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[blotter] Log of /pkg/quantstrat/demo/faber.R
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Log of /pkg/quantstrat/demo/faber.R

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Revision 1632 - (view) (download) (annotate) - [select for diffs]
Modified Tue Sep 16 14:00:04 2014 UTC (4 years, 10 months ago) by braverock
File length: 7587 byte(s)
Diff to previous 1594 , to selected 309
- update faber strategies to fix merge issue, thanks Josh

Revision 1594 - (view) (download) (annotate) - [select for diffs]
Modified Sat Mar 29 20:39:45 2014 UTC (5 years, 3 months ago) by braverock
File length: 7592 byte(s)
Diff to previous 1530 , to selected 309
- fix rebalancing and rebalancing demos
- update roxygen docs
- bump version

Revision 1530 - (view) (download) (annotate) - [select for diffs]
Modified Tue Oct 15 18:15:40 2013 UTC (5 years, 9 months ago) by braverock
File length: 7593 byte(s)
Diff to previous 1506 , to selected 309
- remove unecessary na.omit from demo

Revision 1506 - (view) (download) (annotate) - [select for diffs]
Modified Sat Sep 14 11:56:33 2013 UTC (5 years, 10 months ago) by braverock
File length: 7621 byte(s)
Diff to previous 1489 , to selected 309
- fix return calc in demo

Revision 1489 - (view) (download) (annotate) - [select for diffs]
Modified Tue Aug 13 14:51:33 2013 UTC (5 years, 11 months ago) by peter_carl
File length: 7593 byte(s)
Diff to previous 1418 , to selected 309
- added updateEndEq
- also view tradestats

Revision 1418 - (view) (download) (annotate) - [select for diffs]
Modified Fri Mar 29 15:58:58 2013 UTC (6 years, 3 months ago) by braverock
File length: 7566 byte(s)
Diff to previous 1416 , to selected 309
- correct for missing TZ to agree w/ newer xts req.

Revision 1416 - (view) (download) (annotate) - [select for diffs]
Modified Fri Mar 29 15:40:50 2013 UTC (6 years, 3 months ago) by braverock
File length: 7441 byte(s)
Diff to previous 1376 , to selected 309
- update PortfReturns, add daily frequency as default
- update faber demo to work with new PortfReturns

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: 7436 byte(s)
Diff to previous 1370 , to selected 309
stubbed new in_test blocks

Revision 1370 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jan 17 20:58:10 2013 UTC (6 years, 5 months ago) by milktrader
File length: 7479 byte(s)
Diff to previous 1260 , to selected 309
all demos have 2 commented out test blocks that authors will need to uncomment

Revision 1260 - (view) (download) (annotate) - [select for diffs]
Modified Thu Nov 22 02:05:41 2012 UTC (6 years, 7 months ago) by braverock
File length: 6965 byte(s)
Diff to previous 1254 , to selected 309
- use timestamp rather than character timespan in ruleOrderProc
- remove obsolete code
- add rebalancing examples
- update roxygen docs

Revision 1254 - (view) (download) (annotate) - [select for diffs]
Modified Mon Nov 19 21:15:44 2012 UTC (6 years, 7 months ago) by braverock
File length: 6966 byte(s)
Diff to previous 1212 , to selected 309
- clean up before adding rebalancing

Revision 1212 - (view) (download) (annotate) - [select for diffs]
Modified Sat Oct 6 17:47:08 2012 UTC (6 years, 9 months ago) by braverock
File length: 7012 byte(s)
Diff to previous 1194 , to selected 309
- fix for change in column name in tradeStats fn

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: 7011 byte(s)
Diff to previous 639 , to selected 309
- update copyrights

Revision 639 - (view) (download) (annotate) - [select for diffs]
Modified Fri Jun 24 14:29:06 2011 UTC (8 years ago) by gsee
File length: 7011 byte(s)
Diff to previous 621 , to selected 309
-gte instead of gt in demos: helpful with higher frequency data where columns may often be equal.
-added my name

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: 6996 byte(s)
Diff to previous 599 , to selected 309
-Replaced try rm with suppressWarnings in demo cleanup. No more warnings in demos!!! :)
-Corrected yahoo ticker for S&P 500 in faberMC

Revision 599 - (view) (download) (annotate) - [select for diffs]
Modified Thu Apr 28 14:57:19 2011 UTC (8 years, 2 months ago) by braverock
File length: 6969 byte(s)
Diff to previous 450 , to selected 309
- update to add tradeStats and charts.PerformanceSummary

Revision 450 - (view) (download) (annotate) - [select for diffs]
Modified Sat Nov 13 18:30:40 2010 UTC (8 years, 8 months ago) by braverock
File length: 6300 byte(s)
Diff to previous 371 , to selected 309
- minor updates to demo code

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: 6294 byte(s)
Diff to previous 370 , to selected 309
- 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: 6249 byte(s)
Diff to previous 369 , to selected 309
- 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: 6177 byte(s)
Diff to previous 362 , to selected 309
- 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: 6259 byte(s)
Diff to previous 309
- rename demos to not collide with TTR function names
- add example of stoplimit order rule to macd demo
- minor updates 

Revision 309 - (view) (download) (annotate) - [selected]
Modified Sun Mar 28 15:38:49 2010 UTC (9 years, 3 months ago) by braverock
File length: 6307 byte(s)
Diff to previous 287
- update to use new quantmod charts instead of the old ones

Revision 287 - (view) (download) (annotate) - [select for diffs]
Added Tue Mar 16 14:37:31 2010 UTC (9 years, 4 months ago) by peter_carl
File length: 6234 byte(s)
Diff to selected 309
- demo of a long term trend system

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