similar to: finding a function or a line while debugging?

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)) : all columns not located in roc_15 for STOXX.Open STOXX.High

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/R/win-library/2.11'

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

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 please can

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

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

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 buy the maximum number of shares given the starting or current equity? Similar to that

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

Hi all, I'm using dovecot 2.0.14 build on Debian. The maintainers obviously patch the dovecot source so that it uses the pidgeonhole sieve system. Today I ran into a very annoying issue: I created several sieve scripts and interlinked via the include command, only to find dovecot spewing this error message at me: SWREG Newsletter: line 14: error: cannot nest includes deeper than 10 levels.

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

Dear R-Help, I am trying to find a function that will give me the significance of the correlation of 2 variables (in the same dimension arrays) correcting for serial autocorrelation. How can I view the function cor.test's code? I would like to know a lot more detail about the function than written in the documentation at http://finzi.psych.upenn.edu/R/library/stats/html/cor.test.html to

> On Jul 20, 2016, at 5:56 PM, Renato Golin via llvm-dev <llvm-dev at lists.llvm.org> wrote: > > On 21 July 2016 at 01:39, Justin Lebar <jlebar at google.com> wrote: >> This is true if you s/checkout/clone/. With a single repo, you must >> clone (download) everything (*), but after you've done so you can use >> sparse checkouts to check out (create a

On Wed, Jul 20, 2016 at 5:56 PM, Renato Golin via llvm-dev < llvm-dev at lists.llvm.org> wrote: > On 21 July 2016 at 01:39, Justin Lebar <jlebar at google.com> wrote: > > This is true if you s/checkout/clone/. With a single repo, you must > > clone (download) everything (*), but after you've done so you can use > > sparse checkouts to check out (create a

We have 50 complex applications written in Microsoft Visual Basic 6.0 providing banking solutions. We are seriously thinking of porting our applications to Linux under WINE. Is it possible to do so? Nature of our VB applications: ------------------------------ 1. Extensively used all controls provided in VB 2. Total size of our applications is around 2 million lines 3. Applications are having

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, >

I''m a total Rails newbie and i''ve been struggling for hours today with one (prolly very silly) problem: I have a table portfolios that has many images: class Portfolio < ActiveRecord::Base has_many :images end class Image < ActiveRecord::Base belongs_to :portfolios end In the controller i define a list of active portfolios: @active_portfolios =

Hi, I''m having a problem loading a sample data with simple rake command. rake db:fixtures:load When I run the above command,I get the following error $rake db:fixtures:load (in /home/raghu/www/photos) rake aborted! a YAML error occurred parsing /home/raghu/www/photos/test/fixtures/photos.yml. Please note that YAML must be consistently indented using spaces. Tabs are not allowed. Please

I''m following along with the depot example in ''Agile Web Development'' and ran into a problem with Scaffold. I changed the MySQL table structure to add a few columns directly and also tried the migrate script to change the database after I got the initial scaffolding to work. However, I can''t seem to get the new columns to show up and am stumped as to how I can

On 02.09.2016 14:38, Duncan Murdoch wrote: > On 02/09/2016 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

Hey all, Virgin post to this list - hope I've got it right ;o) I've been learning R intensively the last two weeks and gone from newbie status to *reasonably* comfortable with it. Here's an issue I just cannot solve however as it appears to be some kind of bug in R itself. But I won't claim that for sure. I have a function as follows: FindHighRow <- function(searchVector,