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Revision 1724 - (view) (download) (annotate) - [select for diffs]
Modified Mon Dec 14 12:54:08 2015 UTC (3 years, 2 months ago) by bodanker
File length: 4636 byte(s)
Diff to previous 1702
Do not set initDate argument in demos

Do not set initDate for initPortf, initAcct, or initOrders in any of the
demos. Specifying the initDate argument incorrectly can cause errors
that are difficult for users to diagnose, so we shouldn't provide demos
that suggest users need to set initDate manually.

Rename initDate to startDate in all demos in order to avoid confusion
with initDate argument to initPortf, initAcct, and initOrders.

Revision 1702 - (view) (download) (annotate) - [select for diffs]
Modified Tue Oct 27 20:22:27 2015 UTC (3 years, 3 months ago) by braverock
File length: 5158 byte(s)
Diff to previous 1376
- update bbands and bbandsParameters demos to use apply.paramset

Revision 1376 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 21 23:41:11 2013 UTC (6 years ago) by milktrader
File length: 4208 byte(s)
Diff to previous 1370
stubbed new in_test blocks

Revision 1370 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jan 17 20:58:10 2013 UTC (6 years, 1 month ago) by milktrader
File length: 4251 byte(s)
Diff to previous 1217
all demos have 2 commented out test blocks that authors will need to uncomment

Revision 1217 - (view) (download) (annotate) - [select for diffs]
Modified Thu Oct 11 19:57:02 2012 UTC (6 years, 4 months ago) by opentrades
File length: 3738 byte(s)
Diff to previous 1194
- setParameterDistribution() now uses component label instead of index numbers
- fixed up demos to use new syntax


Revision 1194 - (view) (download) (annotate) - [select for diffs]
Modified Sun Sep 23 11:48:25 2012 UTC (6 years, 4 months ago) by braverock
File length: 3721 byte(s)
Diff to previous 1097
- update copyrights

Revision 1097 - (view) (download) (annotate) - [select for diffs]
Modified Sun Jul 1 00:30:39 2012 UTC (6 years, 7 months ago) by braverock
File length: 3721 byte(s)
Diff to previous 621
- add example of osMaxPos and addPosLimit to bbands demo

Revision 621 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jun 9 23:18:04 2011 UTC (7 years, 8 months ago) by gsee
File length: 3574 byte(s)
Diff to previous 374
-Replaced try rm with suppressWarnings in demo cleanup. No more warnings in demos!!! :)
-Corrected yahoo ticker for S&P 500 in faberMC

Revision 374 - (view) (download) (annotate) - [select for diffs]
Modified Tue Aug 17 18:43:35 2010 UTC (8 years, 6 months ago) by braverock
File length: 3571 byte(s)
Diff to previous 371
- vectorize updatePosPL
- update demos to show more timing information

Revision 371 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 12 20:18:09 2010 UTC (8 years, 6 months ago) by braverock
File length: 3435 byte(s)
Diff to previous 370
- update demos

Revision 370 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 12 13:52:05 2010 UTC (8 years, 6 months ago) by braverock
File length: 3345 byte(s)
Diff to previous 369
- update demos
- fix RSI demo, which was broken

Revision 369 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 12 11:44:00 2010 UTC (8 years, 6 months ago) by braverock
File length: 3158 byte(s)
Diff to previous 362
- set default for data param in signals and rules, should simplify strat creation
- update docs
- revise demos to conform to new defaults

Revision 362 - (view) (download) (annotate) - [select for diffs]
Modified Wed Jul 28 16:47:39 2010 UTC (8 years, 6 months ago) by braverock
File length: 3548 byte(s)
Copied from: pkg/quantstrat/demo/BBands.R revision 360
Diff to previous 360
- rename demos to not collide with TTR function names
- add example of stoplimit order rule to macd demo
- minor updates 

Revision 360 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jul 26 19:08:35 2010 UTC (8 years, 6 months ago) by braverock
Original Path: pkg/quantstrat/demo/BBands.R
File length: 3547 byte(s)
Diff to previous 309
- add parameter support for passing parameters at evaluation-time
- update BBands demo to use parameters
- update docs

Revision 309 - (view) (download) (annotate) - [select for diffs]
Modified Sun Mar 28 15:38:49 2010 UTC (8 years, 10 months ago) by braverock
Original Path: pkg/quantstrat/demo/BBands.R
File length: 4092 byte(s)
Diff to previous 282
- update to use new quantmod charts instead of the old ones

