[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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