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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 1544 - (view) (download) (annotate) - [select for diffs]
Modified Mon Oct 21 18:34:05 2013 UTC (5 years, 8 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, 9 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 (6 years, 2 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 (6 years, 2 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 (6 years, 2 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 (6 years, 2 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 (6 years, 2 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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