[R] newbie question: strategy
sysot1t
sysot1t at gmail.com
Sun Apr 8 01:56:33 CEST 2012
I am not asking anyone to deliver anything, to the best of my understanding
all that I requested in terms of functionality is more than likely done in
quantstrat as you point out. Issues is: quantstrat has extremely poor
documentation. Yes, there are "samples", but they are certainly not simple
and they are more focused on daily data, vs. intraday... note that I dont
mention high frequency given that I am not interested on bringing tick data
into R, but rather simple minute bars... yes, I can always aggregate tick
and create the minutes from it.. but I would assume that I am not the only
one using intraday(minute bars) and that someone has already done it...
btw, the archives are littered with requests for information, met with
answers similar to yours pointing to the documentation... I guess one has to
figure things out oneself or approach an actual expert on R to request
assistance... oh well... thanks for all the replies and the prompt
assistance.
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