search for: tradesys

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...

...bulating each day as a trade event, you enter on one date, exit another, and simply tabulate metrics based on one trade period. For example, you could have a moving average crossover system and the results would be tabulated based on each trade (including entry/exit date attributes). The package, Tradesys, is very close, but I can't seem to find any documentation beyond: http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php/*checkout*/pkg/inst/doc/tradesys.pdf?rev=19&root=tradesys And unfortunately, the definitions are a bit sparse and I had trouble reverse engineering them. For instance,...

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)), MAs=quote(SMA(Close, ma2)))) } >fu(spx,60,120) Error in runSum(x, n) : object 'ma1' not found Thanks for your kind help. -- 'Raghu' [[alt...