[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
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