[R-SIG-Finance] Quantstrat pair trade

soren wilkening me at censix.com
Mon May 9 23:09:53 CEST 2011


Hi Garrett

I managed to get your example to run smoothly. Have a look to see if it
still does what you wanted it to do. If not, you only need to re-adapt the
indicator (sigCrossing) or the rule definition slighlty. (too tired to check
myself now)

Cheers

Soren
http://r.789695.n4.nabble.com/file/n3510338/quantstrat_pair_trade_-_FIX01-somehowfunctional2.r
quantstrat_pair_trade_-_FIX01-somehowfunctional2.r 

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