Can someone provide guidance on getting the optimization working. Amarjit ----- Forwarded Message ----- From: amarjit chandhial <[email protected]> To: "[email protected]" <[email protected]> Sent: Thursday, 10 April 2014, 22:26 Subject: [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization All, Iiya and I have implemented a stochastic oscillator OBOS strategy within quantstrat. I have then applied quantstrat's intraday GBPUSD data, 30min frequency with the strategy, including transaction costs (as in the other demos). Thereafter I have attempted to optimize various values e.g. (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 I get the 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> Attached are both programs: initial strategy and optimization. An error corresponding to this from last month http://r-forge.r-project.org/forum/forum.php?set=custom&forum_id=1032&style=nested&max_rows=100&submit=Change+View Please help! Amarjit _______________________________________________ [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.
ac_stochOSC_OBOS_GBPUSD.R
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ac_stochOSC_OBOS_GBPUSD_optimization.R
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