<html><body><div style="color:#000; background-color:#fff; font-family:arial, helvetica, sans-serif;font-size:10pt"><div><br></div><div>All,</div><div><br></div><div><br></div><div>Iiya and I have implemented a stochastic oscillator OBOS strategy within quantstrat.</div><div><br></div><div>I have then applied quantstrat's intraday GBPUSD data, 30min frequency with the strategy, including transaction costs (as in the other demos).</div><div><br></div><div>Thereafter I have attempted to optimize various values e.g.</div><div><br></div><div>(i) nSlowD, vary from 1-to-10<br>(ii) the lower level (over-sold) vary from .10-to-.30<br>(ii) the upper level (over-bought) vary from .70-to-.90</div><div><br></div><div><br></div><div>I get the error </div><div><br></div><div>error calling combine function:<br><simpleError in fun(result.1, result.2, result.3, result.4, result.5, result.6, result.7, result.8, result.9,..., result.100):
attempt to select less than one element></div><div><br></div><div>Attached are both programs: initial strategy and optimization.</div><div><br></div><div><br></div><div><br></div><div>An error corresponding to this from last month <a href="http://r-forge.r-project.org/forum/forum.php?set=custom&forum_id=1032&style=nested&max_rows=100&submit=Change+View">http://r-forge.r-project.org/forum/forum.php?set=custom&forum_id=1032&style=nested&max_rows=100&submit=Change+View</a></div><div><br></div><div><br></div><div>Please help!</div><div><br></div><div>Amarjit<br><br></div><div><br></div><div><br></div><div><br></div><div><br></div></div></body></html>