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[blotter] Diff of /pkg/quantstrat/demo/signal.RSI.R
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Diff of /pkg/quantstrat/demo/signal.RSI.R

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revision 1670, Fri Jan 16 14:37:55 2015 UTC revision 1671, Sat Jan 17 17:38:17 2015 UTC
# Line 3  Line 3 
3  # System: A simple RSI strategy for evaluating signals.  # System: A simple RSI strategy for evaluating signals.
4  # Author: Michael Guan  # Author: Michael Guan
5  ###########################################################################  ###########################################################################
 rm(list=ls())  
6    
7  # Load Packages:  # Load Packages:
8  require(iterators)  require(iterators)
# Line 84  Line 83 
83  # Distributional Box Plot via gamlss  # Distributional Box Plot via gamlss
84  distributional.boxplot(results$sigret.by.asset$XLF$paramset.2)  distributional.boxplot(results$sigret.by.asset$XLF$paramset.2)
85    
86    ###############################################################################
87    # R (http://r-project.org/) Quantitative Strategy Model Framework
88    #
89    # Copyright (c) 2009-2015
90    # Peter Carl, Dirk Eddelbuettel, Brian G. Peterson,
91    # Jeffrey Ryan, Joshua Ulrich, and Garrett See
92    #
93    # This library is distributed under the terms of the GNU Public License (GPL)
94    # for full details see the file COPYING
95    #
96    ###############################################################################
97    

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