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[blotter] Log of /pkg/quantstrat/demo/maCross.R
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Log of /pkg/quantstrat/demo/maCross.R

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Revision 639 - (view) (download) (annotate) - [select for diffs]
Modified Fri Jun 24 14:29:06 2011 UTC (8 years, 2 months ago) by gsee
File length: 3684 byte(s)
Diff to previous 621
-gte instead of gt in demos: helpful with higher frequency data where columns may often be equal.
-added my name

Revision 621 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jun 9 23:18:04 2011 UTC (8 years, 2 months ago) by gsee
File length: 3668 byte(s)
Diff to previous 542
-Replaced try rm with suppressWarnings in demo cleanup. No more warnings in demos!!! :)
-Corrected yahoo ticker for S&P 500 in faberMC

Revision 542 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jan 27 04:35:57 2011 UTC (8 years, 6 months ago) by bodanker
File length: 3664 byte(s)
Diff to previous 374
- Attempt to evaluate rule types in the order listed in ?add.rule. Thanks
  to Aleksandr Rudnev for locating the issue.
- Adjust data for splits/dividends in maCross demo.

Revision 374 - (view) (download) (annotate) - [select for diffs]
Modified Tue Aug 17 18:43:35 2010 UTC (9 years ago) by braverock
File length: 3588 byte(s)
Diff to previous 371
- vectorize updatePosPL
- update demos to show more timing information

Revision 371 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 12 20:18:09 2010 UTC (9 years ago) by braverock
File length: 3468 byte(s)
Diff to previous 370
- update demos

Revision 370 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 12 13:52:05 2010 UTC (9 years ago) by braverock
File length: 3513 byte(s)
Diff to previous 369
- update demos
- fix RSI demo, which was broken

Revision 369 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 12 11:44:00 2010 UTC (9 years ago) by braverock
File length: 2988 byte(s)
Diff to previous 359
- set default for data param in signals and rules, should simplify strat creation
- update docs
- revise demos to conform to new defaults

Revision 359 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jul 22 12:22:24 2010 UTC (9 years, 1 month ago) by braverock
File length: 3108 byte(s)
Diff to previous 358
- add additional commented rules to handle the short side of a stop and reverse trade strategy

Revision 358 - (view) (download) (annotate) - [select for diffs]
Added Wed Jul 21 16:46:46 2010 UTC (9 years, 1 month ago) by braverock
File length: 2556 byte(s)
- add MA-cross strategy demo from R. Raghuraman ("Raghu")

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