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Revision 1376 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 21 23:41:11 2013 UTC (6 years, 5 months 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, 6 months 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, 9 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, 9 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 (7 years 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 (8 years, 1 month 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, 11 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, 11 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, 11 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, 11 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, 11 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, 11 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 (9 years, 3 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 (9 years, 4 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 (9 years, 4 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 (9 years, 4 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 (9 years, 4 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 (9 years, 4 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 (9 years, 4 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 (9 years, 4 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 (9 years, 4 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 (9 years, 4 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 (9 years, 4 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 (9 years, 4 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 (9 years, 4 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, 5 months 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, 5 months 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, 5 months 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, 5 months 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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