Revision 282 - (view) (download) (annotate) - [select for diffs]
Modified Sun Mar 14 17:09:15 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/BBands.R
File length: 4105 byte(s)
Diff to previous 281
- move setup strings to top of file

Revision 281 - (view) (download) (annotate) - [select for diffs]
Modified Tue Mar 9 23:19:16 2010 UTC (8 years, 11 months ago) by bodanker
Original Path: pkg/quantstrat/demo/BBands.R
File length: 3918 byte(s)
Diff to previous 272
- match.names() now matches the end of the column name string, to avoid
  more than one match if other columns contain OHLCV names.
- Updated sigCrossover to handle more than one column.
- Changed column(s) in sigComparison, sigPeak, sigThreshold to colNum(s)
  to avoid clashing with the respective function formals.
- Added a check/error to sigComparison for "Close" in columns formal when
  relationship=='op'.
- Fiddled with (data mined) the BBands example to make it profitable.

Revision 272 - (view) (download) (annotate) - [select for diffs]
Modified Fri Feb 26 17:35:22 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/BBands.R
File length: 2893 byte(s)
Diff to previous 271
- update names to 'bbands' for this demo

Revision 271 - (view) (download) (annotate) - [select for diffs]
Modified Fri Feb 26 15:08:19 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/BBands.R
File length: 2948 byte(s)
Copied from: pkg/quantstrat/demo/simplestrat.R revision 270
Diff to previous 268
- move simplestrat to BBands

Revision 268 - (view) (download) (annotate) - [select for diffs]
Modified Fri Feb 26 14:17:24 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 2948 byte(s)
Diff to previous 267
- fix updateOrderMatrix fn

Revision 267 - (view) (download) (annotate) - [select for diffs]
Modified Fri Feb 26 13:56:01 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 2941 byte(s)
Diff to previous 266
- wrap BBands in plot so it will graph from inside function scope like 'source' or 'demo'

Revision 266 - (view) (download) (annotate) - [select for diffs]
Modified Fri Feb 26 13:52:39 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 2935 byte(s)
Diff to previous 265
- changes so addTxn works properly

Revision 265 - (view) (download) (annotate) - [select for diffs]
Modified Thu Feb 25 22:51:04 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 2765 byte(s)
Diff to previous 263
- more fixes towards generating txns from orders

Revision 263 - (view) (download) (annotate) - [select for diffs]
Modified Thu Feb 25 15:47:24 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 2709 byte(s)
Diff to previous 260
- add code showing how to examine order book
- add copyright and license

Revision 260 - (view) (download) (annotate) - [select for diffs]
Modified Wed Feb 24 23:01:02 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 2183 byte(s)
Diff to previous 258
- multiple small fixes to make applyStrategy() run without error

Revision 258 - (view) (download) (annotate) - [select for diffs]
Modified Wed Feb 24 20:40:24 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 2104 byte(s)
Diff to previous 255
- multiple small fixes to make applyStrategy() run without error

Revision 255 - (view) (download) (annotate) - [select for diffs]
Modified Tue Feb 23 22:43:43 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 2025 byte(s)
Diff to previous 228
- now add order rules

Revision 228 - (view) (download) (annotate) - [select for diffs]
Modified Fri Feb 5 16:58:29 2010 UTC (9 years ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 941 byte(s)
Diff to previous 226
- implement sigCrossover
- add documentation

Revision 226 - (view) (download) (annotate) - [select for diffs]
Modified Thu Feb 4 16:29:07 2010 UTC (9 years ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 946 byte(s)
Diff to previous 224
- clean up function name matching
- update demo script

Revision 224 - (view) (download) (annotate) - [select for diffs]
Modified Wed Feb 3 21:32:54 2010 UTC (9 years ago) by braverock
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 848 byte(s)
Diff to previous 222
- add code to add signals
- add arbitrary text labels to signals and indicators
- add to demo code

Revision 222 - (view) (download) (annotate) - [select for diffs]
Added Tue Feb 2 03:25:09 2010 UTC (9 years ago) by peter_carl
Original Path: pkg/quantstrat/demo/simplestrat.R
File length: 289 byte(s)
- first draft of strategy framework

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