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

[Peter Neumaier]

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() ?

Thanks
Peter

On Wed, Mar 9, 2016 at 12:50 PM, Joshua Ulrich <josh.m.ulrich at gmail.com>
wrote:

> 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
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