Displaying 3 results from an estimated 3 matches for "tradesi".
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2010 Apr 14
4
Error: could not find function "tsts" tradesys package
Hi, I am pretty new to R and would like to follow the code in the paper
below, tradesys package. but I am stuck at the 2nd page where x<-tsts(spx)
is written. Could anyopne help me why I am getting an Error :"could not find
function "tsts" ". I guess I need function call "tsts". where can I find
that function ? I installed tradesys, zoo, RUnit packages but I
2010 Mar 29
0
Question on entry exit tabulating in any R finance package
I asked the question in Rmetrics subforum, but for some reason, almost two
weeks later, it keeps saying I haven't been approved to post yet there.
I'll try again here on the open forum.
I wanted to have a script that tabulates results by trade. I.e. instead of
tabulating each day as a trade event, you enter on one date, exit another,
and simply tabulate metrics based on one trade period.
2010 Jul 15
1
scope of an argument in a function
Hi
I am trying to define a function fu() in the following way but when I try to
run I get the error that ma1 is not found. I am not sure where I am going
wrong? Does the scope of ma1 not extend to an expr.frame object?
expr.frame() is under library tradesys.
function (y,ma1,ma2)
{
x <- y[, c("Open","Close")]
d <- expr.frame(x, list(MAf=quote(SMA(Close, ma1)),