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

[G See]

Slightly newer version of my demo attached

On Wed, May 11, 2011 at 6:10 PM, Brian G. Peterson <brian at braverock.com>wrote:

> 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.
>

Garrett
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