quantstrat spread parameter sweep problem
Hi Brian, Thank you for your helpful suggestions. The paramset method is working much better. For completeness, I'm attaching a minimum parameter sweep example using apply.paramset() based on a simple moving average crossover. It is a mangle of a small piece of the luxor demo. It does make a warning about GBPUSD being the name of a currency about which I have no clue. Best regards, Rob spread-sweep08.R <http://r.789695.n4.nabble.com/file/n4664943/spread-sweep08.R> -- View this message in context: http://r.789695.n4.nabble.com/quantstrat-spread-parameter-sweep-problem-tp4664819p4664943.html Sent from the Rmetrics mailing list archive at Nabble.com.