Amarjit, I'm pretty sure that you can get the luxor.8.walk.forward.R script to run successfully as follows: 1. execute luxor.5.strategy.ordersets.R which saves the strategy 2. modify the the period argument in the call to walk.forward() to be period='days'
Good luck with this. G On 8/31/2014 12:13 AM, amarjit chandhial wrote: > > > 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 > > > > > > > > _______________________________________________ > [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.
