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

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Revision 1595 - (view) (download) (annotate) - [select for diffs]
Modified Sat Mar 29 20:56:08 2014 UTC (5 years, 2 months ago) by braverock
File length: 4864 byte(s)
Diff to previous 1376
- remove traiing function not pushed to R-Forge svn yet

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: 4863 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: 4906 byte(s)
Diff to previous 1219
all demos have 2 commented out test blocks that authors will need to uncomment

Revision 1219 - (view) (download) (annotate) - [select for diffs]
Modified Thu Oct 11 22:21:01 2012 UTC (6 years, 8 months ago) by braverock
File length: 4393 byte(s)
Diff to previous 1214
- fix rsi demo to work with newer fn defaults
- initial commit of applyStrategy.rebalancing
- avoid dindex buffer overflow in ruleSignal

Revision 1214 - (view) (download) (annotate) - [select for diffs]
Modified Sat Oct 6 21:25:57 2012 UTC (6 years, 8 months ago) by opentrades
File length: 4265 byte(s)
Diff to previous 1211
added require(quantstrat) to rsi.R


Revision 1211 - (view) (download) (annotate) - [select for diffs]
Modified Sat Oct 6 17:37:10 2012 UTC (6 years, 8 months ago) by braverock
File length: 4244 byte(s)
Diff to previous 1194
- fix cut and paste error

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: 4247 byte(s)
Diff to previous 621
- update copyrights

Revision 621 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jun 9 23:18:04 2011 UTC (8 years ago) by gsee
File length: 3982 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: 3978 byte(s)
Diff to previous 374
- minor updates to demo code

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: 3972 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: 3745 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: 3790 byte(s)
Diff to previous 362
- update demos
- fix RSI demo, which was broken

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: 3369 byte(s)
Copied from: pkg/quantstrat/demo/RSI.R revision 358
Diff to previous 356
- rename demos to not collide with TTR function names
- add example of stoplimit order rule to macd demo
- minor updates 

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/RSI.R
File length: 3351 byte(s)
- add RSI(2) and MACD trend strategy examples

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