[R-SIG-Finance] portfolios vs strategies in quantstrat

[Brian G. Peterson]

On Thu, 2012-01-19 at 17:09 +0100, Faber Castell wrote:
> I am struggling with both demos 'parameterTest' and 'parameterTestMACD'. Do
> you manage to run them ? I did run 'bbands' and 'macd' as asked in comments.

> Error in as.list(.instrument) : object '.instrument' cannot be found

The .instrument environment was recently moved out of the .GlobalEnv and
into the FinancialInstrument namespace. (any FinancialInstrument version
newer than 0.10 has this change)

Looks like we missed the change here.

I'll take a look at the parameter code in quantstrat tomorrow and patch.
Thanks for the report.

Regards,

    - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock