Nothing
# Parameter example for BBands demo
###############################################################################
require(foreach,quietly=TRUE)
require(iterators)
require(quantstrat)
# example parallel initialization for doParallel. this or doMC, or doRedis are
# most probably preferable to doSMP
#require(doParallel)
#registerDoParallel() # by default number of physical cores -1
demo('bbands',ask=FALSE)
strategy.st='bbands'
### User Set up pf parameter ranges to test
.nlist = 10:40
.sdlist = 1:4
# number of random samples of the parameter distribution to use for random run
.nsamples = 10
add.distribution(strategy.st,
paramset.label = 'BBparams',
component.type = 'indicator',
component.label = 'BBands', #this is the label given to the indicator in the strat
variable = list(n = .nlist),
label = 'nFAST'
)
add.distribution(strategy.st,
paramset.label = 'BBparams',
component.type = 'indicator',
component.label = 'BBands', #this is the label given to the indicator in the strat
variable = list(sd = .sdlist),
label = 'nSLOW'
)
results <- apply.paramset(strategy.st,
paramset.label='BBparams',
portfolio.st=portfolio.st,
account.st=account.st,
nsamples=.nsamples,
verbose=TRUE)
stats <- results$tradeStats
print(stats)
##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
# book = getOrderBook(port)
# stats = tradeStats(port)
# rets = PortfReturns(acct)
################################################################
###############################################################################
# R (http://r-project.org/) Quantitative Strategy Model Framework
#
# Copyright (c) 2009-2012
# Peter Carl, Dirk Eddelbuettel, Brian G. Peterson, Jeffrey Ryan, and Joshua Ulrich
#
# This library is distributed under the terms of the GNU Public License (GPL)
# for full details see the file COPYING
#
# $Id: bbands.R 1097 2012-07-01 00:30:39Z braverock $
#
###############################################################################
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