date:20120621

[R-SIG-Finance] Return.portfolio() in PerformanceAnalytics and discrete returns

2012-06-21 Thread susan22

Thanks Joshua,
 
 in the meantime, I have taken a closer look at function Return.portfolio() in 
package PerformanceAnalytics and something seems quite odd. I hope I am not 
making a basic mistake here in my thinking, but it seems that this function 
does not handle discrete returns properly.
 
 Things start out fine with a weighted wealth index being constructed by 
geometrically linking discrete period returns:
 
   wealthindex.assets=cumprod(1+R[,colnames(weights)])
 
   wealthindex.weighted = 
matrix(nrow=nrow(R),ncol=ncol(R[,colnames(weights)]))
   colnames(wealthindex.weighted)=colnames(wealthindex.assets)
   rownames(wealthindex.weighted)=as.character(index(wealthindex.assets))
   # weight the results
   for (col in colnames(weights)){
   wealthindex.weighted[,col]=weights[,col]*wealthindex.assets[,col]
   }
   wealthindex=apply(wealthindex.weighted,1,sum)
 
 But then after line 181 the function stops in its tracks, abandons its results 
so far except for the unweighted individual gross cumulative returns and 
instead of doing something along the lines of the following to decompose 
wealthindex into discrete portfolio period returns
 
 result - as-matrix(c(wealthindex[1]-1, wealthindex[2]/wealthindex[1]-1,  
wealthindex[3]/wealthindex[2]-1, ... ), ncol = 1)
 
 the returns are treated as if they were additive log returns
 
   # weighted cumulative returns
   weightedcumcont=t(apply (wealthindex.assets,1, function(x,weights){ 
as.vector((x-1)* weights)},weights=weights))
   weightedreturns=diff(rbind(0,weightedcumcont)) # compound returns
   colnames(weightedreturns)=colnames(wealthindex.assets)
   if (!wealth.index){
     result=as.matrix(apply(weightedreturns,1,sum),ncol=1)
   } else {
     wealthindex=matrix(cumprod(1 + as.matrix(apply(weightedreturns,1, 
sum), ncol = 1)),ncol=1)
   }


 
  - Original Message -
  From: Joshua Ulrich
  Sent: 06/20/12 09:52 PM
  To: susa...@mail.com
  Subject: Re: [R-SIG-Finance] issue with xts affectin Return.calculate in 
PerformanceAnalytics
 
   
On Tue, Jun 19, 2012 at 1:43 PM,  susa...@mail.com wrote:
 I came across the issue below trying to calculate simple returns of an xts
 object using Return.calculate() in PerformanceAnalytics. This returns a
 series of all zeros. The root of the problem, however, seems to be with xts
 for which division seems to be a challenge. What am I missing? Coercion to
 numeric is not really a reasonable solution.

Return.calculate was fixed on R-Forge on April 4, 2012. Please see
this SO question about installing from R-Forge:
http://stackoverflow.com/q/11105131/271616

Division is only a challenge when you try to divide two objects that
do not have any index values in common. Use lag() to align the index
instead.

 p - to.monthly(as.xts(s.ts), OHLC = FALSE)
 head(aap)
                    s1           s2
 Dec 1999      1000.00      1000.00
 Jan 2000      1021.27       959.85
 Feb 2000      1017.30       962.06
 Mar 2000      1022.99      1008.44
 Apr 2000      1015.95       980.95
 May 2000      1044.30       963.79

 r - Return.calculate(aap, method = simple)
 head(r)
                    s1           s2
 Dec 1999            0            0
 Jan 2000            0            0
 Feb 2000            0            0
 Mar 2000            0            0
 Apr 2000            0            0
 May 2000            0            0

 lr - Return.calculate(aap, method = compound)
 head(lr)
                         s1                s2
 Dec 1999                NA                NA
 Jan 2000  0.02104695084364 -0.04097825672856
 Feb 2000 -0.00389489202608  0.00229979652957
 Mar 2000  0.00557765293308  0.04708304254280
 Apr 2000 -0.00690557640376 -0.02763837145911
 May 2000  0.02752266915648 -0.01764806131103

 p[2]/p[1]-1
 Data:
 numeric(0)

 Index:
 NULL

 as.numeric(p[2])/as.numeric(p[1])-1
 [1]  0.02127 -0.04015


Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
   

 

 

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Re: [R-SIG-Finance] PortfolioAnalytics

2012-06-21 Thread Pierre-Alexandr des Mazis

I used SVN with Cygwin to checkout the project but host name could not be
reached.

