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[blotter] Log of /pkg/quantstrat/demo/luxor.8.walk.forward.R
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Log of /pkg/quantstrat/demo/luxor.8.walk.forward.R

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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: 2898 byte(s)
Diff to previous 1713
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 1713 - (view) (download) (annotate) - [select for diffs]
Modified Wed Nov 11 19:49:55 2015 UTC (3 years, 3 months ago) by bodanker
File length: 2954 byte(s)
Diff to previous 1545
Get luxor.8 closer to running

It seems unlikely this demo ever worked as committed. Even after
ensuring robustbase and PerformanceAnalytics are installed, changing
period="days" (since there isn't enough data for period="months"), and
running the luxor.5 demo before running luxor.8, there's still an error
caused by an attempt to calculate a 40+ period SMA on ~20 observations.

I'm not sure how to fix that last issue, but these seem like enough
changes for one commit. :)

See R-Forge issue #6258.

Revision 1545 - (view) (download) (annotate) - [select for diffs]
Modified Mon Oct 21 18:42:37 2013 UTC (5 years, 4 months ago) by opentrades
File length: 2360 byte(s)
Diff to previous 1467
- fixed path name for luxor.include.R in luxor.8.walk.forward.R demo

Revision 1467 - (view) (download) (annotate) - [select for diffs]
Modified Mon May 13 19:30:22 2013 UTC (5 years, 9 months ago) by opentrades
File length: 2278 byte(s)
Diff to previous 1466
- chart.forward() improvements
- several small luxor improvements

Revision 1466 - (view) (download) (annotate) - [select for diffs]
Added Fri May 10 14:40:03 2013 UTC (5 years, 9 months ago) by opentrades
File length: 2271 byte(s)
- added "anchored" parameter to walk.forward
- included luxor.8.walk.forward.R in the demos

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