[R-SIG-Finance] quantstrat newbie sigFormula example

Rob Schmidt roschm at ymail.com
Mon Mar 18 14:17:07 CET 2013


Oops, bug fix.  The column labels in the saved orderbook csv file are
missing.

 write.zoo(ob[1], quote=TRUE, 
         file = paste(stratg, "_", symbol, "_orderbook.csv",sep=''))

should become

write.zoo(ob[1], quote=TRUE, col.names=TRUE,
         file = paste(stratg, "_", symbol, "_orderbook.csv",sep=''))

I couldn't figure out how to get inside to the ob$frank$AMZN object.

write.zoo(ob$frank$AMZN, quote=TRUE,
         file = paste(stratg, "_", symbol, "_orderbook.csv",sep=''))

The last version has the short labels without strategy and symbol prepended.




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