[R-SIG-Finance] quantstrat - macross demo problem

[Stephen Choularton]

Sorry must not have made my question clear.  I downloaded the new 
quantstrat and when I tried to run it I got the error message.  Then I 
downloaded the new xts and it all worked again, but I thought that 
quantstrat had been fixed for the problem I ran into and have written 
about in this string.  If you put the rules in the order of long enter 
then long exit, short enter and short exit the way the rules are 
processed the long open gets closed by the short open and the short 
close never gets found because of the crossing zero rule.

Alexander Rudnev got to the bottom of the problem and Joshua Ulrich made the amendments and said they were committed.   However, when I downloaded the current quantstrat I still found the problem.  I wondered if the current quantstrat does solve the problem, or if somehow the amendments have not got in their?

Thanks.

Stephen Choularton Ph.D., FIoD
On 08/02/2011 5:40 AM, Brian G. Peterson wrote:
> On 02/07/2011 02:15 AM, Stephen Choularton wrote:
>> Failed with error: ‘package 'xts' 0.7-6.11 was found, but >= 0.7.6.15 is
>> required by 'quantstrat'’
>
> This is most likely your error.  Update xts first, then quantstrat. 
> Other changes in xts fix a subsetting bug, and I think they were 
> significant enough that I bumped the requirement for quantstrat as well.
>
> Alternately, use Rtools to build the binary package, and you can edit 
> the DESCRIPTION file as needed to relax the constraints.
>
>   - Brian
>