<html><body><div style="color:#000; background-color:#fff; font-family:arial, helvetica, sans-serif;font-size:10pt"><div><span></span></div><div><br></div><div><br></div><div><br></div><div>Can someone provide guidance on getting the optimization working.</div><div><br></div><div><br></div><div>Amarjit</div><div><br></div><div><br></div><div><br></div><div><br></div> <div style="font-family: arial, helvetica, sans-serif; font-size: 10pt;"> <div style="font-family: times new roman, new york, times, serif; font-size: 12pt;"> <div dir="ltr"> ----- Forwarded Message -----<br> <font face="Arial" size="2"> <b><span style="font-weight: bold;">From:</span></b> amarjit chandhial <a.chandhial@btinternet.com><br> <b><span style="font-weight: bold;">To:</span></b> "r-sig-finance@r-project.org" <r-sig-finance@r-project.org> <br> <b><span style="font-weight: bold;">Sent:</span></b> Thursday, 10 April 2014, 22:26<br> <b><span style="font-weight:
bold;">Subject:</span></b> [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization<br> </font> </div> <div class="y_msg_container"><br><div id="yiv918711537"><div><div style="color: rgb(0, 0, 0); font-family: arial, helvetica, sans-serif; font-size: 10pt; background-color: rgb(255, 255, 255);"><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" target="_blank" rel="nofollow">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></div></div><br>_______________________________________________<br><a href="mailto:R-SIG-Finance@r-project.org" ymailto="mailto:R-SIG-Finance@r-project.org">R-SIG-Finance@r-project.org</a> mailing list<br><a
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