[R-SIG-Finance] Fwd: Fwd: blotter, quantstrat: initDate without effect?

[Andreas Voellenklee]

Hello Brian,

thanks for the reply. Sorry for the unsafe code to restore empty
environments. I had a hard time becoming familiar with R, and my code
might be beginner-style sometimes.

Then there is no easy way of specifying a certain start-date when a
strategy starts being executed? If for example you use a 200 day
moving average in your trading rule there won't be any trades within
the first 200 days of market data. Well, I could download say a year
of older data, then cut the dataset at startdate minus 200
observations, then I have the moving average ready right at the
beginning. But this is not a very elegant method IMHO.

I intend to test strategies within a certain period, for example from
2000 to 2003. Then to take the same setup and test it in a different
time period, and so on. Am I the only one that likes to have all
indicators calculated at the beginning of a test period?

Greetings from Austria,
Andreas