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Error Setting Blotter Code

Redirecting damage to my own planeswalker align the '=' in separate equations always at the center of the page Does chilli get milder with cooking? asked 1 year ago viewed 404 times active 7 months ago Related 1Maximum position period quantstrat1quantStrat won't recognize column names1Multi-currency portfolios and accounts with R Blotter and quantstrat2Optimizing Signal Parameters with The demo has to wait for the close to drop below the SMA and then cross above it before taking a position; the blotter TAA code initiates a position on the April 2010, 14:44:32 Uhr Betreff: Re: [R-SIG-Finance] Blotter - Setting up a futures_series Sorry for being a pain in the neck but I've got another problem When running the folloing code have a peek here

The system returned: (22) Invalid argument The remote host or network may be down. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock CD: 3ms current community chat Stack Overflow Meta Stack Overflow your communities Sign up or log in to customize your share|improve this answer answered Apr 2 '15 at 1:10 Joshua Ulrich 105k13197275 Thanks Joshua! Also is it possible to add or remove symbols to a portfolio object later than initPortf? https://stat.ethz.ch/pipermail/r-sig-finance/2010q2/006110.html

The second chart shows the result of following Mebane Faber's tactical asset allocation approach using the same ETFs and time period. identifiers are for other symbols, e.g. However the symbol in the portfolio is called USDCHF. I assume this is by using the primary_id, correct? >> > correct > > >> 2.) What do I specify in the identifiers in the futures function? >> > anything or

Possible Bug in Blotter::UpdateAcct?1getSymbols with csv in Quantmod R2Quantstrat Rebalancing - Irrationally Long Running Time4What is the correct way to do a multi time frame strategy with quantstrat?1Quantstrat sigPeak error: “k Without further ado, here's the code: # This code implements the strategy found in: # Faber, Mebane T., "A Quantitative Approach to Tactical Asset Allocation." # Journal of Risk Management (Spring How should I interpret "English is poor" review when I used a language check service before submission? Your cache administrator is webmaster.

With the passing of Thai King Bhumibol, are there any customs/etiquette as a traveler I should be aware of? So TE_N9 doesn't have a row for the date '2009-01-02' which is causing this error. It took me awhile to notice that you just added one line. > svn diff blotter/R/updateAcct.R Index: blotter/R/updateAcct.R =================================================================== --- blotter/R/updateAcct.R (revision 1681) +++ blotter/R/updateAcct.R (working copy) @@ -51,6 +51,7 @@ Wolfgang Wu ----- Ursprüngliche Mail ---- Von: Brian G.

Finally, we need to set the position limits for each instrument. April 2010, 0:28:48 Uhr >> Betreff: Re: [R-SIG-Finance] Blotter - Setting up a futures_series >> >> Wolfgang Wu wrote: >> >>> Hello, >>> >>> I am playing around with blotter and Number of polynomials of degree less than 4 satisfying 5 points What's the most recent specific historical element that is common between Star Trek and the real world? Join them; it only takes a minute: Sign up R blotter: Error in get(Symbol, pos=env): object … not found up vote 0 down vote favorite 1 Ok I've read through the

Is it the value for one tick or for one point? http://stackoverflow.com/questions/29367523/quantstrat-multiple-currencies-possible-bug-in-blotterupdateacct Both observations are consistent with the conclusion in Faber's article. I guess this will happen often as there might be holidays or non trading days which might be different for different symbols (maybe trading on different exchanges, etc..). Please try the request again.

So here's my basic setup: 1 account in EUR 1 portfolio in USD So in order for this to work I have to setup an exchange rate, which I based on http://vgadownload.com/error-setting/error-setting-up-transcoder-cs4.html suppressWarnings(try(rm.strat(strategy.st), silent=TRUE)) #initialize portfolio and account initPortf(portfolio.st, symbols=symbols, initDate=initDate, currency='USD') initAcct(account.st, portfolios=portfolio.st, initDate=initDate, currency='EUR',initEq=initEq) initOrders(portfolio.st, initDate=initDate) strategy(strategy.st, store=TRUE) Then I use some indicators, signals, rules etc.... #apply strategy t1 <- Sys.time() For me, it downloads the ticker data, but gets stuck on applyStrategy (). I will do so in the future.

