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[blotter] Log of /pkg/quantstrat/demo/luxor.5.strategy.ordersets.R
[blotter] / pkg / quantstrat / demo / luxor.5.strategy.ordersets.R  
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Log of /pkg/quantstrat/demo/luxor.5.strategy.ordersets.R

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Revision 1724 - (view) (download) (annotate) - [select for diffs]
Modified Mon Dec 14 12:54:08 2015 UTC (3 years, 4 months ago) by bodanker
File length: 7320 byte(s)
Diff to previous 1515
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 1515 - (view) (download) (annotate) - [select for diffs]
Modified Thu Oct 3 08:11:20 2013 UTC (5 years, 6 months ago) by erastus
File length: 7791 byte(s)
Diff to previous 1499
- luxor source/load path wrangling, moved ES data for forthcoming load()ing via http, other small fixes

Revision 1499 - (view) (download) (annotate) - [select for diffs]
Modified Mon Aug 26 09:01:15 2013 UTC (5 years, 7 months ago) by opentrades
File length: 7750 byte(s)
Diff to previous 1464
- renamed add.constraint to add.distribution.constraint

Revision 1464 - (view) (download) (annotate) - [select for diffs]
Modified Wed May 8 20:43:14 2013 UTC (5 years, 11 months ago) by opentrades
File length: 7685 byte(s)
Diff to previous 1458
- addde WFA paramset to luxor.5 strategy
- added luxor WFA (Walk Forward Analysis) demo
- fixed some small issues with walk forward implementation
- added sample walk forward chart demo

Revision 1458 - (view) (download) (annotate) - [select for diffs]
Modified Tue May 7 21:07:07 2013 UTC (5 years, 11 months ago) by opentrades
File length: 6705 byte(s)
Diff to previous 1457
- updated luxor demo headers

Revision 1457 - (view) (download) (annotate) - [select for diffs]
Added Tue May 7 20:46:47 2013 UTC (5 years, 11 months ago) by opentrades
File length: 6705 byte(s)
- updated luxor demos

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