On Wed, Mar 9, 2016 at 7:58 AM, Peter Neumaier <peter.neuma...@gmail.com> wrote: > Josh thanks for your lighting fast answer and it works pretty good! > > Just one newbie question: why does the BBand simulation run without > the parallel package and without initialization for doParallel() ? > Because it's not strictly necessary and is a potential complication. Look at the source file for the demo, and you'll see comments about how to run it in parallel.
> Thanks > Peter > > On Wed, Mar 9, 2016 at 12:50 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> > wrote: >> >> On Wed, Mar 9, 2016 at 6:47 AM, Peter Neumaier <peter.neuma...@gmail.com> >> wrote: >> > Hi everyone, >> > >> > I have created a signal based on BBands with >> > >> > add.indicator(strat.st, name = "BBands", >> > arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), >> > label='BBands') >> > >> > and passing my BBand parameters with: >> > out <- applyStrategy(strat.st, "opt",parameters=list(sd=1,n=20)) >> > >> > I have not found any documentation online on how to optimise >> > SD and N (when called with applystrategy). Is it possible at all or >> > am I going the wrong direction? >> > >> See the demo: >> R> demo("bbandParameters", package="quantstrat") >> >> > >> > Many Thanks >> > Peter >> > >> > [[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. >> >> >> >> -- >> Joshua Ulrich | about.me/joshuaulrich >> FOSS Trading | www.fosstrading.com >> R/Finance 2016 | www.rinfinance.com > > -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2016 | www.rinfinance.com _______________________________________________ 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.