xts - backtest simple strategies using R -


i looking simple backtesting keep track of pnl, rebalance portfolio, liquidate etc. need things bit differently backtest. is, backtest splits things quntile , sort. more accounting system pass table prices, give positions , have calculate pnl daily, exit on roll dates, etc. understand blotter , quantstrat 2 such packages i'm having trouble finding documentation on them. appreciated. including xts in tags since authors of package seem quite knowledgeable on topic.

blotter , quantstrat still in heavy development; can download code https://r-forge.r-project.org/r/?group_id=316.

quantstrat contains lot of demos; luxor demos example in demo directory should started.

hth,

jan humme


Comments

Post a Comment

Popular posts from this blog

jquery - How can I dynamically add a browser tab? -

since using iframes house external pages are, accounts "not preferred method" , disallowed sites (flickr, one), want dynamically generate browser tabs. e.g., when user submits form, want dynamically generate tab on browser in response submitted. e.g., might want add new tab url like: http://www.bigsurgarrapata.com/contact how in jquery? you want form target attribute action attribute. http://www.w3schools.com/tags/att_form_target.asp browsers have ultimate control on result of target attribute open new tab value of _blank. <form action="contact_submit.php" target="_blank" method="post">
Read more

keyboard - C++ GetAsyncKeyState alternative -

i using windows.h library's getasynckeystate function define key pushed on keyboard . here program returns int value of pushed key example. #include <iostream> #include <windows.h> using namespace std; int main (){ char i; for(i=8;i<190;i++){ if(getasynckeystate(i)== -32767){ cout<<int (i)<<endl; } } return 0; } but trying make opengl simple game , function appeared slow . there function not need cycle 180 times , if statement . thanks you're trying make opengl game, you're going use glfw. if that's case can away using glfwgetkey() such: if (glfwgetkey(glfw_key_up) == glfw_press) {...} if (glfwgetkey(glfw_key_down) == glfw_press) {...} that method nicely explained in tutorial 6 opengl-tutorial.org . should start first tutorial of beginners tutorials , later intermediate tutorials . if you're going make win32 window can listen wm_keydown or wm_keyup messages , virtua...
Read more

android - java.net.UnknownHostException(Unable to resolve host “URL”: No address associated with hostname) -

i developing app testing asp.net webservice in android.for simple webservice adding 2 numbers used.where numbers passed parameters.the result in dialogue.the webserver works in local. when application runs following result exception.i provided internet permission in manifest. java.net.unknownhostexception(unable resolve host “ http://url.com/ ”: no address associated hostname) my code given below main activity public static string rslt=""; /** called when activity first created. */ @override public void oncreate(bundle savedinstancestate) { super.oncreate(savedinstancestate); setcontentview(r.layout.activity_main); button b1=(button)findviewbyid(r.id.button1); final alertdialog ad=new alertdialog.builder(this).create(); b1.setonclicklistener(new onclicklistener() { @override public void onclick(view arg0) { // todo auto-generated method stub try { ...
Read more