Message-ID: <4D2C52D6.4060301@braverock.com>
Date: 2011-01-11T12:53:42Z
From: Brian G. Peterson
Subject: quantstrat
In-Reply-To: <4D2BE853.3020803@organicfoodmarkets.com.au>
On 01/10/2011 11:19 PM, Stephen Choularton wrote:
> I had a look at the bbands demo and it appeared to go long and short and
> specified NULL as the ordertype rather than long or short. That got rid
> of my warning that I was going short, but it didn't produce any short
> trades.
I've modified your broken code. Updated R code and PDF attached. It
goes short, as expected. The P&L is awful, also as expected.
Please take more time to debug your code in the future.
- Brian
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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