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In my recent submission to update d3r https://cran.r-project.org/web/packages/d3r/index.html, CRAN reviewer states. " License components with restrictions and base license permitting such: BSD_3_clause + file LICENSE File 'LICENSE': YEAR: 2017 COPYRIGHT HOLDER...
Do search on donchian channel. Lots of good code snippets out there. Kent On Jan 13, 2012, at 7:37 PM, "R. Michael Weylandt" <michael.weylandt at gmail.com> wrote: > Perhaps runMax() and runMin() in TTR would let you code...
I get that error everytime I use a fPortfolio or other f package and PerformanceAnalytics simultaneously. Guess time is used in both. Kent On Jun 10, 2011, at 2:09 PM, Costas Vorlow <costas.vorlow at gmail.com> wrote: > Hello...
See if this helps http://www.google.com/m/url?ei=ULhXTtiYCqOIsgeo54kY&q=http://timelyportfolio.blogspot.com/2011/07/quantstrat-to-build-on-part-6.html&ved=0CCcQFjAE&usg=AFQjCNHmJsPa1uDfZKwfqPsHy42kxK7nlg Kent On Aug 26, 2011, at 7:39 AM, igor...
I got the same error and data is definitely xts. I will try to debug today. Looks like my function works fine on a cumulative basis or if I use for loop but does not work with rollapply. Kent On...
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