[R-SIG-Finance] quantstrat: NA for "Order.Prefer" for a stoptrailing order

[Joshua Ulrich]

Ivan,

I've been working on a similar issue for the past few days.  Can you
please provide a reproducible example that causes problems for you?

Thanks,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com

R/Finance 2013: Applied Finance with R  | www.RinFinance.com


On Sun, Apr 14, 2013 at 12:13 PM, Ivan Popivanov
<ivan.popivanov at gmail.com> wrote:
> Not 100% sure about the root cause (could be also some bad logic in my
> script), but I managed to track it as far as addOrder - to me the following
> code seems very dubious at least:
>
>     for (i in 1:length(price)) {
>         if(is.null(prefer[i])) prefer[i] = ''
>
> Notice that the function has a parameter *prefer* with a default value of
> NULL. The first time this loop is entered, is.null(prefer[1]) is TRUE,
> thus, prefer[i] is set to ''. However, subsequent values will be NA, thus,
> the if is not entered and prefer[2] will be left as NA.
>
> Probably better to initialize prefer prior to the loop?
>
> if(is.null(prefer)) prefer = rep(NULL, length(price))
>
> Thanks,
> Ivan
>
>         [[alternative HTML version deleted]]
>
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