search for: blotter

...issing: using 'C:\Users\Owner\Documents/R/win64-library/2.11' Warning: unable to access index for repository http://R-Forge.R-project.org/bin/windows64/contrib/2.11 Warning message: In getDependencies(pkgs, dependencies, available, lib) : package ‘quantstrat’ is not available > library(blotter) Error in library(blotter) : there is no package called 'blotter' -- 'Raghu' [[alternative HTML version deleted]]

...ning -Inf my code: #################################################### # Environments # #################################################### if( !exists(".instrument") ) .instrument <<- new.env() if( !exists(".blotter") ) .blotter <<- new.env() if( !exists(".strategy") ) .strategy <<- new.env() suppressWarnings( rm("account.STOXX", "portfolio.STOXX", pos=.blotter) ) suppressWarnings( rm("stratROC", "initDate", "initEq") ) suppressWarni...

...how quanstrat works. but now, i have a problem with my code that i really don't understand, R says me: Error in match.names(column, colnames(data)) : argument "column" is missing, with no default please can someone tell me what is wrong with code: require(quantstrat) require(blotter) require(PerformanceAnalytics) # test de backtest quantstrat sur la strategie de daniel symbols <- "IEF" getSymbols(symbols, from=initDate, to=endDate, index.class=c("POSIXt","POSIXct")) # Delete portfolio, accou...

...stratName <- add.rule(strategy = stratName,name='ruleSignal', arguments = list(sigcol="maFast.lt.maSlow",sigval=TRUE, orderqty='all', ordertype='market', orderside='long'),type='exit') Thanks to everyone who helped develop quantstrat and blotter, Roger *************************************************************** This message is for the named person's use only. It may\...{{dropped:15}}

...@ 16.833895" [1] "2009-05-14 00:00:00 AAPL 100 @ 16.080549" [1] "2012-12-11 00:00:00 AAPL -100 @ 71.436852" [1] "2013-09-11 00:00:00 AAPL 100 @ 62.897826" [1] "2015-08-31 00:00:00 AAPL -100 @ 110.399553" Time difference of 0.3014359 secs [1] "trade blotter portfolio update:" Time difference of 0.1732061 secs >

...@ 16.833895" [1] "2009-05-14 00:00:00 AAPL 100 @ 16.080549" [1] "2012-12-11 00:00:00 AAPL -100 @ 71.436852" [1] "2013-09-11 00:00:00 AAPL 100 @ 62.897826" [1] "2015-08-31 00:00:00 AAPL -100 @ 110.399553" Time difference of 0.3014359 secs [1] "trade blotter portfolio update:" Time difference of 0.1732061 secs >

...ance, in the table on page 3: Phase ETime XTime Time Numb EPrice XPrice PnL RoR 107 EL 2006-09-21 2007-09-12 356 244 1324.89 1471.10 146.21 0.264117052 Pnl Makes sense (1471.10-1324.89 )= 146.21, but, I would expect ROR to be ~1471.1/1324.89-1 ~ 11.03%, yet RoR col shows 26.411% I also looked at blotter, which shows an example that is long only and seems a bit cumbersome to run the simple metrics for trade entry/exit. Any ideas on packages that will do this, or why I'm misunderstanding the Tradesys results? thanks, rtist Pat W. -- View this message in context: http://n4.nabble.com/Question-...

...n: Do Historical Correlations Help or Hinder Risk Control in a Crisis? *Ralph Vince/Soren MacBeth: Leverage Space Portfolio Model Kris Boudt: Portfolio Optimization with Conditional Value-at-Risk Budgets Steve Kane/Jeff Lewis: The esperr package and the Esper API Lightning talks: Peter Carl: The blotter / instrument / strategy toolchain Wei-han Liu: Improved Generalized Gram-Charlier Expansions based on Multivariate Skew Distributions Wendy Wang: Strategic Asset Allocation using Markov Switching James "JD" Long: Zen and the Art of Stochastic Dart Throwing (How I Build Insurance /...

Hi List, Case : 1. Have a database , it include SIP no's, usernames, names & surnames... 2. Register myself as admin and load a voice message in gsm,mp3 or other format... 3. Need to deliver that voice message to everyone one by one via database... 4. If callee is busy then try it a few minutes later again... 5. Close calls... Does someone interested something like this by using RTP