Regards

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 13:59, G See gsee...@gmail.com wrote:

Precisely what do you mean by the SVN is not working? When you read
the thread that Julien provided, did you follow this link that I
provided in that thread?
http://stackoverflow.com/questions/11105131/cannot-install-r-forge-package-using-install-packages

R-Forge does not build packages for old versions of R. You have to
build it yourself.
If it really is an SVN problem, then R-sig-finance is not the best place to
ask.

HTH,
Garrett

On Thu, Jun 21, 2012 at 7:21 AM, Pierre-Alexandr des Mazis
p.desma...@gmail.com wrote:
The SVN is not working on my side.

Do you think I could find any Orr package zip for R 2.12?

I am not very familiar with the building process .

Regards

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 12:04, julien cuisinier j_cuisin...@hotmail.com wrote:

Please do some research before posting:
http://r.789695.n4.nabble.com/Where-to-obtain-version-of-PortfolioAnalytics-package-installable-on-R-2-15-td4633724.html

Same comment would be valid for Juan's post yesterday asking about the
RExcel, half a minute googling would have told him how to extract a tar.gz
file, even on Windows

seems there have been some issues with the build as Garret mentioned, you
might have to build it yourself. If you do please share with the list

Rgds,
Julien

From: p.desma...@gmail.com
Date: Thu, 21 Jun 2012 11:42:09 +0100
To: r-sig-finance@r-project.org
Subject: [R-SIG-Finance] PortfolioAnalytics

I was looking for PortfolioAnalytics package zip but could not find it on
the web.

Can you please help on that

Thank you
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Re: [R-SIG-Finance] PortfolioAnalytics

2012-06-21 Thread G See

I suggest that when you take this up on a Cygwin SVN list you show
*exactly* what commands you entered, and *exactly* what errors you
saw.

Or, you could just use TortoiseSVN.

On Thu, Jun 21, 2012 at 8:19 AM, Pierre-Alexandr des Mazis
p.desma...@gmail.com wrote:
Hi

I used SVN with Cygwin to checkout the project but host name could not be
reached.

Regards

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 13:59, G See gsee...@gmail.com wrote:

R-Forge does not build packages for old versions of R. You have to
build it yourself.
If it really is an SVN problem, then R-sig-finance is not the best place to
ask.

HTH,
Garrett

On Thu, Jun 21, 2012 at 7:21 AM, Pierre-Alexandr des Mazis
p.desma...@gmail.com wrote:
The SVN is not working on my side.

Do you think I could find any Orr package zip for R 2.12?

I am not very familiar with the building process .

Regards

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 12:04, julien cuisinier j_cuisin...@hotmail.com wrote:

Please do some research before posting:
http://r.789695.n4.nabble.com/Where-to-obtain-version-of-PortfolioAnalytics-package-installable-on-R-2-15-td4633724.html

Same comment would be valid for Juan's post yesterday asking about the
RExcel, half a minute googling would have told him how to extract a tar.gz
file, even on Windows

seems there have been some issues with the build as Garret mentioned, you
might have to build it yourself. If you do please share with the list

Rgds,
Julien

From: p.desma...@gmail.com
Date: Thu, 21 Jun 2012 11:42:09 +0100
To: r-sig-finance@r-project.org
Subject: [R-SIG-Finance] PortfolioAnalytics

I was looking for PortfolioAnalytics package zip but could not find it on
the web.

