[R-SIG-Finance] quantstrat

Brian G. Peterson brian at braverock.com
Tue Jan 11 13:53:42 CET 2011

On 01/10/2011 11:19 PM, Stephen Choularton wrote:
> I had a look at the bbands demo and it appeared to go long and short and
> specified NULL as the ordertype rather than long or short.  That got rid
> of my warning that I was going short, but it didn't produce any short
> trades.

I've modified your broken code.  Updated R code and PDF attached.  It 
goes short, as expected.  The P&L is awful, also as expected.

Please take more time to debug your code in the future.

   - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock
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