quantstrat Questions
3
I'm still playing around with Guy Yollins quantstrat example. In this example he buys 1000 shares of the SPY when it crosses its 10 day MA. Since we define an initial equity, is it possible to alwa...
Jaborandi asked 21/10, 2013 at 12:13
1
Here is an example of a multi-timeframe strategy I'm working on with quantstrat. Is this the correct way of doing a multi-timeframe strategy or am I doing it all wrong? I haven't come across any ot...
Piety asked 18/8, 2015 at 5:12
2
Solved
I would like to install a package when using the latest R version in RStudio.
In particular the quantstrat package
Is that possible?
This is the R latest version I have 3.4.1
my error message:
W...
Desiderata asked 3/7, 2017 at 17:47
2
I'd like to learn how to use these packages, but I cannot seem to find any vignettes that offer something other than extensive code snippets. I'd like to learn about how they all fit together...
Leper asked 21/6, 2011 at 23:47
1
I noticed that Quantstrat typically takes indicators that are based on price. However, I would like to load several indicators that have been externally calculated along with the price data. For in...
Bozovich asked 22/12, 2016 at 16:22
1
Solved
I would like to use indicators of timeframes different to the data I am using. I have seen this asked a few time but no solutions as of yet (at least for me anyway).
The below example uses daily s...
Catto asked 29/11, 2016 at 4:5
2
Solved
My quanstrat strategy returns an error which I didnt find being discussed yet.
Strategy is very simple: calculate rolling sum over given period of time. If the rolling sum is over some threshold, ...
Coats asked 23/11, 2014 at 23:29
1
Solved
I need to modify this example code for using it with intraday data which I should get from here and from here. As I understand, the code in that example works well with any historical data (or not?...
Medicament asked 17/1, 2015 at 14:9
1
Solved
Is there something in Python similar to quantstrat in R?
Sinkage asked 12/12, 2012 at 9:8
1
Solved
Much of quantstrat and the accompanying examples seem to be set around entering and exiting trades by crossing some kind of technical indicator.
However, let's say you have an arbitrary indicator ...
Aftertime asked 4/5, 2012 at 1:41
1
In quantstrat package I have located one of the main culprits for slowness of the applyRule function and wonder if there is more efficient to write the while loop. Any feedback would be helpful. Fo...
Pehlevi asked 10/10, 2011 at 12:28
1
© 2022 - 2024 — McMap. All rights reserved.