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[blotter] Log of /pkg/quantstrat/demo/luxor.7.exit.and.risk.R
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Log of /pkg/quantstrat/demo/luxor.7.exit.and.risk.R

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Revision 1734 - (view) (download) (annotate) - [select for diffs]
Modified Fri Mar 11 16:31:38 2016 UTC (2 years, 11 months ago) by bodanker
File length: 1913 byte(s)
Diff to previous 1724
Replace calls to View with print in demos

As of R-3.2.3, calling View() on an xts object with duplicate index
values fails. This is because the data.frame will have duplicate row
names and the format.data.frame method no longer appears to support it.

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: 1911 byte(s)
Diff to previous 1544
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 1544 - (view) (download) (annotate) - [select for diffs]
Modified Mon Oct 21 18:34:05 2013 UTC (5 years, 3 months ago) by opentrades
File length: 2438 byte(s)
Copied from: pkg/quantstrat/demo/luxor.7.exit+risk.R revision 1539
Diff to previous 1515
- renamed quantstrat/demo/luxor.7.exit+risk.R to luxor.7.exit.and.risk.R to fix problem using demo(luxor.7.risk+exit.R, package='quantstrat') ie. demo name without quotes


Revision 1515 - (view) (download) (annotate) - [select for diffs]
Modified Thu Oct 3 08:11:20 2013 UTC (5 years, 4 months ago) by erastus
Original Path: pkg/quantstrat/demo/luxor.7.exit+risk.R
File length: 2438 byte(s)
Diff to previous 1467
- luxor source/load path wrangling, moved ES data for forthcoming load()ing via http, other small fixes

Revision 1467 - (view) (download) (annotate) - [select for diffs]
Modified Mon May 13 19:30:22 2013 UTC (5 years, 9 months ago) by opentrades
Original Path: pkg/quantstrat/demo/luxor.7.exit+risk.R
File length: 2335 byte(s)
Diff to previous 1464
- chart.forward() improvements
- several small luxor improvements



Revision 1464 - (view) (download) (annotate) - [select for diffs]
Modified Wed May 8 20:43:14 2013 UTC (5 years, 9 months ago) by opentrades
Original Path: pkg/quantstrat/demo/luxor.7.exit+risk.R
File length: 2334 byte(s)
Diff to previous 1460
- 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 1460 - (view) (download) (annotate) - [select for diffs]
Modified Tue May 7 22:07:51 2013 UTC (5 years, 9 months ago) by opentrades
Original Path: pkg/quantstrat/demo/luxor.7.exit+risk.R
File length: 2332 byte(s)
Diff to previous 1458
- prettified tradeStats() using View(t(tradeStats(...)))


Revision 1458 - (view) (download) (annotate) - [select for diffs]
Modified Tue May 7 21:07:07 2013 UTC (5 years, 9 months ago) by opentrades
Original Path: pkg/quantstrat/demo/luxor.7.exit+risk.R
File length: 2323 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, 9 months ago) by opentrades
Original Path: pkg/quantstrat/demo/luxor.7.exit+risk.R
File length: 2322 byte(s)
- updated luxor demos


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