[R-SIG-Finance] quantstrat and nonstandard column names in the price series
Vladimir Egorin
vegorin at yahoo.com
Wed Feb 9 19:24:11 CET 2011
Does anyone have a short demo for quantstrat that does not use standard column
names for price data in mktdata? I am curious what the syntax would be in case,
for example, when xts price series has a column named "XXX".
I figured so far that I need to provide a "prefer" value for the getPrice
function to indicate the column name with the price, but the running backtest
fails, apparently when parsing the orders.
Thanks, Vladimir
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