[R-SIG-Finance] Add.Distribution on signal "BBands" ?

Joshua Ulrich josh.m.ulrich at gmail.com
Wed Mar 9 13:50:49 CET 2016


On Wed, Mar 9, 2016 at 6:47 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
> Hi everyone,
>
> I have created a signal based on BBands with
>
> add.indicator(strat.st, name = "BBands",
>   arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), label='BBands')
>
> and passing my BBand parameters with:
> out <- applyStrategy(strat.st, "opt",parameters=list(sd=1,n=20))
>
> I have not found any documentation online on how to optimise
> SD and N (when called with applystrategy). Is it possible at all or
> am I going the wrong direction?
>
See the demo:
R> demo("bbandParameters", package="quantstrat")

>
> Many Thanks
> Peter
>
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>
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-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2016 | www.rinfinance.com



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