Hi All,



Trying to run a simple parameter optimization (aka data mining) exercise in Quantstrat. FYI, I'm running following sessionInfo()

[1] xlsx_0.5.1                 xlsxjars_0.5.0

 [3] rJava_0.9-4                reshape2_1.2.2

 [5] rgl_0.93.986               doParallel_1.0.3

 [7] iterators_1.0.6            Quandl_2.1.2

 [9] quantstrat_0.7.11          foreach_1.4.1

[11] blotter_0.8.17             PerformanceAnalytics_1.1.0

[13] FinancialInstrument_1.1.9  quantmod_0.4-0

[15] Defaults_1.1-1             TTR_0.22-0.1

[17] xts_0.9-7                  zoo_1.7-11



I have paramset working when I add 2 or more distributions, say nFAST and nSLOW moving averages, but it's failing when I have only 1 distribution.

More specifically it's "failing" in two ways:

1. Say my range for moving average is 1:20, and I run apply.paramset(...nsamples = 5...), I get



Error in eval(substitute(expr), data, enclos = parent.frame()) :

   numeric 'envir' arg not of length one



2. When I set nsamples = 0, apply.paramset runs, but generates identical results for each iteration (below), which are definitely wrong.



row.names

AUDUSD

CADUSD

EURUSD

GBPUSD

JPYUSD

AUDUSD1

CADUSD1

EURUSD1

GBPUSD1

JPYUSD1

1

r$param.combo

5

5

5

5

5

6

6

6

6

6

2

Portfolio

DevFX.

DevFX.

DevFX.

DevFX.

DevFX.

DevFX.

DevFX.

DevFX.

DevFX.

DevFX.

3

Symbol

AUDUSD

CADUSD

EURUSD

GBPUSD

JPYUSD

AUDUSD

CADUSD

EURUSD

GBPUSD

JPYUSD

4

Num.Txns

409

429

409

325

413

409

429

409

325

413

5

Num.Trades

200

188

192

154

194

200

188

192

154

194

6

Net.Trading.PL

-1110

-970

-640

1790

1410

-1110

-970

-640

1790

1410

7

Avg.Trade.PL

-6.800000

-9.468085

-3.333333

7.987013

2.525773

-6.800000

-9.468085

-3.333333

7.987013

2.525773





Looked around existing archives and google for this issue, but could not find anything. Any advice/help would be much appreciated.



Cheers,



Hua




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