Re: [R] newbie question: strategy

Just a heads up: I'm pretty sure Josh and the other QS developers have access to intra-day data, but they can't provide an example using it in the package because the EULAs of most data providers won't allow direct redistribution of their data. The examples included all go online and download data

Re: [R] newbie question: strategy

thanks for the heads up, I am checking all my providers EULAs to see which one I can share online... I imagine that as long as it is delayed 24 hours, there might be no issues... we will see... either way, worst case, I lost $9 for a registration... best case... I can share most ETF's with the

[R] newbie question: strategy

newbie to R, less than a week, and I ordered some books about R, but I learn better by examples.. and thus far I cant find a good example of what I am trying to do... which follows: assuming one is using any instrument intra-day data... I want to.. open a file (lets name it signal) that will

Re: [R] newbie question: strategy

So you want us to deliver an entire backtesting architecture for you? That's a pretty hefty request... But being R, it's already been done. This has all basically been made available in the quantstrat project (google it) -- the documentation is online and you can see lots of worked examples in

Re: [R] newbie question: strategy

I am not asking anyone to deliver anything, to the best of my understanding all that I requested in terms of functionality is more than likely done in quantstrat as you point out. Issues is: quantstrat has extremely poor documentation. Yes, there are samples, but they are certainly not simple and

Re: [R] newbie question: strategy

On Apr 7, 2012 7:55 PM, sysot1t syso...@gmail.com wrote: I am not asking anyone to deliver anything, to the best of my understanding You asked for documented code examples of the items you listed in your original email. all that I requested in terms of functionality is more than likely done

Re: [R] newbie question: strategy

yes, I would have expected documented samples for something simple.. as I said, I am not asking for anything complex but something rather simple that I can use to learn from and build upon.. not a highly complex example that provides me with little explanation of what is going on... quanstrat is