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roc_1
2011 Nov 15
0
Quantstrat; error with applyStrategy()
...rategy.
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 STOXX.Close STOXX.Close.1
2: In min(j, na.rm = TRUE) :
no non-missing arguments to min; returning Inf
3: In max(j, na.rm = TRUE) :
no non-missing arguments to max; returning -Inf
my code:
####################################################
#...