pennyPerShare function not working with Quantstrat rules
On 08/07/2012 12:32 AM, Danny D wrote:
I have been trying to figure out why the TxnFees argument does not evaluate the pennyPerShare function when it is passed via add.rule. I receive the following error.. out<-try(applyStrategy(strategy=stratBBands , portfolios='bbands',parameters=list(sd=SD,n=N)) ) Error in rbind(deparse.level, ...) : (list) object cannot be coerced to type 'double' In addition: Warning messages: 1: In rbind(deparse.level, ...) : mismatched types: converting objects to numeric 2: In rbind(deparse.level, ...) : NAs introduced by coercion I am using the BBands demo to demonstrate below. Am I doing something wrong or is there something wrong with the code? Thank you for taking the time to help.
It's a bug (more precisely a missing feature). We'll try to fix this week. addTxn takes either a numeric TxnFees argument or a function. It does not evaluate a string *name* of a function to locate the function via match.fun. We'll try to add that feature shortly. Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock