I cannot get quantstrat's luxor.8 periodic optimization & walk-forward procedure, in the demos working. The idea being akin to the following diagram: http://www.tradestation.com/trading-technology/tradestation-platform/analyze/walk-forward-optimizer The error I get is, Error in if (!all(i <= 0)) stop("only zeros may be mixed with negative subscripts") : missing value where TRUE/FALSE needed If anybody can please email a working program. Otherwise, what I am really after is a demo with the workflow: - a simple vanilla technical stratgey - I can do - In-sample optimization of parameter(s) of simple strategy, Out-of-sample run - I can do - periodic optimization & walk-forward procedure Amarjit
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