demo/luxor.sample.walk.forward.R
In braverock/quantstrat: Quantitative Strategy Model Framework
#!/usr/bin/Rscript --vanilla
#
# Jan Humme (@opentrades) - August 2012
#
# Tested and found to work correctly using blotter r1457
#
# After Jaekle & Tamasini: A new approach to system development and portfolio optimisation (ISBN 978-1-905641-79-6)
#
# Walk forward chart sample
require('quantstrat')
chart.forward.training(paste0(path.package("quantstrat"),'/data/luxor.wfa.ples.RData'))
braverock/quantstrat documentation built on Sept. 15, 2023, 11:32 a.m.
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#!/usr/bin/Rscript --vanilla
#
# Jan Humme (@opentrades) - August 2012
#
# Tested and found to work correctly using blotter r1457
#
# After Jaekle & Tamasini: A new approach to system development and portfolio optimisation (ISBN 978-1-905641-79-6)
#
# Walk forward chart sample
require('quantstrat')
chart.forward.training(paste0(path.package("quantstrat"),'/data/luxor.wfa.ples.RData'))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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