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

[Diego Peroni]

Hi Frank,

I don't have code to share: every simulation is fine...

In other words my problem is:

1) In which function of quantstrat can I insert some custom code to stop 
simulation execution at a specific moment based on my personal raw 
criteria (ex. Profit or Drawdown)?

2) The custom code must be placed in a place where I can collect last 
trade result step by step to calculate approximately "partial" Profit or 
Drawdown

I'm looking at "ruleOrderProc.R" function but I'm not sure it is the 
best place...

Thanks in advance

Diego



On 14/03/2017 17:35, Frank wrote:
> 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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