Can you please help on that

[[alternative HTML version deleted]]

[R-SIG-Finance] expanding window forecasting by rugarch nd rmgarch

2012-06-21 Thread naval

Dear alexios and other R users, 

I have the returns data on a firm named ret having 2767 observations
total. I want the one day ahead rollingt forecasts starting from 1001th day
and model is to be refit every 5 days. 
So my first 5 forecasts (i.e., for the 1001,1002,1003,1004 nd 1005th day)
will be based on first 1000 observations, next 5 forecasts(i.e., for the
1006 to 1010'th day) will be based on first 1005 observations and then next
5 days forecast will be based on first 1010 observations and this process
continues. 
I used following code 

spec= ugarchspec(variance.model= list(model = 'gjrGARCH')
,mean.model=list(armaOrder= c(0,0),include.mean= FALSE, archpow=2)) 
forecast-ugarchroll(spec=spec,data=mkt_ret,forecast.length=1767,refit.every=5,
refit.window=recursive) 
 mkt_fcst- as.data.frame(forecast) 

My questions are 
1) 
I suppose the f_sigma in mkt_fcst dataframe is forecasted volatality  but is
this the true forecast which I need according to above description of my
needed forecast 

2) If this f_sigma is the right forecasted vol then why i got only the
forecasts till 2765 days because next two days forecasts could be based on
the data till 2765 observations. 

3) Please suggest me how to formulate the right code for my needed forecast 

4) I will do assymetric DCC also using second series on market index
(mkt_ret) nd would need the DCC forecasts too in the same manner using
rmgarch. 


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-- Also note that this is not the r-help list where general R questions should 
go.

[R-SIG-Finance] expanding window forecasting by rugarch nd rmgarch

2012-06-21 Thread naval

Dear alexios and other R users, 

I have the returns data on a firm named ret having 2767 observations
total. I want the one day ahead rollingt forecasts starting from 1001th day
and model is to be refit every 5 days. 
So my first 5 forecasts (i.e., for the 1001,1002,1003,1004 nd 1005th day)
will be based on first 1000 observations, next 5 forecasts(i.e., for the
1006 to 1010'th day) will be based on first 1005 observations and then next
5 days forecast will be based on first 1010 observations and this process
continues. 
I used following code 

spec= ugarchspec(variance.model= list(model = 'gjrGARCH')
,mean.model=list(armaOrder= c(0,0),include.mean= FALSE, archpow=2)) 
forecast-ugarchroll(spec=spec,data=mkt_ret,forecast.length=1767,refit.every=5,
refit.window=recursive) 
 mkt_fcst- as.data.frame(forecast) 

My questions are 
1) 
I suppose the f_sigma in mkt_fcst dataframe is forecasted volatality  but is
this the true forecast which I need according to above description of my
needed forecast 

2) If this f_sigma is the right forecasted vol then why i got only the
forecasts till 2765 days because next two days forecasts could be based on
the data till 2765 observations. 

3) Please suggest me how to formulate the right code for my needed forecast 

4) I will do assymetric DCC also using second series on market index
(mkt_ret) nd would need the DCC forecasts too in the same manner using
rmgarch. 


--
View this message in context: 
http://r.789695.n4.nabble.com/expanding-window-forecasting-by-rugarch-nd-rmgarch-tp4634119.html
Sent from the Rmetrics mailing list archive at Nabble.com.

___
R-SIG-Finance@r-project.org mailing list
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-- 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.

Re: [R-SIG-Finance] PortfolioAnalytics

2012-06-21 Thread Pierre-Alexandr des Mazis

I was just wondering if there is any alternative solution to the r-forge
website. I must admit I am not too sure about how to build a package. I will
code my own script to do the job.

Thanks anyway

Regards,

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 15:13, G See gsee...@gmail.com wrote:

I suggest that when you take this up on a Cygwin SVN list you show
*exactly* what commands you entered, and *exactly* what errors you
saw.

Or, you could just use TortoiseSVN.

On Thu, Jun 21, 2012 at 8:19 AM, Pierre-Alexandr des Mazis
p.desma...@gmail.com wrote:
Hi

I used SVN with Cygwin to checkout the project but host name could not be
reached.

Regards

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 13:59, G See gsee...@gmail.com wrote:

R-Forge does not build packages for old versions of R. You have to
build it yourself.
If it really is an SVN problem, then R-sig-finance is not the best place to
ask.

HTH,
Garrett

On Thu, Jun 21, 2012 at 7:21 AM, Pierre-Alexandr des Mazis
p.desma...@gmail.com wrote:
The SVN is not working on my side.

