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

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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: 4358 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, 5 months ago) by milktrader
File length: 4401 byte(s)
Diff to previous 1194
all demos have 2 commented out test blocks that authors will need to uncomment

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: 3888 byte(s)
Diff to previous 1010
- update copyrights

Revision 1010 - (view) (download) (annotate) - [select for diffs]
Modified Fri May 4 11:55:18 2012 UTC (7 years, 1 month ago) by braverock
File length: 3880 byte(s)
Diff to previous 988
- improve order sets functionality to provide OCO (one cancels other) capability.
	many thanks to Jan Humme (OpenTrades) for much of the code

Revision 988 - (view) (download) (annotate) - [select for diffs]
Modified Sun Mar 25 20:29:29 2012 UTC (7 years, 3 months ago) by braverock
File length: 3829 byte(s)
Diff to previous 965
- make stoplimit more stable by making qty numeric
- add same basic handling for stoptrailing, not sure this functionality is completely working again yet
- add version of macd demo with example rules

Revision 965 - (view) (download) (annotate) - [select for diffs]
Modified Mon Mar 5 16:05:30 2012 UTC (7 years, 3 months ago) by braverock
File length: 3683 byte(s)
Diff to previous 621
- comment stoplimit until I can get them fixed

Revision 621 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jun 9 23:18:04 2011 UTC (8 years ago) by gsee
File length: 3682 byte(s)
Diff to previous 450
-Replaced try rm with suppressWarnings in demo cleanup. No more warnings in demos!!! :)
-Corrected yahoo ticker for S&P 500 in faberMC

Revision 450 - (view) (download) (annotate) - [select for diffs]
Modified Sat Nov 13 18:30:40 2010 UTC (8 years, 7 months ago) by braverock
File length: 3678 byte(s)
Diff to previous 420
- minor updates to demo code

Revision 420 - (view) (download) (annotate) - [select for diffs]
Modified Tue Oct 12 17:33:09 2010 UTC (8 years, 8 months ago) by braverock
File length: 3201 byte(s)
Diff to previous 374
- explicitly pass tmult as argument to ruleSignal
- change macd demo to demonstrate stoplimit order at threshold multiplier

Revision 374 - (view) (download) (annotate) - [select for diffs]
Modified Tue Aug 17 18:43:35 2010 UTC (8 years, 10 months ago) by braverock
File length: 3201 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, 10 months ago) by braverock
File length: 3084 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, 10 months ago) by braverock
File length: 3129 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, 10 months ago) by braverock
File length: 2617 byte(s)
Diff to previous 362
- set default for data param in signals and rules, should simplify strat creation
- update docs
- revise demos to conform to new defaults

Revision 362 - (view) (download) (annotate) - [select for diffs]
Modified Wed Jul 28 16:47:39 2010 UTC (8 years, 11 months ago) by braverock
File length: 2705 byte(s)
Copied from: pkg/quantstrat/demo/MACD.R revision 361
Diff to previous 361
- rename demos to not collide with TTR function names
- add example of stoplimit order rule to macd demo
- minor updates 

Revision 361 - (view) (download) (annotate) - [select for diffs]
Modified Tue Jul 27 14:06:38 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/MACD.R
File length: 2469 byte(s)
Diff to previous 356
- convert to use parameters

Revision 356 - (view) (download) (annotate) - [select for diffs]
Added Mon Jul 19 13:53:53 2010 UTC (8 years, 11 months ago) by braverock
Original Path: pkg/quantstrat/demo/MACD.R
File length: 2413 byte(s)
- add RSI(2) and MACD trend strategy examples

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