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2 results for “from:Ray Bao”

Optimizing Quanstrat MACD with apply.paramset returns combine error
Ray Bao · Mar 22, 2016 · r-sig-finance

I am trying to test some trading strategies involving digital currency. One such strategy involves MACD crossovers, but I would like to optimize the nSlow & nFast parameters. Here's a reproducible example (which runs): ########################################################################################### library(httr) library(plyr) library(quantstrat...

Optimizing Quanstrat MACD with apply.paramset returns combine error
Ray Bao · Mar 23, 2016 · r-sig-finance

OK, I figured this out. The component.label argument in the add.distribution function needs to match the labelargument from add.indicator. So in this particular case, I changed my add.indicator to: add.indicator(strategy.name, name = "MACD", arguments...

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