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[blotter] Log of /pkg/quantstrat/demo/luxor.sample.walk.forward.R
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Log of /pkg/quantstrat/demo/luxor.sample.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: 391 byte(s)
Diff to previous 1718
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 1718 - (view) (download) (annotate) - [select for diffs]
Modified Sun Nov 15 17:08:44 2015 UTC (3 years, 3 months ago) by bodanker
File length: 861 byte(s)
Diff to previous 1711
Use xts:::plot.xts for walk-forward analysis

The chart.forward.* functions still used the plot.xts API from xtsExtra
from before Ross Bennett's GSoC work. Update them to use the current
API defined by xts:::plot.xts.

Thanks to Alex Alias for the report and patch.

Revision 1711 - (view) (download) (annotate) - [select for diffs]
Modified Mon Nov 2 01:37:38 2015 UTC (3 years, 3 months ago) by bodanker
File length: 874 byte(s)
Diff to previous 1464
Fix demo/00Index and file permissions

Demo names should not contain the .R extension. Add missing demos.
Ensure all hash-bang (#!) demos have the correct permissions to run.

Revision 1464 - (view) (download) (annotate) - [select for diffs]
Added Wed May 8 20:43:14 2013 UTC (5 years, 9 months ago) by opentrades
File length: 874 byte(s)
- 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

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