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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.<br>
<br>
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: <br>
<br>
<i>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.</i><br>
<br>
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.<br>
<br>
<div class="moz-signature">Stephen Choularton Ph.D., FIoD<br>
<br>
9999 2226<br>
0413 545 182<br>
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alt="" width="300" align="" border="0" height="188"><br>
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<br>
On 08/02/2011 7:57 AM, Jeffrey Ryan wrote:
<blockquote
cite="mid:AANLkTi=AXgygy86jUCLmyQQKcEKEKE-nwT6FXxT8aFeU@mail.gmail.com"
type="cite">
<pre wrap="">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 class="moz-txt-link-rfc2396E" href="mailto:stephen@organicfoodmarkets.com.au"><stephen@organicfoodmarkets.com.au></a> wrote:
</pre>
<blockquote type="cite">
<pre wrap="">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:
</pre>
<blockquote type="cite">
<pre wrap="">
On 02/07/2011 02:15 AM, Stephen Choularton wrote:
</pre>
<blockquote type="cite">
<pre wrap="">
Failed with error: ‘package 'xts' 0.7-6.11 was found, but >= 0.7.6.15 is
required by 'quantstrat'’
</pre>
</blockquote>
<pre wrap="">
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
DESCRIPTION file as needed to relax the constraints.
- Brian
</pre>
</blockquote>
<pre wrap="">
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</blockquote>
<pre wrap="">
</pre>
</blockquote>
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