On Mon, Apr 4, 2016 at 7:24 AM, Peter Neumaier <peter.neuma...@gmail.com> wrote: > Hi all, I am trying to rbind monthly futures to a continuous time series to > be run through an algo strategy. The problem here is that data is > overlapping, i.e. my Feb contract trades for 6 weeks and when I rbind with > my March data I get an overlap for last two weeks of Jan. > > How can I create a time series that is continuous, not overlapping and > useable in quantstrat (i.e. XTS format)? I am not posting any code as it > would be really one single rbind statement. > Even though the code may be simple, you still would be more likely to receive help if you provide a minimal reproducible example of the issue. In this case, the data are not simple, and most people will not take the time to construct sample data in order to attempt to reproduce the issue you describe.
> 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 _______________________________________________ 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.
