[R-SIG-Finance] Custom Txnfee function in apply.paramset vs applyStrategy

Atakan Okan atakanokan at outlook.com
Tue Apr 26 18:32:26 CEST 2016


Forgot to add, just run the complete script till the comment "#Second run applyStrategy()". For the second run, just rerun the whole script without the code block below:

registerDoSNOW(cl)
results <- apply.paramset(strategy.st,paramset.label=paramset.label.name,
                          portfolio=strategy.st, account=strategy.st,nsamples=0,verbose = TRUE,
                          audit=paramsetenv)
snow::stopCluster(cl)
results.df <- data.frame(results$tradeStats)

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