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

[Frank]

Would you attach an example to your post? Something that we can run using
copy and paste to R console, with some data?

Thanks,

Frank
Chicago

-----Original Message-----
From: R-SIG-Finance [mailto:r-sig-finance-bounces at r-project.org] On Behalf
Of Diego Peroni
Sent: Tuesday, March 14, 2017 2:51 AM
To: r-sig-finance at r-project.org
Subject: [R-SIG-Finance] apply.paramset stopping on condition

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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