Thanks, Rob, Brian. Very helpful. I went through your code Rob and discovered that I wasn't converting my zoo object to xts.
The code is now running... just in time for the weekend. I look forward to thrashing through your sample strategy on Monday. Appreciate all the input from everybody. It's a great board and I hope I can contribute some day Rob Schmidt <[email protected]> wrote: >Hi Marteau, > >This code has an example which shows how to read a csv input file >containing >intraday data. > >http://r.789695.n4.nabble.com/quantstrat-newbie-sigFormula-example-tp4661594.html > >It reads Dukascopy time format. You can compare this line: > >dukasFormat = '%d.%m.%Y %H:%M:%S' > >to the time data in your csv file. There is a small bit of a Dukascopy >csv >file attached. > >For that file you also need to redefine these values: > >csvPath = '/home/rob/work/csvdata/dukascopy/' # these need to change >resultsPath = '/home/rob/work/R/quantstrat/' > >And see: > >csvName = '' # assign an empty string to choose daily data from yahoo ># example file downloaded from dukascopy for evaluation >#csvName = 'AMZN.US_Candlestick_15_m_BID_01.01.2013-12.01.2013.csv' > >Best regards, > >Rob > > > >-- >View this message in context: >http://r.789695.n4.nabble.com/quantstrat-custom-intraday-tp4662204p4662222.html >Sent from the Rmetrics mailing list archive at Nabble.com. > >_______________________________________________ >[email protected] mailing list >https://stat.ethz.ch/mailman/listinfo/r-sig-finance >-- Subscriber-posting only. If you want to post, subscribe first. >-- Also note that this is not the r-help list where general R questions >should go. [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
