tag:blogger.com,1999:blog-7630810606654250077.post7527281791261908638..comments2023-05-12T04:18:09.354-07:00Comments on Timely Portfolio: A Quantstrat to Build on Part 2klrhttp://www.blogger.com/profile/08783806801212705259noreply@blogger.comBlogger6125tag:blogger.com,1999:blog-7630810606654250077.post-91240314490843277062011-06-15T06:55:05.749-07:002011-06-15T06:55:05.749-07:00i retyped it myself, figured out there was negativ...i retyped it myself, figured out there was negative zeros in the original signals. works all good now, very cool example looking forward to messing around with it. thanks!cidielhttps://www.blogger.com/profile/16087543940772252902noreply@blogger.comtag:blogger.com,1999:blog-7630810606654250077.post-46596959300007353472011-06-14T15:09:14.867-07:002011-06-14T15:09:14.867-07:00do not know immediately what might cause that even...do not know immediately what might cause that even though I have had an error similar to that before; let me think about it more; did you download the code or copy/paste? I have had issues with the copy/paste so I added a link on R code to download from Google Docs.klrhttps://www.blogger.com/profile/08783806801212705259noreply@blogger.comtag:blogger.com,1999:blog-7630810606654250077.post-68810753540574207882011-06-14T08:45:40.701-07:002011-06-14T08:45:40.701-07:00almost there! but still getting this error in the ...almost there! but still getting this error in the output which isn't generating the P&L/Pos indicators. <br /><br />> out <- try(applyStrategy(strategy=stratCUD , portfolios=port.st ) )<br />Error in if (getPosQty(Portfolio = portfolio, Symbol = symbol, Date = timestamp) == : <br /> argument is of length zero<br /><br />so something in the stratCUD function spitting out the cidielhttps://www.blogger.com/profile/16087543940772252902noreply@blogger.comtag:blogger.com,1999:blog-7630810606654250077.post-52283255713980547862011-06-09T18:48:10.517-07:002011-06-09T18:48:10.517-07:00I fixed of all of the unnecessary warnings (at lea...I fixed of all of the unnecessary warnings (at least for the demos.) You'll need to update both quantstrat and blotter to at least Rev. 621 and 622, respectively. If you can't check it out with svn checkout, I think R-Forge will build it tomorrow around 3 p.m Central time.gseehttps://www.blogger.com/profile/16369315964578143105noreply@blogger.comtag:blogger.com,1999:blog-7630810606654250077.post-31082337807898121012011-06-08T09:25:08.064-07:002011-06-08T09:25:08.064-07:00Thanks so much.
1) added link to Google Docs to do...Thanks so much.<br />1) added link to Google Docs to download the code on R code and will attempt to get a github repository<br />2) there are 5 relationships provided as of now: gte(>=), gt(>),eq(==),lt(<), or lte(<=)<br />3) sorry about the warnings, but they come from the source<br />4) changed my post to say USD is used, since I do not I always try to isolate the currency element klrhttps://www.blogger.com/profile/08783806801212705259noreply@blogger.comtag:blogger.com,1999:blog-7630810606654250077.post-20101479700205706262011-06-08T04:32:08.491-07:002011-06-08T04:32:08.491-07:00Hi Kent,
just my 2c. notes/questions:
1. I had t...Hi Kent,<br /><br />just my 2c. notes/questions:<br /><br />1. I had to slightly change the code alignment since a simple copy/paste wasn't working<br /><br />2. still not clear where to find info like signal types and relationship (gte, gt, etc)<br /><br />3. some warnings..I know they are not an issue since they are shown for demo scripts too but I'm also very sceptical when I get such pcavatorehttps://www.blogger.com/profile/15679084215057129073noreply@blogger.com