[R-SIG-Finance] Error using quantstrat walk.forward on windows, pls help.

[Derek Wong]

Hello, I am having problems with the walk.forward function on windows. I am
recieve the error calling combine function. This also happens if i just try
to apply.paramset.

error calling combine function:
<simpleError in fun(result.1, result.2, result.3, result.4, result.5,
result.6,     result.7, result.8, result.9): attempt to select less than
one element>
numValues: 9, numResults: 9, stopped: TRUE
Error in walk.forward("pairStrat", paramset.label = "BBOPT", portfolio.st =
portfolio1.st,  :
  obj.func() returned empty result
In addition: Warning messages:
1: executing %dopar% sequentially: no parallel backend registered
2: In max(x$tradeStats$Net.Trading.PL) :
  no non-missing arguments to max; returning -Inf


I know this is common on windows systems, I have tried doParallel
then registerDoSEQ() but still receive the error. I have also attempted to
use doRedis package and set up a local server. However there is no output
and it will just run for hours and hours.

I am very new to this package and would really like anyone helps. Thank you

-Derek

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