[R-SIG-Finance] New to R and Finance, backtest etc.
Daniel Krizian
daniel_krizian at tam.sk
Fri Jun 24 15:24:45 CEST 2011
Alex,
I have had the same bug, and found that in line:
s <- add.signal(s, name="sigCrossover", arguments =
list(data=quote(mktdata), columns=c("Close","SMA"), relationship="gt"),
label="Cl.gt.SMA")
change
columns=c("Close","SMA")
to
columns=c("Close","SMA10").
This bug was in a certain copy of the faber example only (don't remember
where I got that copy from).
Brian's latest link to a different copy of faber demo works fine.
Daniel
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