[R-SIG-Finance] R Quantstrat
sduve at hotmail.com
Sun Aug 12 21:21:46 CEST 2012
there is a function in RQuantlib where you can test if a day is a workday including the respective public holiday schedule. perhaps thats what you are looking for.
Am 12 Aug 2012 um 17:25 schrieb William Rechtin <wrechtin2 at yahoo.com>:
> I've developed a trading strategy using quantstrat, but I'm having a lot of trouble determining how many days/months are in my trading window.� Do you have any suggestions?� Thanks.
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