[R-SIG-Finance] quantstrat - luxor.8 periodic optimization & walk-forward procedure

[amarjit chandhial]

I cannot get quantstrat's luxor.8 periodic optimization & walk-forward procedure, in the demos working.
The idea being akin to the following diagram:
http://www.tradestation.com/trading-technology/tradestation-platform/analyze/walk-forward-optimizer
The error I get is,
Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : 
  missing value where TRUE/FALSE needed 
If anybody can please email a working program.
Otherwise, what I am really after is a demo with the workflow: 
 - a simple vanilla technical stratgey - I can do
 - In-sample optimization of parameter(s) of simple strategy, Out-of-sample run - I can do
 - periodic optimization & walk-forward procedure 
Amarjit
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20140831/d0c0e721/attachment.html>