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

[Peter Neumaier]

So in theory I could run any optimisation without parallel?

On Wed, Mar 9, 2016 at 2:00 PM, Joshua Ulrich <josh.m.ulrich at gmail.com>
wrote:

> 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
>

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