Displaying 2 results from an estimated 2 matches for "sigthreshold".
2011 Aug 31
0
QUANSTRAT: error with applySignal
hi everyone,
I want to backtest a simple strategy with RSI, im using "sigThreshold".
i took example from the http://blog.fosstrading.com/ 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
pl...
2011 Nov 15
0
Quantstrat; error with applyStrategy()
...#####
stratROC <- add.indicator( strategy = stratROC,
name = "ROC",
arguments=list( x=Cl(STOXX) ),
label="roc_15" )
# gte
stratROC <- add.signal( stratROC,
name="sigThreshold",
arguments = list(column="roc_15",
Threshold=5,
relationship="gte"),
label="roc.gte" )
# lte
stratROC <- add.signal( stratROC,...