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

[Joshua Ulrich]

What version / revision of quantstrat are you using?  I've fixed
several related issues in the past week or so.
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com


On Tue, Sep 16, 2014 at 1:29 PM, Derek Wong <treydog999 at gmail.com> wrote:
> 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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>
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