backtesting-strategies

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After implementing Luxor, I notice that the order book closes orders one day later than the date called for by mktdata, and getTxns shows the order filled on the next...

peterjacobson777

Error: could not find function "currency"

2

require(quantstrat);require(data.table) require(dplyr);require(DT) require(ggplot2);require(htmltools) require(htmlwidgets);require(knitr) require(lattice);require(pander) require(tidyr);require(webshot) sessionInfo() R version 3.2.3 (2015-12-10) Platform: x86_64-w64-mingw32/x64 (64-bit) Running under: Windows >= 8 x64 (build 9200) locale: [1] LC_COLLATE=Portuguese_Brazil.1252 LC_CTYPE=Portuguese_Brazil.1252 LC_MONETARY=Portuguese_Brazil.1252 [4] LC_NUMERIC=C LC_TIME=Portuguese_Brazil.1252...

edilsonfloriano

dominic-grey

I followed all steps (including saving and loading the strategy previously used on book) but when I try to add a new Transaction (by coping the code) I got this...

beppedataworld

Add Monte Carlo Analysis (currently Ch. 14)

5

Need to add content, example for performing a Monte Carlo analysis.

timtrice

Link points to old domain.

timtrice

The order book is named as the Portfolio name (`portfolio.st`). So, `getOrderBook(portfolio.st)$Quantstrat` is `NULL`.

pbahr

Thanks @timtrice for the great work. It is a great starting point. I am using `quantstrat` 0.9.1739. I get NULL `results` when I run the code below: `results

pbahr

We've moved the master repositories for quantstrat and related packages to github https://github.com/braverock/ so references to install.packages should probably be changed to use devtools and install_github

braverock

Request to add demo https://github.com/R-Finance/blotter/blob/master/demo/turtles.R

timtrice