Hi everyone, I am trying to test a strategy with random parameters that change every month as some kind of a benchmark to compare my other strategies against. This strategy is applied to the same instrument every month. I tried to make a loop with applystrategy(), where in each iteration the different random parameter values are passed, and the next month's data is used. The first iteration is executed without problems but I cannot make the next iterations work.
I want to be able to use chart.Posn(), tradeStats() (in consolidated form), chart.ME(), getOrderBook(), getTxns() with the consolidated strategy backtest. How should I go about doing this? No code is necessary for an answer, but I appreciate it if there is. Just outline/plan of the code is sufficient. Thank you. [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org 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.