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

Atakan Okan atakanokan at outlook.com
Tue Apr 26 18:34:49 CEST 2016


And I would be grateful, if somebody could just confirm that the reproducible code was sent succesfully, as the code seems to be sent fine in its thread in r-sig-finance archives. Thanks again.

________________________________
> From: atakanokan at outlook.com 
> To: r-sig-finance at r-project.org 
> Subject: RE: [R-SIG-Finance] Custom Txnfee function in apply.paramset 
> vs applyStrategy 
> Date: Tue, 26 Apr 2016 19:32:26 +0300 
> 
> 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) Atakan Okan 
 		 	   		  


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