similar to: quantstrat and blotter unavailable

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

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

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

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

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'

Hello Group, I am trying out RQuantLib on a 64bit Win 7 machine. But running into installation errors install.packages("RQuantLib") Warning in install.packages("RQuantLib") : argument 'lib' is missing: using 'C:\Users\Tester\Documents/R/win64-library/2.11' Warning: unable to access index for repository

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

> The x86-64 one probably doesn't work for Winodws. That's likely the > issue. Well, x86-64 stub was never ported to intel assembler, I expect to see 32-bit one used on windows64. In general, the whole windows64 support is missed mainly due to crazy calling convetion invented by Microsoft. So, all calls from code being JITed to external functions will be clearly broken (if they

Hello, Chuck > I've had a look at the stubs before and I think I'm circumventing them > in the example program since I populate the table and compile the > functions in the order so that things never need to be done lazily, but > I'll look further. Well, anyway stubs are definitely wrong from windows64 and this should be fixed, otherwise funny stuff can happen from time to

guRus Is there a way by which I can search for a particular function or a particular line of code within the maze of all the R codes that are interlinked? Say for instance I am running a code using quantstrat package and on a particular line I get the error saying x is missing in is.array(x). I want to figure out where is.array is in all the codes that my code refers to? How do I do this? Is

Installation of rcom, statconnDCOM and RBloomberg Hi folks, Win7 64bit R version 2.11.1 (2010-05-31) Perform following steps to install rcom, statconnDCOM and RBloomberg 1) rcom installation login Win7 as administrator and start R > install.packages("rcom") --- Please select a CRAN mirror for use in this session --- also installing the dependency ?rscproxy? trying URL

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

Hello, Chuck > Would my life be made fantastically simpler if I were using a different > calling convention for my callback functions on x64 running on Windows? Yes, surely. You can still use 'normal' x86-64 CC if you don't want to call any external functions from code being JITed. Also note a Win64 fixme in the X86CompilationCallback2 function, this can be your case. I think

Ruben Van Boxem <vanboxem.ruben at gmail.com> writes: >>> I'm trying to build svn LLVM with Visual Studio 2010: >>> >>> cd build >>> cmake .. -G"NMake Makefiles" >>> nmake >>> >>> and several link steps fail due to a missing symbol: >>> >>> > LLVMX86CodeGen.lib(X86JITInfo.cpp.obj) : error

I have a 9 GB RAM Windows Vista machine. I installed the 64-bit version of R 2.11.1 for Windows from here: http://cran.r-project.org/bin/windows64/base/ I am running a program now in R. However, looking at Windows Task Manager, I see that Rgui.exe is only using 12% of CPU and 191,900K of memory. How do I max it out? I know the default memory limit is the amount of installed RAM, but it

Hi all, Win7 64 bit R version 2.11.1 (2010-05-31) Ran R as admin > update.packages(ask='graphics') --- Please select a CRAN mirror for use in this session --- Warning: unable to access index for repository http://www.stats.ox.ac.uk/pub/RWin/bin/windows64/contrib/2.11 It is this site in problem? I tried another mirror with same result. TIA B.R. Stephen L

Hi: I was trying to download the package MCMCglmm and it give me this message: Aviso: dependency ?tensorA? is not available probando la URL 'http://www.vps.fmvz.usp.br/CRAN/bin/windows64/contrib/2.11/MCMCglmm_2.06.zip' Content type 'application/zip' length 8988896 bytes (8.6 Mb) URL abierta downloaded 8.6 Mb package 'MCMCglmm' successfully unpacked and MD5 sums checked my

Hello, I'm trying to do two things: -1. Ensure that I understand how quantmod adjust's OHLC data -2. Determine how I ought to adjust my data. My overarching-goal is to adjust my OHLC data appropriately to minimize the difference between my backtest returns, and the returns I would get if I was trading for real (which I'll be doing shortly). Background: -1. I'm using Alpha

Hi. I am trying to follow this forecasting tutorial at: https://www.r-bloggers.com/basic-forecasting/ Using my own data, I cannot get past the first step, lots of laughs. dat3 <- structure(c(5973156.76, 5159011.20, 6695766.64, 6365359.00, 6495218.53, 7226302.39, 6835272.70, 7383501.57, 6962748.19, 7623278.72, 7274994.33 ,7919421.80, 7360740.81, 7436693.35,