[R-SIG-Finance] quantstrat mktdata subsetting

Nick White n-e-w at qtradr.net
Sat Apr 25 03:30:58 CEST 2015


I think this is an interesting question -- but I'm not sure what exactly it
is you're trying to achieve.

Perhaps you could try posting a detailed example of what your data is, how
you'd like the output to look and perhaps some code (even pseudo code) so
we don't have to guess at what you want.

On Sat, Apr 25, 2015 at 9:39 AM, John Williams <john.b.williams at gmail.com>
wrote:

> Hi,
>
> I am just starting to use quantstat.  To calculate quanstrat indicators, I
> need access to multiple subsets (as granular as individual values) of the
> mktdata object.
>
> How can I subset mktdata for multiple variables/paramters to an indicator
> function?
>
> Thank you for your help.
> John
>
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