Skip to content
Prev 5869 / 15274 Next

Error in Blotter's Longtrend Demo

Just for your info. I have done another checkout from the repository using now Version: 0.4 |  Last change: 2010-03-17 23:53:21+01 |  Rev.: 295 and it seems to work fine. Thanks for all  your help.

 Regards,

Wolfgang Wu



----- Urspr?ngliche Mail ----
Von: Wolfgang Wu <wobwu22 at yahoo.de>
An: Brian G. Peterson <brian at braverock.com>
CC: r-sig-finance at stat.math.ethz.ch
Gesendet: Donnerstag, den 25. M?rz 2010, 16:15:04 Uhr
Betreff: Re: [R-SIG-Finance] Error in Blotter's Longtrend Demo

Sorry for being unclear. The time series does go until the current date, so this is probably not the source of the error:

           GSPC.Open GSPC.High GSPC.Low GSPC.Close  GSPC.Volume GSPC.Adjusted   SMA10m
1998-01-30    970.43    992.65   912.83     980.28  12733830000        980.28       NA
1998-02-27    980.28   1051.66   980.28    1049.34  11656550000       1049.34       NA
1998-03-31   1049.34   1113.07  1030.87    1101.75  13719590000       1101.75       NA
1998-04-30   1101.75   1132.98  1076.70    1111.75  13656060000       1111.75       NA
1998-05-29   1111.75   1130.52  1074.39    1090.82  11477140000       1090.82       NA
1998-06-30   1090.82   1145.15  1074.67    1133.84  13551970000       1133.84       NA
1998-07-31   1133.84   1190.58  1114.30    1120.67  14194800000       1120.67       NA
1998-08-31   1120.67   1121.79   957.28     957.28  15071550000        957.28       NA
1998-09-30    957.28   1066.11   939.98    1017.01  16714080000       1017.01       NA
1998-10-30   1017.01   1103.78   923.32    1098.67  18001650000       1098.67 1066.141
1998-11-30   1098.67   1192.97  1098.67    1163.63  13451280000       1163.63 1084.476
...
2010-02-26   1073.89   1112.42  1044.50    1104.49  84561340000       1104.49 1032.892
2010-03-24   1105.36   1174.72  1105.36    1167.72  80361310000       1167.72 1057.750

I understand that this is a hard problem to find when you can't reproduce the error. I will try to debug the function itself once I have a bit more time.

Thanks for your help so far!!!

Regards,

Wolfgang Wu



----- Urspr?ngliche Mail ----
Von: Brian G. Peterson <brian at braverock.com>
An: Wolfgang Wu <wobwu22 at yahoo.de>
Gesendet: Donnerstag, den 25. M?rz 2010, 16:03:24 Uhr
Betreff: Re: [R-SIG-Finance] Error in Blotter's Longtrend Demo
On 03/25/2010 07:29 AM, Wolfgang Wu wrote:
That series should run up to the current day.  This may be the source of 
your problem.  See if you can change the source to google, or try again 
later.
ls.