Displaying 2 results from an estimated 2 matches for "initacct".
2011 Aug 31
0
QUANSTRAT: error with applySignal
...m("order_book.daniel",pos=.strategy))
# initialise du portefeuille
initPortf("daniel",symbol="IEF",initDate=periodicity(IEF)$start,currency('EUR'))
# initialise le compte
initAcct("daniel",
portfolios="daniel",initDate=periodicity(IEF)$start)
# on initialise les ordres
initOrders(portfolio="daniel",initDate=periodicity(IEF)$start)
# on construit un objet de type strategy
s=strategy(&q...
2011 Nov 15
0
Quantstrat; error with applyStrategy()
...##################
# Initialise #
################################################
initDate = index( first(data.xts) )
initEq = 100
currency("ZAR")
initPortf('STOXX', symbols='STOXX', initDate=initDate)
initAcct('STOXX', portfolios='STOXX', initDate=initDate, initEq=100)
initOrders(portfolio='STOXX', initDate=initDate)
stratROC <- strategy("ROC")
#####################################################
# Construct Strategy...