portfolios vs strategies in quantstrat
Sorry about that. THis dropped off my priority list (or never made it on). Patched in SVN r945 of quantstrat file parameters.R Regards, - Brian
On Fri, 2012-02-24 at 17:52 +0100, Faber Castell wrote:
By any chance, does anyone of you manages to run applyParameter demos ? I checked the latest packages available by svn but I have the error "Error in as.list(.instrument) : object '.instrument' cannot be found" mentionned below. Samuel On Thu, Jan 19, 2012 at 11:38 PM, Brian G. Peterson <brian at braverock.com>wrote:
On Thu, 2012-01-19 at 17:09 +0100, Faber Castell wrote:
I am struggling with both demos 'parameterTest' and 'parameterTestMACD'.
Do
you manage to run them ? I did run 'bbands' and 'macd' as asked in
comments.
Error in as.list(.instrument) : object '.instrument' cannot be found
The .instrument environment was recently moved out of the .GlobalEnv and into the FinancialInstrument namespace. (any FinancialInstrument version newer than 0.10 has this change) Looks like we missed the change here. I'll take a look at the parameter code in quantstrat tomorrow and patch. Thanks for the report. Regards, - Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock
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Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock