Displaying 7 results from an estimated 7 matches similar to: "quantstrat questions"
2011 Nov 15
0
Quantstrat; error with applyStrategy()
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
2010 Jul 10
1
quantstrat and blotter unavailable
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
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
please can
2013 Feb 05
1
failure to connect to Bloomber using Rbbg from batch script on Windows
I am having a puzzling problem with bloomberg connection. When i run from R prompt some code that has
....
library(Rbbg)
conn <- blpConnect(throw.ticker.errors = FALSE)
print("connected")
...
I establish connection every time and then proceed to get data when i run this code from R prompt. However, when i run this from a batch script, i get the following error output from Rbbg:
2008 Nov 04
2
ggplot & annotating charts
Dear "R-listers"
I've been trying to figure out how to annotate charts in ggplot (ie add text
to line charts, highlighted boxes etc). By and large, I can get close to
what i want with base graphics, but would ideally like to use ggplot
whenever possible (additionally, i would like to add text labels
automatically to the chart). The code is below
I suspect I need to use geom_rect,
2009 Dec 19
1
as.xts convert all my numeric data to character
Hello, all... I've been playing with the TTR package and quantmod, and I'm
loading the Chicago Board of Exchange put/call ratio data via a simple
read.csv call...
CBOEtotal<-read.csv(file="
http://www.cboe.com/publish/ScheduledTask/MktData/datahouse/totalpc.csv
",skip=1)
this gives me a data frame with columns....
> names(CBOEtotal)
[1] "Trade_date"
2003 Sep 07
1
Win box copying files to Linux via Samba - unwanted
Hi,
Well, I've just set up Samba + goodies to get my Red Hat (lisa) and WinME
(homer) boxes connected and it all seems to be going rather well...except for
one thing.
I'm not even sure if this is supposed to happen but here's the deal. First up,
my smb.conf file...
-------------------------------------------------------------------
[global]
domain logons = yes
encrypt passwords =