Do you think I could find any Orr package zip for R 2.12?

I am not very familiar with the building process .

Regards

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 12:04, julien cuisinier j_cuisin...@hotmail.com wrote:

Please do some research before posting:
http://r.789695.n4.nabble.com/Where-to-obtain-version-of-PortfolioAnalytics-package-installable-on-R-2-15-td4633724.html

Same comment would be valid for Juan's post yesterday asking about the
RExcel, half a minute googling would have told him how to extract a
tar.gz file, even on Windows

seems there have been some issues with the build as Garret mentioned, you
might have to build it yourself. If you do please share with the list

Rgds,
Julien

From: p.desma...@gmail.com
Date: Thu, 21 Jun 2012 11:42:09 +0100
To: r-sig-finance@r-project.org
Subject: [R-SIG-Finance] PortfolioAnalytics

I was looking for PortfolioAnalytics package zip but could not find it
on the web.

Can you please help on that

[[alternative HTML version deleted]]

Re: [R-SIG-Finance] PortfolioAnalytics

2012-06-21 Thread Pierre-Alexandr des Mazis

Thank you very much G see

I will dig into the subject once home and hopefully will be able to find a
solution.

regards

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 17:50, G See gsee...@gmail.com wrote:

The alternative to the r-forge *website* is SVN. If you're going to
try to source files instead of building the package, you're on your
own.

I guess you could browse through the repository here,
https://r-forge.r-project.org/scm/viewvc.php/pkg/PortfolioAnalytics/?root=returnanalytics,
and click the download link for files you're interested in. For
example, suppose you want the charts.DE.R file. You can browse to
it, and click the download link which will bring you here
http://r-forge.r-project.org/scm/viewvc.php/*checkout*/pkg/PortfolioAnalytics/R/charts.DE.R?root=returnanalytics

You can source that directly
source(http://r-forge.r-project.org/scm/viewvc.php/*checkout*/pkg/PortfolioAnalytics/R/charts.DE.R?root=returnanalytics;)

(You may have to replace https with http in the link)

Gd luck with that,
Garrett

On Thu, Jun 21, 2012 at 11:25 AM, Pierre-Alexandr des Mazis
p.desma...@gmail.com wrote:
G,

I was just wondering if there is any alternative solution to the r-forge
website. I must admit I am not too sure about how to build a package. I will
code my own script to do the job.

Thanks anyway

Regards,

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 15:13, G See gsee...@gmail.com wrote:

I suggest that when you take this up on a Cygwin SVN list you show
*exactly* what commands you entered, and *exactly* what errors you
saw.

Or, you could just use TortoiseSVN.

On Thu, Jun 21, 2012 at 8:19 AM, Pierre-Alexandr des Mazis
p.desma...@gmail.com wrote:
Hi

I used SVN with Cygwin to checkout the project but host name could not be
reached.

Regards

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 13:59, G See gsee...@gmail.com wrote:

R-Forge does not build packages for old versions of R. You have to
build it yourself.
If it really is an SVN problem, then R-sig-finance is not the best place
to ask.

HTH,
Garrett

On Thu, Jun 21, 2012 at 7:21 AM, Pierre-Alexandr des Mazis
p.desma...@gmail.com wrote:
The SVN is not working on my side.

Do you think I could find any Orr package zip for R 2.12?

I am not very familiar with the building process .

Regards

Pierre-Alexandre des Mazis
+ 447 779 171 499

On 21 Jun 2012, at 12:04, julien cuisinier j_cuisin...@hotmail.com
wrote:

Please do some research before posting:
http://r.789695.n4.nabble.com/Where-to-obtain-version-of-PortfolioAnalytics-package-installable-on-R-2-15-td4633724.html

Same comment would be valid for Juan's post yesterday asking about the
RExcel, half a minute googling would have told him how to extract a
tar.gz file, even on Windows

seems there have been some issues with the build as Garret mentioned,
you might have to build it yourself. If you do please share with the
list

Rgds,
Julien

From: p.desma...@gmail.com
Date: Thu, 21 Jun 2012 11:42:09 +0100
To: r-sig-finance@r-project.org
Subject: [R-SIG-Finance] PortfolioAnalytics

I was looking for PortfolioAnalytics package zip but could not find it
on the web.

