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

[Joshua Ulrich]

Yes.

On Wed, Mar 9, 2016 at 8:08 AM, Peter Neumaier <peter.neumaier at gmail.com> wrote:
> 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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>> >> > questions
>> >> > should go.
>> >>
>> >>
>> >>
>> >> --
>> >> 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
>
>



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