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[blotter] Log of /pkg/quantstrat/demo/luxor.exits.R
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Log of /pkg/quantstrat/demo/luxor.exits.R

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Revision 1376 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 21 23:41:11 2013 UTC (6 years, 5 months ago) by milktrader
File length: 3017 byte(s)
Diff to previous 1370
stubbed new in_test blocks

Revision 1370 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jan 17 20:58:10 2013 UTC (6 years, 6 months ago) by milktrader
File length: 3060 byte(s)
Diff to previous 1265
all demos have 2 commented out test blocks that authors will need to uncomment

Revision 1265 - (view) (download) (annotate) - [select for diffs]
Modified Sat Nov 24 21:34:43 2012 UTC (6 years, 7 months ago) by opentrades
File length: 2546 byte(s)
Diff to previous 1231
fixed bug to source('luxor.strategy.R') io luxor.basic.R

Revision 1231 - (view) (download) (annotate) - [select for diffs]
Modified Fri Oct 26 21:07:53 2012 UTC (6 years, 8 months ago) by opentrades
File length: 2543 byte(s)
Diff to previous 1230
- various improvements in paramsets.R
- load.strategy() and save.strategy()
- stop() if isMaxPos() called but PosLimit==NULL
- luxor.exists.R creates and stores luxor.RData strategy object in file
- luxor.{StopLoss,StopTrailing,TakeProfit}.R now using stored strategy luxor.RData
- some more documentation

Revision 1230 - (view) (download) (annotate) - [select for diffs]
Added Mon Oct 22 23:21:13 2012 UTC (6 years, 8 months ago) by opentrades
File length: 2546 byte(s)
minor changes to orderchains.R
added some demo's:
- luxor.exits.R contains code for the paramsets
- luxor.StopLoss.R computes stop-loss paramset
- luxor.StopTrailing.R computes stop-trailing-loss paramset
- luxor.TakeProfit.R computes take-profit paramset

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