Message-ID: <1366596555345-4664943.post@n4.nabble.com>
Date: 2013-04-22T02:09:15Z
From: Rob Schmidt
Subject: quantstrat spread parameter sweep problem
In-Reply-To: <5172ABFE.4030809@braverock.com>
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>
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