

See demo('macd') and modify the demo source code to suit your purposes.
>
>
> --
> View this message in context:
http://r.789695.n4.nabble.com/inbuilt-crossover-function-for-backtesting-tp4710918p4710949.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
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-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com

Hey thanks josh,
I was looking for such a demo programme can you point to some more such demo
programmes if available




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