Need help getting stop-loss and take-profit orders to work with indicators

Okay, so my issue is that I'm trying to debunk a trading system I found
online, and it involves using an indicator for a stop-loss and a
take-profit type of order. I based my syntax on the luxor demo, aside from
using an order.price argument, but I'm not sure of how to make the exact
syntax work.

Here's a minimum reproducible example.

On Tue, Aug 5, 2014 at 2:58 PM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:

Okay, so my issue is that I'm trying to debunk a trading system I found
online, and it involves using an indicator for a stop-loss and a
take-profit type of order. I based my syntax on the luxor demo, aside

from

using an order.price argument, but I'm not sure of how to make the exact
syntax work.

Here's a minimum reproducible example.

The email was apparently sent as HTML, got wrapped and the commented
out sections are causing problems.

There also seems to be a missing comma in the add.rule(strategy.st,
name="ruleSignal" are at the end of the order.price line.

I suggest you try cleaning those code issue up  - shorten the lines so
they don't wrap, and sending the clean code in text mode.

Good luck,
Mark

Mark,

Thanks for getting back to me. Since I'm using gmail, I didn't have any line
wraps. However, I'm attaching my demo as an R file. Fixed the little typo.

Thanks so much.

-Ilya

#apply strategy
t1 <- Sys.time()
out <- applyStrategy(strategy=strategy.st,portfolios=portfolio.st)

t2 <- Sys.time()
print(t2-t1)

On Tue, Aug 5, 2014 at 3:47 PM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:

Mark,

Thanks for getting back to me. Since I'm using gmail, I didn't have any line
wraps. However, I'm attaching my demo as an R file. Fixed the little typo.

Thanks so much.

-Ilya

When using gmail ensure you have 'plain text' selected. (bottom right usually)

When I run this code I see this as the first failure:

[1] "Hammer_4TP"

#apply strategy
t1 <- Sys.time()
out <- applyStrategy(strategy=strategy.st,portfolios=portfolio.st)

Error in `colnames<-`(`*tmp*`, value = c("XLB.Close.SMA.30",
"XLB.Close.SMA.10.sma1.SMA.30" :
  length of 'dimnames' [2] not equal to array extent

t2 <- Sys.time()
print(t2-t1)

Time difference of 0.06236649 secs

Is that the problem you are trying to solve?

Generally it's good to be really clear about what you're asking for.
Show the code run, copy error messages, etc.

- Mark

Mark,

Are you using an outdated version of TTR? Josh had the same problem
when he tried my demo.

My error isn't a "stop, program won't run" error, but a runtime error
of my exit rules not working--that is, I only get a few entry orders
filled, and then no exits ever.

-Ilya

On Wed, Aug 6, 2014 at 10:10 AM, Mark Knecht <markknecht at gmail.com> wrote:

On Tue, Aug 5, 2014 at 3:47 PM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:

Mark,

Thanks for getting back to me. Since I'm using gmail, I didn't have any line
wraps. However, I'm attaching my demo as an R file. Fixed the little typo.

Thanks so much.

-Ilya

When using gmail ensure you have 'plain text' selected. (bottom right usually)

When I run this code I see this as the first failure:

[1] "Hammer_4TP"

#apply strategy
t1 <- Sys.time()
out <- applyStrategy(strategy=strategy.st,portfolios=portfolio.st)

Error in `colnames<-`(`*tmp*`, value = c("XLB.Close.SMA.30",
"XLB.Close.SMA.10.sma1.SMA.30" :
  length of 'dimnames' [2] not equal to array extent

t2 <- Sys.time()
print(t2-t1)

Time difference of 0.06236649 secs

Is that the problem you are trying to solve?

Generally it's good to be really clear about what you're asking for.
Show the code run, copy error messages, etc.

- Mark

On Wed, Aug 6, 2014 at 11:32 AM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:

Mark,

Are you using an outdated version of TTR? Josh had the same problem
when he tried my demo.

It's not "outdated", it's just not the development version on R-Forge.
Please choose your words more carefully.  Also, since you knew this
was a requirement to replicate the error, you should have included
that information in your initial email.

My error isn't a "stop, program won't run" error, but a runtime error
of my exit rules not working--that is, I only get a few entry orders
filled, and then no exits ever.