[R-SIG-Finance] Updated Pair Trade Demo

Rob Schmidt roschm at ymail.com
Tue Apr 2 03:16:58 CEST 2013


Hello All,

Since the old version is making an error, here is an updated version of
Garrett See's great pair trade demo.  

First, there is some boilerplate at the top for timezone and an RStudio
flag. If true, an x11() window is called instead of dev.new() which RStudio
built-in graphics doesn't support but this file uses.

The calcRatio indicator received a label="Ratio" argument to match the label
in the sigComparison lines.  Those lines also had "dn", "mavg", and "up"
which were changed to "BB.1", "BB.2", "BB.3", and label=='BB" was added to
the BBands indicator arguments.  That's all.

Best regards,

Rob




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