Can you please help on that

[[alternative HTML version deleted]]

Re: [R-SIG-Finance] expanding window forecasting by rugarch nd rmgarch

2012-06-21 Thread alexios ghalanos

Please do not post more than once (this is your 3rd duplicate post in 24
hours). Your original email was received this morning and this is an
open source software mailing list...someone MIGHT reply when they have
the time and inclination.

If you read the documentation on ugarchrolll (the 'Details' section) it
explains how the number of periods to forecast are calculated (i.e.
since 2767 is not divisible by 5 it takes the nearest number divisible
by 5 less than 2767). If you search previous posts to the mailing list
you will also find hints as to how to use the function and that it only
produces forecast to the extend of available out of sample data. For
more complex setups use ugarchfit+ugarchforecast based on your own
loop/rolling scheme.

-Alexios

PS Do have the courtesy of signing your emails with your name.

On 21/06/2012 17:11, naval wrote:

Dear alexios and other R users,

I have the returns data on a firm named ret having 2767 observations
total. I want the one day ahead rollingt forecasts starting from 1001th day
and model is to be refit every 5 days.
So my first 5 forecasts (i.e., for the 1001,1002,1003,1004 nd 1005th day)
will be based on first 1000 observations, next 5 forecasts(i.e., for the
1006 to 1010'th day) will be based on first 1005 observations and then next
5 days forecast will be based on first 1010 observations and this process
continues.
I used following code

spec= ugarchspec(variance.model= list(model = 'gjrGARCH')
,mean.model=list(armaOrder= c(0,0),include.mean= FALSE, archpow=2))
forecast-ugarchroll(spec=spec,data=mkt_ret,forecast.length=1767,refit.every=5,
refit.window=recursive)
mkt_fcst- as.data.frame(forecast)

My questions are
1)
I suppose the f_sigma in mkt_fcst dataframe is forecasted volatality but is
this the true forecast which I need according to above description of my
needed forecast

2) If this f_sigma is the right forecasted vol then why i got only the
forecasts till 2765 days because next two days forecasts could be based on
the data till 2765 observations.

3) Please suggest me how to formulate the right code for my needed forecast

4) I will do assymetric DCC also using second series on market index
(mkt_ret) nd would need the DCC forecasts too in the same manner using
rmgarch.

--
View this message in context:
http://r.789695.n4.nabble.com/expanding-window-forecasting-by-rugarch-nd-rmgarch-tp4634119.html
Sent from the Rmetrics mailing list archive at Nabble.com.

[R-SIG-Finance] a problem about using quantstrat: add.Indicators and applySignals in BBband

2012-06-21 Thread Fiotion Richard

Dear R experts:

 

I am a newcomer and learning R with quantstrat for strategy testing such as
Bollinger band. 

(Most codes are from the sample of the demo in the package.)

I encountered a problem here and hope you can help me out from the error
below.

 

My process is

1. Reading a data file, instead of using data from yahoo

##my own code

tmp - read.table(AAPL.dat, sep = ,)  #dat file is in below

f - function(x) as.POSIXct(x, origin =1970-01-01)

symbolData - read.zoo(tmp, index = 1, FUN = f)

colnames(symbolData) - c(Open,High,Low,Close,Volume,
Adjust,V8,V9) 

#here is one line of the symbolData

 symbolData 
  Open   HighLow  Close Volume  Adjust V8   V9
2011-06-16 14:45:00 326.57 326.80 326.56 326.65353 326.688  0  249

 

2. Pass it to add.Indicators, and applySignals

dataSrc - list(HLC = quote(HLC(symbolData)), maType='SMA') 

  stratBBands - add.indicator(strategy = stratBBands, name = BBands,
arguments = dataSrc) #use my file instead of mktdata

.

### modified by my own code

out-try(applyStrategy(strategy=stratBBands  , portfolios=port.st, mktData =
symbolData,  parameters=list(sd=SD,n=N) ) )

 

The problem is:

out-try(applyStrategy(strategy=stratBBands  , portfolios=port.st, mktData =
symbolData,  parameters=list(sd=SD,n=N) ) )

 

Error in if (inherits(sret$indicators, xts)  nrow(mktdata) ==
nrow(sret$indicators)) { : 

  argument is of length zero

 

Another basic questions, how to set a breakpoint and trace line by line? Any
new tool?

