



Hi IIya,


I have replaced the lines, however I get the same error.

error calling combine function:
<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>




Amarjit


 

________________________________
 From: Ilya Kipnis <ilya.kipnis@gmail.com>
To: amarjit chandhial <a.chandhial@btinternet.com>; "r-sig-finance@r-project.org" <r-sig-finance@r-project.org> 
Sent: Wednesday, 9 April 2014, 22:54
Subject: Re: stochastic oscillator OBOS - intraday data & optimization
  


Amarjit, one issue that immediately jumps out at me is your .nLower and .nUpper aren't working the way you intend them to.

(.10:.30) equates to .1 rather than .10 .15 .20 .25 .30 or whatever frequency you may want it to go at.

Try replacing those two lines with:

.nLower <- seq(from=.10, to=.30, by=.05)
.nUpper <- seq(from=.70, to=.90, by=.05)

And let me know what happens.

Thanks.

-Ilya



On Wed, Apr 9, 2014 at 2:46 PM, amarjit chandhial <a.chandhial@btinternet.com> wrote:


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>Hi Ilya,
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>I have implemented stochastic oscillator OBOS strategy on quantstrat's intraday GBPUSD data, 30min frequency, and included transaction costs as in the other demos.
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>I am also trying an optimization:  
>(i) nSlowD, vary from 1-to-10
>(ii) the lower level (over-sold) vary from .10-to-.30
>(ii) the upper level (over-bought) vary from .70-to-.90
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>It's incorrect with, 
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>error calling combine function:
><simpleError in fun(result.1, result.2, result.3, result.4, result.5, result.6, result.7, result.8, result.9, result.10): attempt to select less than one element>
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>If we can get the optimizations working then I can produce the heatmaps.
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>Both are attached. Please help!
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>Amarjit 
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>+44-7791-645-734
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