apply.paramset stopping on condition
Hi Frank, I don't have code to share: every simulation is fine... In other words my problem is: 1) In which function of quantstrat can I insert some custom code to stop simulation execution at a specific moment based on my personal raw criteria (ex. Profit or Drawdown)? 2) The custom code must be placed in a place where I can collect last trade result step by step to calculate approximately "partial" Profit or Drawdown I'm looking at "ruleOrderProc.R" function but I'm not sure it is the best place... Thanks in advance Diego
On 14/03/2017 17:35, Frank wrote:
Would you attach an example to your post? Something that we can run using copy and paste to R console, with some data? Thanks, Frank Chicago -----Original Message----- From: R-SIG-Finance [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Diego Peroni Sent: Tuesday, March 14, 2017 2:51 AM To: r-sig-finance at r-project.org Subject: [R-SIG-Finance] apply.paramset stopping on condition Hello everybody, I'm using quantstrat apply.paramset to optimize some parameters but my simulations runs for a long time... I'm trying to stop bad simulations BEFORE they finish basing on some indicators (ex. Net.Profit or drawdown). Is there a way to control this beaviour including some custom code in quantstrat? Thanks Diego
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