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My apologies - downloaded new version of blotter and it all seems to
work properly whatever the order.<br>
<br>
<div class="moz-signature">Stephen Choularton Ph.D., FIoD<br>
<br>
</div>
<br>
On 08/02/2011 10:54 AM, Stephen Choularton wrote:
<blockquote cite="mid:4D50862C.9020101@organicfoodmarkets.com.au"
type="cite">
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Maybe its in blotter! I'll re-install that and report back -
thanks.<br>
<br>
<div class="moz-signature">Stephen Choularton Ph.D., FIoD<br>
<br>
</div>
<br>
On 08/02/2011 8:36 AM, Joshua Ulrich wrote:
<blockquote
cite="mid:AANLkTi=pwy36JCjEHyqOCBoz=kkYL6wP9d17yFDeHvy_@mail.gmail.com"
type="cite">
<pre wrap="">I just installed the most current versions of xts, blotter, and
quantstrat from R-forge. I then ran the maCross.R demo after
uncommenting the two lines for short entries / exits. I don't receive
any "cross through zero" warnings. I can't replicate your issue.
--
Joshua Ulrich | FOSS Trading: <a moz-do-not-send="true" class="moz-txt-link-abbreviated" href="http://www.fosstrading.com">www.fosstrading.com</a>
On Mon, Feb 7, 2011 at 3:23 PM, Stephen Choularton
<a moz-do-not-send="true" class="moz-txt-link-rfc2396E" href="mailto:stephen@organicfoodmarkets.com.au"><stephen@organicfoodmarkets.com.au></a> wrote:
</pre>
<blockquote type="cite">
<pre wrap="">Sorry, I must still not be making myself clear for which I apologiese. I have downloaded current versions of xts and quantstrat and it all appears to be working.
But it appears it is working just the same as before, that is with the ordering problem still in place. I shouldn't have mentioned xts. I guess the real question is has quantstrat been updated to sort out the problem:
If you put the rules in the order of long enter then long exit, short enter and short exit the way the rules are processed the long open gets closed by the short open and the short close never gets found because of the crossing zero rule.
Alexander Rudnev got to the bottom of the problem and Joshua Ulrich made the amendments and said they were committed but I still found the problem.
Stephen Choularton Ph.D., FIoD
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On 08/02/2011 7:57 AM, Jeffrey Ryan wrote:
The issue is likely in the timing of your downloads.
You can't install software that hasn't had its dependencies met.
Likely your 'install' of quantstrat wasn't an install, failing when
xts wasn't the right version.
Getting the xts version required by quantstrat was what likely let the
install (or load?) proceed. (btw, the xts bug was in the new column
subsetting that was in .14 -- a quick patch - and didn't concern any
other versions of xts)
All works now?
HTH
Jeff
On Mon, Feb 7, 2011 at 2:38 PM, Stephen Choularton
<a moz-do-not-send="true" class="moz-txt-link-rfc2396E" href="mailto:stephen@organicfoodmarkets.com.au"><stephen@organicfoodmarkets.com.au></a> wrote:
Sorry must not have made my question clear. I downloaded the new quantstrat
and when I tried to run it I got the error message. Then I downloaded the
new xts and it all worked again, but I thought that quantstrat had been
fixed for the problem I ran into and have written about in this string. If
you put the rules in the order of long enter then long exit, short enter and
short exit the way the rules are processed the long open gets closed by the
short open and the short close never gets found because of the crossing zero
rule.
Alexander Rudnev got to the bottom of the problem and Joshua Ulrich made the
amendments and said they were committed. However, when I downloaded the
current quantstrat I still found the problem. I wondered if the current
quantstrat does solve the problem, or if somehow the amendments have not got
in their?
Thanks.
Stephen Choularton Ph.D., FIoD
On 08/02/2011 5:40 AM, Brian G. Peterson wrote:
On 02/07/2011 02:15 AM, Stephen Choularton wrote:
Failed with error: ‘package 'xts' 0.7-6.11 was found, but >= 0.7.6.15 is
required by 'quantstrat'’
This is most likely your error. Update xts first, then quantstrat. Other
changes in xts fix a subsetting bug, and I think they were significant
enough that I bumped the requirement for quantstrat as well.
Alternately, use Rtools to build the binary package, and you can edit the
</pre>
</blockquote>
<blockquote type="cite">
<pre wrap="">DESCRIPTION file as needed to relax the constraints.
- Brian
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