[R-SIG-Finance] apply.paramset stopping on condition

Diego Peroni diegoperoni at vodafone.it
Tue Mar 14 08:50:44 CET 2017


Hello everybody,

I'm using quantstrat apply.paramset to optimize some parameters but my 
simulations runs for a long time...

I'm trying to stop bad simulations BEFORE they finish basing on some 
indicators (ex. Net.Profit or drawdown).

Is there a way to control this beaviour including some custom code in 
quantstrat?

Thanks

Diego



More information about the R-SIG-Finance mailing list