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[blotter] Log of /pkg/quantstrat/demo/luxor.8.walk.forward.R
[blotter] / 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 1713 - (view) (download) (annotate) - [select for diffs]
Modified Wed Nov 11 19:49:55 2015 UTC (3 years, 8 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, 9 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 (6 years, 2 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 (6 years, 2 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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