[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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