On Apr 7, 2012 7:55 PM, "sysot1t" <sysot1t@gmail.com> wrote:
>
> I am not asking anyone to deliver anything, to the best of my
understanding

You asked for documented code examples of the items you listed in your
original email.

> 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 don't

If you can provide a free, public source of intraday data, we can entertain
the idea of including intraday examples.

> 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

Actual R experts often monitor these lists.  You get what you pay for.  I'm
surprised you're surprised that people who provide free support for free
software don't do more work for you.

> assistance... oh well... thanks for all the replies and the prompt
> assistance.
>
>
I would be happy to help you with your project at my regular consulting
rate.

Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com

R/Finance 2012: Applied Finance with R www.RinFinance.com

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