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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 1718 - (view) (download) (annotate) - [select for diffs]
Modified Sun Nov 15 17:08:44 2015 UTC (3 years, 8 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, 8 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 (6 years, 2 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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