I will try to be as clear as possible as I have been rebuked by some users. I deleted the last questions and I will try to be sufficiently explicative in this one. I apologize if the data I will insert will not be enough.
So, I am trying to run a strategy through the package Quantstrat. install.packages("quantstrat") My problem is that I get the following error Error incolnames<-(tmp, value = seq(ncol(tmp_val))) : attempt to set 'colnames' on an object with less than two dimensions when I try to run the following command: > out <- applyStrategy(strategy=strategy.st,portfolios=portfolio.st) I do not have this problem if I use, as indicator, one or more indicators, which are already defined by the package TTR. I have this error only when I try to use a custom indicator. Here is the code for the custom indicator that I use: wma <- WMA(Cl(mktdata), 4, wts=c(1:4)) wmamaxt <- rollmaxr(wma, 30, fill = NA) wmamint <- - rollmaxr(- wma, 30, fill = NA) CNOwma <- function (mktdata=quote(mktdata),x) {(wma - wmamint) / (wmamaxt - wmamint)} Please refer to the following code: library(devtools) library(quantmod) library(quantstrat) library(TTR) library(png) library(IKTrading) wma <- WMA(Cl(mktdata), 4, wts=c(1:4)) wmamaxt <- rollmaxr(wma, 30, fill = NA) wmamint <- - rollmaxr(- wma, 30, fill = NA) CNOwma <- function (mktdata=quote(mktdata),x) {(wma - wmamint) / (wmamaxt - wmamint)} initdate <- "2010-01-01" from <- "2012-01-01" #start of backtest to <- "2017-31-12" #end of backtest Sys.setenv(TZ= "EST") #Set up environment for timestamps currency("USD") #Set up environment for currency to be used symbols <- c("RUT", "IXIC") #symbols used in our backtest getSymbols(Symbols = symbols, src = "google", from=from, to=to, adjust = TRUE) #receive data from google finance, adjusted for splits/dividends stock(symbols, currency = "USD", multiplier = 1) #tells quanstrat what instruments present and what currency to use tradesize <-10000 #default trade size initeq <- 100000 #default initial equity in our portfolio strategy.st <- portfolio.st <- account.st <- "firststrat" #naming strategy, portfolio and account #removes old portfolio and strategy from environment rm.strat(portfolio.st) rm.strat(strategy.st) #initialize portfolio, account, orders and strategy objects initPortf(portfolio.st, symbols = symbols, initDate = initdate, currency = "USD") initAcct(account.st, portfolios = portfolio.st, initDate = initdate, currency = "USD", initEq = initeq) initOrders(portfolio.st, initDate = initdate) strategy(strategy.st, store=TRUE) add.indicator(strategy = strategy.st, name = 'CNOwma', arguments = list(x = quote(Cl(mktdata)), n=4), label = 'CNOwma4') add.signal(strategy.st, name = "sigThreshold", arguments = list(column = "CNOwma4", threshold = 0.6, relationship = "gt", cross = TRUE), label = "longthreshold") add.signal(strategy.st, name = "sigThreshold", arguments = list(column = "CNOwma4", threshold = 0.6, relationship = "lt", cross = TRUE), label = "shortthreshold") add.rule(strategy.st, name = "ruleSignal", arguments = list(sigcol = "longthreshold", sigval = TRUE, orderqty = "all", ordertype = "market", orderside = "long", replace = FALSE, prefer = "Open"), type = "enter") add.rule(strategy.st, name = "ruleSignal", arguments = list(sigcol = "shortthreshold", sigval = TRUE, orderqty = "all", ordertype = "market", orderside = "long", replace = FALSE, prefer = "Open"), type = "exit") add.rule(strategy.st, name = "ruleSignal", arguments = list(sigcol = "shortthreshold", sigval = TRUE, orderqty = "all", ordertype = "market", orderside = "short", replace = FALSE, prefer = "Open"), type = "enter") add.rule(strategy.st, name = "ruleSignal", arguments = list(sigcol = "longthreshold", sigval = TRUE, orderqty = "all", ordertype = "market", orderside = "short", replace = FALSE, prefer = "Open"), type = "exit") out <- applyStrategy(strategy = strategy.st, portfolios = portfolio.st) When I run the traceback() of the error, this is what I get: > traceback() 4: stop("attempt to set 'colnames' on an object with less than two dimensions") 3: `colnames<-`(`*tmp*`, value = seq(ncol(tmp_val))) 2: applyIndicators(strategy = strategy, mktdata = mktdata, parameters = parameters, ...) 1: applyStrategy(strategy = strategy.st, portfolios = portfolio.st) ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.