[R-SIG-Finance] EndEquity lower than initEq despite positive p/l

[Brian G. Peterson]

yes, the fix made it in.  Change your strategy to not specify the Dates
grouping at all.  Let the function take care of itself.  Or take a look
at the 'pairs_trade' demo in quantstrat contributed by Garrett See for a
more sophisticated treatment.

Regards,

   - Brian

On Wed, 2011-05-11 at 15:56 -0700, algotr8der wrote:
> I was wondering if this fix has been included in the latest download for
> blotter available on r-forge:
> 
> http://r-forge.r-project.org/src/contrib/blotter_0.8.tar.gz
> 
> It says the last change was: 2011-05-08 05:02:59+02 | Rev.: 601
> 
> I downloaded this package as well as the latest quantstrat package (v603)
> and installed them manually but ran into the same problem.
> 
> Appreciate the guidance.
> 
> 
> 
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-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock