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inited
2011 Nov 15
0
Quantstrat; error with applyStrategy()
...()
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") )
suppressWarnings( rm("order_book.STOXX", pos=.strategy) )
##################################################
# Get Data #
##################################################
ch <- odbcConnect("PostgreSQL...