[R-SIG-Finance] Add.Distribution on signal "BBands" ?
peter.neumaier at gmail.com
Wed Mar 9 14:58:04 CET 2016
Josh thanks for your lighting fast answer and it works pretty good!
Just one newbie question: why does the BBand simulation run without
the parallel package and without initialization for doParallel() ?
On Wed, Mar 9, 2016 at 12:50 PM, Joshua Ulrich <josh.m.ulrich at gmail.com>
> On Wed, Mar 9, 2016 at 6:47 AM, Peter Neumaier <peter.neumaier at gmail.com>
> > 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'),
> > 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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> Joshua Ulrich | about.me/joshuaulrich
> FOSS Trading | www.fosstrading.com
> R/Finance 2016 | www.rinfinance.com
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