[R-SIG-Finance] Fwd: quantstrat - Guy Yollin: walk-forward (WFA) presentation

amarjit chandhial a.chandhial at btinternet.com
Thu Sep 11 15:58:25 CEST 2014


So given that Guy Yollin said all the code should be operational & no-one has said otherwise, I will assume the WFA script is right as opposed to his slides 27-30.
I'd be grateful if he could check-in to SVN the modifications for chart.forward.
Amarjit
----Original message----
>From : a.chandhial at btinternet.com
Date : 10/09/2014 - 15:42 (GMTST)
To : r-sig-finance at r-project.org
Subject : [R-SIG-Finance] quantstrat - Guy Yollin: walk-forward (WFA)	presentation
I am working on WFA presentation from Guy Yollin's slides.
WFA runs, however the results: numbers & charts from slides 27-30 inc. do not agree with those via the program.
In addition,
 
chart.forward("wfa.results.RData") 
Error in chart.forward("wfa.results.RData") : object '.audit' not found.
 
 
Amarjit
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