 

Thanks

Richard

 

 

 

 

 

Main.R

###lib needed##

library(quantstrat)

library(quantmod)

library(chron)

symbols = c(AAPL)#,AAPL, FB

timeFrame - 15

 

###my own code

tmp - read.table(AAPL.dat, sep = ,)

f - function(x) as.POSIXct(x, origin =1970-01-01)

symbolData - read.zoo(tmp, index = 1, FUN = f)

colnames(symbolData) - c(Open,High,Low,Close,Volume,
Adjust,V8,V9) 

#barChart(symbolData)

 

  initDate='2010-05-28'

  initEq=10

  port.st-'backTest11' #use a string here for easier changing of parameters
and re-trying



  # bollinger bands ###

  SD = 2 # how many standard deviations, traditionally 2

  N = 20 # how many periods for the moving average, traditionally 20



  stratBBands - strategy(bbands)

  

  #one indicator

###my own code

 dataSrc - list(HLC = quote(HLC(symbolData)), maType='SMA') 

  stratBBands - add.indicator(strategy = stratBBands, name = BBands,
arguments = dataSrc) #use my file instead of mktdata

  

  #add signals:

  stratBBands - add.signal(stratBBands,name=sigCrossover,arguments =
list(columns=c(Close,up),relationship=gt),label=Cl.gt.UpperBand)

  stratBBands - add.signal(stratBBands,name=sigCrossover,arguments =
list(columns=c(Close,dn),relationship=lt),label=Cl.lt.LowerBand)

  stratBBands - add.signal(stratBBands,name=sigCrossover,arguments =
list(columns=c(High,Low,mavg),relationship=op),label=Cross.Mid)

  

  # lets add some rules

  stratBBands - add.rule(stratBBands,name='ruleSignal', arguments =
list(sigcol=Cl.gt.UpperBand,sigval=TRUE, orderqty=-0, ordertype='market',
orderside=NULL, threshold=NULL),type='enter')

  stratBBands - add.rule(stratBBands,name='ruleSignal', arguments =
list(sigcol=Cl.lt.LowerBand,sigval=TRUE, orderqty= 100,
ordertype='market', orderside=NULL, threshold=NULL),type='enter')

  stratBBands - add.rule(stratBBands,name='ruleSignal', arguments =
list(sigcol=Cross.Mid,sigval=TRUE, orderqty= 'all', ordertype='market',
orderside=NULL, threshold=NULL),type='exit')

  

  end of bollinger bands ##

  

  ##initialize##

  currency(USD)

  

#symbols = c(BIDU)

for(symbol in symbols){ # establish trade-able instruments

stock(symbol, currency=USD,multiplier=1)

#getSymbols(symbol, from=initDate) #not using server data, use my own

  }

  

 

  initPortf(port.st, symbols=symbols, initDate=initDate)

  initAcct(port.st, portfolios=port.st, initDate=initDate)

  initOrders(portfolio=port.st, initDate=initDate)

  

  print(initialize done)

  

   Process the indicators and generate
trades

start_t-Sys.time()

### modified by my own code

  out-try(applyStrategy(strategy=stratBBands  , portfolios=port.st, mktData
= symbolData,  parameters=list(sd=SD,n=N) ) )

  end_t-Sys.time()

  print(Strategy Loop:)

  print(end_t-start_t)

  

  # look at the order book

  #print(getOrderBook(port.st))

  

  start_t-Sys.time()

 
updatePortf(Portfolio=port.st,Dates=paste('::',as.Date(Sys.time()),sep=''))

  end_t-Sys.time()

  print(trade blotter portfolio update:)

  print(end_t-start_t)

  

  # hack for new quantmod graphics, remove later

  themelist-chart_theme()

  themelist$col$up.col-'lightgreen'

  themelist$col$dn.col-'red'

  

for(symbol in symbols){

dev.new()

chart.Posn(Portfolio=port.st,Symbol=symbol,theme=themelist)

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