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.kip...@gmail.com>
To: amarjit chandhial <a.chandh...@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.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
>
>
>
>
>
>
>
>
>
>
>
>
[[alternative HTML version deleted]]
_______________________________________________
R-SIG-Finance@r-project.org 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.
