[R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization

amarjit chandhial a.chandhial at btinternet.com
Thu Jul 24 09:08:52 CEST 2014



 If my memory serves me correct there was a label missing with add.distribution in the optimization.


 add.distribution(strategy.st,
                 paramset.label="stochDist",
                 component.type='indicator',
                 component.label="stoch",                   #THE COMPONENT LABEL IS THE LABEL ARGUMENT FROM THE ADD.INDICATOR FUNCTION.
                 variable=list(nSlowD=.nSlowD),
                 label="nSlowDdist")


 Attached is a version which works.


 Amarjit




----Original message----
>From : luandrew at qq.com
Date : 24/07/2014 - 06:14 (GMTST)
To : r-sig-finance at r-project.org
Subject : Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data	& optimization

     hi, I also encounter this problem when optimizing with error message
"<simpleError in fun(result.1, result.2, result.3, result.4, result.5,
result.6,     result.7, result.8, result.9, result.10): attempt to select
less than one element>".
     It seems that you have resolved this problem with Amarjit, but I can
understand what this sentence mean:  "Can you reinstall the quantstrat
package and copy and paste the applyStrategy call from inside apply.paramset
says? "
      Can you explain in more detail? Thanks very much.




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