And it works just fine if I remove the Shiny parts. –kng229 Jul 16 '15 at 4:03 add a comment| 2 Answers 2 active oldest votes up vote 0 down vote April 2010, 14:44:32 Uhr > Betreff: Re: [R-SIG-Finance] Blotter - Setting up a futures_series > > Sorry for being a pain in the neck but I've got another problem > > So TE_N9 doesn't have a row for the date '2009-01-02' which is causing this error. http://vgadownload.com/error-setting/error-setting-listen-fd-ip-tos.html SessionInfo() R version 3.1.1 (2014-07-10) Platform: i386-w64-mingw32/i386 (32-bit) locale: [1] LC_COLLATE=English_United States.1252 [2] LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 [4] LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] stats graphics grDevices utils

The error gets thrown after the for loop so I guess the error must be in the declaration of the Exchange rate which would be in the Datasetup section.. –MichiZH Aug Peterson > http://braverock.com/brian/ > Ph: 773-459-4973 > IM: bgpbraverock > > > > -- Brian G. On the list of functions to write...

We do this via two calls to addPosLimit (one for each symbol) and we set the maximum position to 1000 shares and the minimum position to 0 shares.

All data series are total return series including dividends, updated monthly. # NOTE: For the purposes of this demo, we only use price returns. # 3. The 2008 bear market led to a 30% drawdown in this portfolio. The if clause in line 63 queries for isTRUE(invert), but invert is only created if it is actually true (see else clause line 46). Is it the value for one tick or for one point?

If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go. Peterson ; R SIG Finance > Gesendet: Donnerstag, den 29. The blotter TAA code calculates order size based on total account equity (as stored in the UnitSize object). this contact form How is the link from the contract specifications, using the future() and future_series() functions to the actual > historical data.

First, we change the add.signal calls to use sigCrossover instead of sigComparison. After my for loop I still get an error that the object 'USDCHF' cannot be found. ui.R: library(shiny) library(data.table) shinyUI(fluidPage( column(3, actionButton("do", "Submit", styleclass="primary")), column(9, wellPanel( h3("Investment Value"), dataTableOutput("calendar"))))) server.R ## Load required packages library(shiny) library(PerformanceAnalytics) library(quantstrat) library(IKTrading) # Define a server for the Shiny app shinyServer(function(input, Browse other questions tagged r blotter or ask your own question.

Are there any rules or guidelines about designing a flag? The last line will be give the error message: Error in isTRUE(invert) : object 'invert' not found Possible bug: So I decided to check out the updateAcct function try a little I'll probably add tick value to the model later this week. > > >> Thanks!!! >> > You're welcome. > > Regards, > > - Brian > > >> Wolfgang Wu Ideally, the historical instrument data will be tested with 'try' and a warning rather than a fatal error will be generated.

Redirecting damage to my own planeswalker Got the offer letter, but name spelled incorrectly Did Sputnik 1 have attitude authority? It is used to get from the price to the notional value in the listed currency. April 2010, 0:28:48 Uhr > Betreff: Re: [R-SIG-Finance] Blotter - Setting up a futures_series > > Wolfgang Wu wrote: > >> Hello, >> >> I am playing around with blotter and How would you help a snapping turtle cross the road?

If you want to post, subscribe first. >> -- Also note that this is not the r-help list where general R questions should go. >> > > -- Brian G. more stack exchange communities company blog Stack Exchange Inbox Reputation and Badges sign up log in tour help Tour Start here for a quick overview of the site Help Center Detailed [R-SIG-Finance] Blotter - Setting up a futures_series Wolfgang Wu wobwu22 at yahoo.de Thu May 6 12:23:46 CEST 2010 Previous message: [R-SIG-Finance] Blotter - Setting up a futures_series Next message: [R-SIG-Finance] Blotter All entry and exit prices are on the day of the signal at the close. # 2.

Is there a place in academia for someone who compulsively solves every problem on their own? Chess puzzle in which guarded pieces may not move How many lawn gnomes do I have? That sounds like a bug. TH "Rollbacked" or "rolled back" the edit?

The "faber" demo in the quanstrat package contains a TAA strategy but it uses a slightly different approach than the code we're trying to replicate. share|improve this answer answered Mar 13 at 17:12 Eric Hung 549 add a comment| Your Answer draft saved draft discarded Sign up or log in Sign up using Google Sign