SCM

SCM Repository

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

Log of /pkg/quantstrat/demo/maCross.R

Parent Directory Parent Directory


Links to HEAD: (view) (download) (annotate)
Sticky Revision:

Revision 1445 - (view) (download) (annotate) - [select for diffs]
Modified Tue Apr 23 22:23:04 2013 UTC (6 years, 2 months ago) by braverock
File length: 4505 byte(s)
Diff to previous 1419
- add tradeOrderStats
- update roxygen docs
- update NAMESPACE

Revision 1419 - (view) (download) (annotate) - [select for diffs]
Modified Mon Apr 1 15:51:06 2013 UTC (6 years, 3 months ago) by braverock
File length: 4311 byte(s)
Diff to previous 1376
- fix second SMA to use onlye the first Cl() column

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: 4317 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: 4526 byte(s)
Diff to previous 1361
all demos have 2 commented out test blocks that authors will need to uncomment

Revision 1361 - (view) (download) (annotate) - [select for diffs]
Modified Tue Jan 15 16:30:50 2013 UTC (6 years, 6 months ago) by braverock
File length: 4063 byte(s)
Diff to previous 1357
- check for existence of in_test for supporting test wrappers

Revision 1357 - (view) (download) (annotate) - [select for diffs]
Modified Tue Jan 15 13:42:04 2013 UTC (6 years, 6 months ago) by braverock
File length: 3972 byte(s)
Diff to previous 1356
- don't remove initDate

Revision 1356 - (view) (download) (annotate) - [select for diffs]
Modified Tue Jan 15 13:11:18 2013 UTC (6 years, 6 months ago) by braverock
File length: 3992 byte(s)
Diff to previous 1213
- add temporary workaround for xts Date issue
- add parameter wrapper for in_test
- add calls to getOrderBook and tradeStats

Revision 1213 - (view) (download) (annotate) - [select for diffs]
Modified Sat Oct 6 18:02:55 2012 UTC (6 years, 9 months ago) by braverock
File length: 3685 byte(s)
Diff to previous 1194
- fix problem apparently related to changes in exit handling

Revision 1194 - (view) (download) (annotate) - [select for diffs]
Modified Sun Sep 23 11:48:25 2012 UTC (6 years, 9 months ago) by braverock
File length: 3684 byte(s)
Diff to previous 639
- update copyrights

Revision 639 - (view) (download) (annotate) - [select for diffs]
Modified Fri Jun 24 14:29:06 2011 UTC (8 years 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, 1 month 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, 5 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 (8 years, 11 months 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 (8 years, 11 months 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 (8 years, 11 months 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 (8 years, 11 months 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 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 ago) by braverock
File length: 2556 byte(s)
- add MA-cross strategy demo from R. Raghuraman ("Raghu")

This form allows you to request diffs between any two revisions of this file. For each of the two "sides" of the diff, enter a numeric revision.

  Diffs between and
  Type of Diff should be a

Sort log by:

root@r-forge.r-project.org
ViewVC Help
Powered by ViewVC 1.0.0  
Thanks to:
Vienna University of Economics and Business Powered By FusionForge