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

[Joshua Ulrich]

On Wed, Mar 9, 2016 at 7:58 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
> 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() ?
>
Because it's not strictly necessary and is a potential complication.
Look at the source file for the demo, and you'll see comments about
how to run it in parallel.

> 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
>> >
>> >         [[alternative HTML version deleted]]
>> >
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>>
>>
>> --
>> Joshua Ulrich  |  about.me/joshuaulrich
>> FOSS Trading  |  www.fosstrading.com
>> R/Finance 2016 | www.rinfinance.com
>
>



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