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.chandh...@btinternet.com> wrote:
>
>
> Hi Ilya,
>
>
> I have implemented stochastic oscillator OBOS strategy on
> quantstrat's intraday GBPUSD data, 30min frequency, and included
> transaction costs as in the other demos.
>
>
> 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
>
> It's incorrect with,
>
> 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>
>
>
> If we can get the optimizations working then I can produce the heatmaps.
>
> Both are attached. Please help!
>
>
> Amarjit
>
> +44-7791-645-734
>
>
>
>
>
>
>
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