search for: quantstrat

Hi I am trying to install the latest version of the package quantstrat but I get the following error: install.packages("quantstrat", repos="http://R-Forge.R-project.org") Warning in install.packages("quantstrat", repos = " http://R-Forge.R-project.org") : argument 'lib' is missing: using 'C:\Users\Owner\Documents/...

These packages were not available. Are these the only places to go for backtesting technical trading systems other than ttrTests pls? > install.packages("quantstrat", repos="http://R-Forge.R-project.org") Warning in install.packages("quantstrat", repos = " http://R-Forge.R-project.org") : argument 'lib' is missing: using 'C:\Users\Owner\Documents/R/win64-library/2.11' Warning: unable to access index for repo...

Quantstrat useRs, I have a number of questions about how to use quantstrat that I have accumulated since I have begun playing with it. First, can the orderqty be dynamic? All of the examples I have seen are based on placing an order for 100 shares when a rule is triggered. Is it possible to set it up to b...

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))...

1. File is (was) saved. 2. The added code is t(tradeStats("macross")) with 2 )'s. I'd appreciate if someone with QuantStrat installed, to try this and see if they get a different result. My R and RStudio and QuantStrat libraries are all current. I get the chart and this much output. > source('~/CodingData/RCode/Quantstrat1/maCross.R') [1] "2001-06-27 00:00:00 AAPL 100 @ 1.526312" [1] "2001...

1. File is (was) saved. 2. The added code is t(tradeStats("macross")) with 2 )'s. I'd appreciate if someone with QuantStrat installed, to try this and see if they get a different result. My R and RStudio and QuantStrat libraries are all current. I get the chart and this much output. > source('~/CodingData/RCode/Quantstrat1/maCross.R') [1] "2001-06-27 00:00:00 AAPL 100 @ 1.526312" [1] "2001...

guRus Is there a way by which I can search for a particular function or a particular line of code within the maze of all the R codes that are interlinked? Say for instance I am running a code using quantstrat package and on a particular line I get 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)...

newbie to R, less than a week, and I ordered some books about R, but I learn better by examples.. and thus far I cant find a good example of what I am trying to do... which follows: assuming one is using any instrument intra-day data... I want to.. open a file (lets name it signal) that will contain two fields... date/time(MM/DD/YYYY HH:MM) and signal (1=buy,-1=sell) open a file with real time

.../ site to understand 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...

I have the following error message when I try to install RBloomberg. Les packages binaires t?l?charg?s sont dans C:\Users\bloom\AppData\Local\Temp\RtmpktX4UK\downloaded_packages Message d'avis : packages ?quantstrat?, ?RBloomberg?, ?rsproxy?, ?VaR? are not available (for R version 2.15.1) R version 2.15.1 System : Windows 7 (64 bits) Any help appreciated Thx -- View this message in context: http://r.789695.n4.nabble.com/Problem-installing-RBloomberg-tp4634624.html Sent from the R help mailing list archive...

On R-help, with subject '[R] source() does not include added code' >>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> >>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: > I have quantstrat installed and it works fine for me. If you're > asking why the output of t(tradeStats('macross')) isn't being printed, > that's because of what's described in the first paragraph in the > *Details* section of help("source"): > Note tha...

...wrote: >> On R-help, with subject >> '[R] source() does not include added code' >> >>>>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> >>>>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: >> >> > I have quantstrat installed and it works fine for me. If you're >> > asking why the output of t(tradeStats('macross')) isn't being >> printed, >> > that's because of what's described in the first paragraph in the >> > *Details* section of help(&qu...

..., min = 59, sec = 59, subsec = 0.99999, tz = "") { if (!missing(sec) && sec%%1 != 0) subsec <- 0 I then came across this post http://r-forge.r-project.org/tracker/index.php?func=detail&aid=2116&group_id=118&atid=516 While running demo/macd.R in the quantstrat package with --vanilla, I got the following error: Error in if (length(c(year, month, day, hour, min, sec)) == 6 && c(year, : missing value where TRUE/FALSE needed It appears that this error is generated by .parse8061(), because there is no TZ defined. Although there is a test for TZ==...

...help, with subject >> '[R] source() does not include added code' >> >> >>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> >> >>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: >> >> > I have quantstrat installed and it works fine for me. If you're >> > asking why the output of t(tradeStats('macross')) isn't being >> printed, >> > that's because of what's described in the first paragraph in the >> > *Details* section of help...

...16 7:56 AM, Martin Maechler wrote: > On R-help, with subject > '[R] source() does not include added code' > >>>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> >>>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: > > > I have quantstrat installed and it works fine for me. If you're > > asking why the output of t(tradeStats('macross')) isn't being printed, > > that's because of what's described in the first paragraph in the > > *Details* section of help("source"): &gt...

R offers a bewildering array of options when it comes to representing dates and times (e.g, as.Date, chron, strptime, zoo, etc). Can anybody recommend a document that compares the relative merit of each method? I'm not looking for help with any one method, but rather a guide that describes which method is best for a particular data analysis/plotting goal. Thanks, Jake [[alternative

...urce() does not include added code' >> >> >> >> >>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> >> >> >>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: >> >> >> >> > I have quantstrat installed and it works fine for me. If you're >> >> > asking why the output of t(tradeStats('macross')) isn't being >> >> printed, >> >> > that's because of what's described in the first paragraph in the >> &gt...

...at stat.math.ethz.ch> wrote: > On R-help, with subject > '[R] source() does not include added code' > > >>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> > >>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: > > > I have quantstrat installed and it works fine for me. If you're > > asking why the output of t(tradeStats('macross')) isn't being > printed, > > that's because of what's described in the first paragraph in the > > *Details* section of help("source")...

...>> '[R] source() does not include added code' > >> > >> >>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> > >> >>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: > >> > >> > I have quantstrat installed and it works fine for me. If you're > >> > asking why the output of t(tradeStats('macross')) isn't being > >> printed, > >> > that's because of what's described in the first paragraph in the > >> > *Deta...

...dded code' > >> >> > >> >> >>>>> Joshua Ulrich <josh.m.ulrich at gmail.com> > >> >> >>>>> on Wed, 31 Aug 2016 10:35:01 -0500 writes: > >> >> > >> >> > I have quantstrat installed and it works fine for me. If you're > >> >> > asking why the output of t(tradeStats('macross')) isn't being > >> >> printed, > >> >> > that's because of what's described in the first paragraph in the &...