Hi everyone, I have created a signal based on BBands with add.indicator(strat.st, name = "BBands", arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), label='BBands') and passing my BBand parameters with: out <- applyStrategy(strat.st, "opt",parameters=list(sd=1,n=20)) I have not found any documentation online on how to optimise SD and N (when called with applystrategy). Is it possible at all or am I going the wrong direction? Many Thanks Peter
Add.Distribution on signal "BBands" ?
6 messages · Peter Neumaier, Joshua Ulrich
On Wed, Mar 9, 2016 at 6:47 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
Hi everyone, I have created a signal based on BBands with add.indicator(strat.st, name = "BBands", arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), label='BBands') and passing my BBand parameters with: out <- applyStrategy(strat.st, "opt",parameters=list(sd=1,n=20)) I have not found any documentation online on how to optimise SD and N (when called with applystrategy). Is it possible at all or am I going the wrong direction?
See the demo:
R> demo("bbandParameters", package="quantstrat")
Many Thanks
Peter
[[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2016 | www.rinfinance.com
Josh thanks for your lighting fast answer and it works pretty good! Just one newbie question: why does the BBand simulation run without the parallel package and without initialization for doParallel() ? Thanks Peter On Wed, Mar 9, 2016 at 12:50 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
On Wed, Mar 9, 2016 at 6:47 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
Hi everyone, I have created a signal based on BBands with add.indicator(strat.st, name = "BBands", arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'),
label='BBands')
and passing my BBand parameters with: out <- applyStrategy(strat.st, "opt",parameters=list(sd=1,n=20)) I have not found any documentation online on how to optimise SD and N (when called with applystrategy). Is it possible at all or am I going the wrong direction?
See the demo:
R> demo("bbandParameters", package="quantstrat")
Many Thanks
Peter
[[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions
should go. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2016 | www.rinfinance.com
On Wed, Mar 9, 2016 at 7:58 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
Josh thanks for your lighting fast answer and it works pretty good! Just one newbie question: why does the BBand simulation run without the parallel package and without initialization for doParallel() ?
Because it's not strictly necessary and is a potential complication. Look at the source file for the demo, and you'll see comments about how to run it in parallel.
Thanks Peter On Wed, Mar 9, 2016 at 12:50 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
On Wed, Mar 9, 2016 at 6:47 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
Hi everyone, I have created a signal based on BBands with add.indicator(strat.st, name = "BBands", arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), label='BBands') and passing my BBand parameters with: out <- applyStrategy(strat.st, "opt",parameters=list(sd=1,n=20)) I have not found any documentation online on how to optimise SD and N (when called with applystrategy). Is it possible at all or am I going the wrong direction?
See the demo:
R> demo("bbandParameters", package="quantstrat")
Many Thanks
Peter
[[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2016 | www.rinfinance.com
Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2016 | www.rinfinance.com
So in theory I could run any optimisation without parallel? On Wed, Mar 9, 2016 at 2:00 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
On Wed, Mar 9, 2016 at 7:58 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
Josh thanks for your lighting fast answer and it works pretty good! Just one newbie question: why does the BBand simulation run without the parallel package and without initialization for doParallel() ?
Because it's not strictly necessary and is a potential complication. Look at the source file for the demo, and you'll see comments about how to run it in parallel.
Thanks Peter On Wed, Mar 9, 2016 at 12:50 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
On Wed, Mar 9, 2016 at 6:47 AM, Peter Neumaier <
peter.neumaier at gmail.com>
wrote:
Hi everyone, I have created a signal based on BBands with add.indicator(strat.st, name = "BBands", arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), label='BBands') and passing my BBand parameters with: out <- applyStrategy(strat.st, "opt",parameters=list(sd=1,n=20)) I have not found any documentation online on how to optimise SD and N (when called with applystrategy). Is it possible at all or am I going the wrong direction?
See the demo:
R> demo("bbandParameters", package="quantstrat")
Many Thanks
Peter
[[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R
questions
should go.
-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2016 | www.rinfinance.com
-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2016 | www.rinfinance.com
Yes.
On Wed, Mar 9, 2016 at 8:08 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
So in theory I could run any optimisation without parallel? On Wed, Mar 9, 2016 at 2:00 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
On Wed, Mar 9, 2016 at 7:58 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
Josh thanks for your lighting fast answer and it works pretty good! Just one newbie question: why does the BBand simulation run without the parallel package and without initialization for doParallel() ?
Because it's not strictly necessary and is a potential complication. Look at the source file for the demo, and you'll see comments about how to run it in parallel.
Thanks Peter On Wed, Mar 9, 2016 at 12:50 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
On Wed, Mar 9, 2016 at 6:47 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
Hi everyone, I have created a signal based on BBands with add.indicator(strat.st, name = "BBands", arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), label='BBands') and passing my BBand parameters with: out <- applyStrategy(strat.st, "opt",parameters=list(sd=1,n=20)) I have not found any documentation online on how to optimise SD and N (when called with applystrategy). Is it possible at all or am I going the wrong direction?
See the demo:
R> demo("bbandParameters", package="quantstrat")
Many Thanks
Peter
[[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2016 | www.rinfinance.com
-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2016 | www.rinfinance.com
Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2016 | www.rinfinance.com