Displaying 3 results from an estimated 3 matches for "applystrategy".
2011 Nov 15
0
Quantstrat; error with applyStrategy()
I'm testing out quantstrat using a simple one-indicator strategy.
The error I get after applyStrategy(...) is
Error in .xts(e, .index(e1), .indexCLASS = indexClass(e1), .indexFORMAT = indexFormat(e1), :
index length must match number of observations
In addition: Warning messages:
1: In match.names(column, colnames(data)) :
all columns not located in roc_15 for STOXX.Open STOXX.High STOXX.Low...
2010 Jul 30
2
finding a function or a line while debugging?
...the error saying x is missing in is.array(x).
I want to figure out where is.array is in all the codes that my code refers
to? How do I do this? Is there like a grep or search function that can say
tell me that 'here is the function inside which is.array(X) is being called'
etc?
out<-try(applyStrategy(strategy=stratSMA5D , portfolios=portfolio.st))
Error in is.array(x) : 'x' is missing
Thx
--
'Raghu'
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2011 Aug 31
0
QUANSTRAT: error with applySignal
..."market" ,
orderside=NULL),type="enter")
s=add.rule(s,name="ruleSignal",arguments=list(sigcol="sortie"
,sigval=TRUE, orderqty="all" , ordertype="market" ,
orderside=NULL),type="exit" )
out <- try(applyStrategy(strategy=s, portfolios="daniel"))
thanks in advance
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