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314 results for “from:Mark Knecht”

email a data.frame as part of a small example?
Mark Knecht · Apr 15, 2013 · r-sig-finance

Hi, Sorry but I've drawn a blank. What's the proper way to preprocess a small data.frame into a structure to use as data in example code sent to this list when I ask a question? I'm...

quantmod for futures
Mark Knecht · Jan 10, 2011 · r-sig-finance

On Sun, Jan 9, 2011 at 12:33 PM, Brian G. Peterson <brian at braverock.com> wrote: > On Sunday, January 09, 2011 02:03:49 pm Edgar Vega wrote: >> getSymbols("ZC ",src="cmegroup") >> I am trying to get futures symbols...

Mathematical Expectation for a trading system
Mark Knecht · Oct 16, 2009 · r-sig-finance

On Fri, Oct 16, 2009 at 2:46 AM, Mark Breman <breman.mark at gmail.com> wrote: > I think I found the answer for calculating the Mathematical Expectation (as > intended by Ralph Vince): > P = #winners / # losers Is it #winner/#losers...

LSPM - Unexpected Results
Mark Knecht · Dec 27, 2010 · r-sig-finance

On Mon, Dec 27, 2010 at 10:02 AM, Noah Silverman <noah at smartmediacorp.com> wrote: <SNP> > It has found a solution that has a 100% probability of profit given the > constraints. <SNIP> I don't know anything about that...

'scan' in a script?
Mark Knecht · Jul 9, 2009 · r-help

When I use the scan function in the Rgui console it works as expected. However it seems that when I put the same command in a script file it doesn't wait for input. Is there an option to scan...

How to properly use a generated test string as a name?
Mark Knecht · Feb 9, 2011 · r-help

On Wed, Feb 9, 2011 at 11:20 AM, Erik Iverson <eriki at ccbr.umn.edu> wrote: > > > Mark Knecht wrote: >> >> Title asks it all. >> >> Thanks in advance, >> Mark >> >> a = 1:5 >> b1 = 2:6 >> Z = data.frame(a,b1) >> Z...

Name of data.frame as a text string?
Mark Knecht · Jul 2, 2009 · r-help

On 7/2/09, Don MacQueen <macq at llnl.gov> wrote: > Use > deparse(substitute(df)) > > Example from ?deparse: > > function(x, y) { > plot(x, y, xlab=deparse(substitute(x)), > ylab=deparse(substitute(y))) > } > > -Don > Now that's interesting... deparsed means ?? de...

Order book / mktdata cbind issue (offset?)
Mark Knecht · Oct 6, 2014 · r-sig-finance

On Mon, Oct 6, 2014 at 7:39 AM, Mark Knecht <markknecht at gmail.com> wrote: > On Wed, Oct 1, 2014 at 7:28 AM, Mark Knecht <markknecht at gmail.com> wrote: > <SNIP> >> >> oB = getOrders(portfolio.st, stock.str, status...

blotter->chart.Posn -- 'no transactions/position to chart'
Mark Knecht · Nov 21, 2013 · r-sig-finance

On Thu, Nov 21, 2013 at 11:08 AM, Mark Knecht <markknecht at gmail.com> wrote: <SNIP> > > chart.Posn("Equity", Symbol = "VTI", Dates = "2001-06-15") Note that my Dates entry there is possibly meaningless, I'm not sure. Most...

Create a Monday-Friday time series?
Mark Knecht · Jan 6, 2011 · r-sig-finance

On Thu, Jan 6, 2011 at 9:29 AM, <Murali.Menon at avivainvestors.com> wrote: > Hi, > > For US holidays, the timeDate package in Rmetrics has a function holidayNYSE() to which you pass a numeric range for years, e.g. holidayNYSE...

lag a data.frame column?
Mark Knecht · Sep 9, 2009 · r-help

Sometimes it's the simple things... Why doesn't this lag X$x by 3 and place it in X$x1? (i.e. - Na's in the first 3 rows and then values showing up...) The help page does talk...

Histogram
Mark Knecht · Jul 3, 2009 · r-help

On 7/3/09, aledanda <danda.galli at gmail.com> wrote: > > Hallo, > > How can I have the control of the width of each bin in the histogram? > I would like to plot my data modifying the number and the width...

subset range selections
Mark Knecht · Jul 13, 2009 · r-help

How would I write the two selections each in a single subset command? 1) Two non-overlapping time ranges I want to collect together - before 10AM and after noon. Should be an OR function: X = subset(A, t<1000) + subset...

Complex binning?
Mark Knecht · Sep 10, 2009 · r-help

Hi, I need to do some binning which to date I've done just writing subset commands. I'm now wondering if there are any good packages that have some good pre-designed functions for multi-variable binning using say...

Include files?
Mark Knecht · Jul 24, 2009 · r-help

Hi, I have 15 or 20 functions I've written to convert the sort of data I'm working with. They are currently in their own R file which I load by hand in Rgui before loading and running my...

day/month/year functions?
Mark Knecht · Jul 22, 2013 · r-sig-finance

Hi, I've got a piece of old code I'm trying to resurrect which contains this function to convert R dates to TradeStation dates: function (MyDate) { ThisDay = day(MyDate) ThisMonth = month(MyDate) ThisYear = year(MyDate) TSDate = (ThisYear - 1900)*10000...

Help me get this function to work...
Mark Knecht · Jul 13, 2009 · r-help

On Mon, Jul 13, 2009 at 12:08 PM, David Winsemius<dwinsemius at comcast.net> wrote: > In R a function only returns the last evaluation, so you need to wrap up all > of the local results into a list at...

Statistically how to find overbought and oversold condition of stocks?.
Mark Knecht · Jan 23, 2010 · r-sig-finance

On Sat, Jan 23, 2010 at 5:38 PM, Velappan Periasamy <veepsirtt at gmail.com> wrote: > Statistically how to find overbought and oversold condition of stocks. > Name some prediction methods available in R?. > Welcome to the world of R email...

Talking to C# API (Any reference to learn the same)
Mark Knecht · Oct 11, 2014 · r-sig-finance

<SNIP> >>> I want to output say 4 variables from each of the R codes back to C# >>> execution engine <SNIP> >> I think you want to look at the Rcpp package. I've not used it myself >> but it seems to...

for (n in SystemResults$EnTime) return EnTime[n] until reaching "(all)"
Mark Knecht · Jul 12, 2009 · r-help

On Sun, Jul 12, 2009 at 11:53 AM, Mark Knecht<markknecht at gmail.com> wrote: <SNIP> So this gets better in terms of error messages but still has problems for(n in SystemResults$EnTime) { if ( SystemResults$EnTime[n] == "(all...

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