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[blotter] Log of /pkg/quantstrat/demo/luxor.include.R
[blotter] / pkg / quantstrat / demo / luxor.include.R  
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Log of /pkg/quantstrat/demo/luxor.include.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: 1461 byte(s)
Diff to previous 1538
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 1538 - (view) (download) (annotate) - [select for diffs]
Modified Thu Oct 17 19:05:26 2013 UTC (5 years, 4 months ago) by opentrades
File length: 1459 byte(s)
Diff to previous 1499
- now removing lingering portfolio, account, strategy and order book objects from .blotter and .strategy environments before running any luxor demo


Revision 1499 - (view) (download) (annotate) - [select for diffs]
Modified Mon Aug 26 09:01:15 2013 UTC (5 years, 5 months ago) by opentrades
File length: 1230 byte(s)
Diff to previous 1468
- renamed add.constraint to add.distribution.constraint


Revision 1468 - (view) (download) (annotate) - [select for diffs]
Modified Mon May 13 20:01:43 2013 UTC (5 years, 9 months ago) by opentrades
File length: 1212 byte(s)
Diff to previous 1467
- small typo fix


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: 1211 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
File length: 1347 byte(s)
Diff to previous 1461
- 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 1461 - (view) (download) (annotate) - [select for diffs]
Modified Tue May 7 22:09:11 2013 UTC (5 years, 9 months ago) by opentrades
File length: 1133 byte(s)
Diff to previous 1460
- reset data dir and range to defaults


Revision 1460 - (view) (download) (annotate) - [select for diffs]
Modified Tue May 7 22:07:51 2013 UTC (5 years, 9 months ago) by opentrades
File length: 1152 byte(s)
Diff to previous 1457
- prettified tradeStats() using View(t(tradeStats(...)))


Revision 1457 - (view) (download) (annotate) - [select for diffs]
Added Tue May 7 20:46:47 2013 UTC (5 years, 9 months ago) by opentrades
File length: 1151 byte(s)
- updated luxor demos


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