[R-SIG-Finance] quantstrat spread parameter sweep problem

Rob Schmidt roschm at ymail.com
Mon Apr 22 04:09:15 CEST 2013


Hi Brian,

Thank you for your helpful suggestions.  The paramset method is working much
better.  For completeness, I'm attaching a minimum parameter sweep example
using apply.paramset() based on a simple moving average crossover.  It is a
mangle of a small piece of the luxor demo.  It does make a warning about
GBPUSD being the name of a currency about which I have no clue.

Best regards,

Rob

spread-sweep08.R
<http://r.789695.n4.nabble.com/file/n4664943/spread-sweep08.R>  



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