Walkforward.R: Implemented fix for out of bounds script and incorrect trading period… #94
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… suggested by N0talent - see issue braverock#90 braverock#90
…errors later on, especially in chart.forward, but may need some more work
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could you give some more context for your pull request @randomjohn ? There are multiple whitespace-only changes included in your pull request, and no examples of what you think you are fixing. More context would make this eawsier to evaluate. Thanks. |
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Hi Brian,
Yes, when I tried a walk forward analysis on a very basic strategy (fast MA crosses above slow MA for entry and crosses below again for exit), I received an error message Error in [.xts(symbol.data, testing.start.v) : subscript out of bounds.
This also occurs if you run the luxor.8.walk.forward demo included with quantstrat.
This issue is noted in some detail in Issue #90: #90
The PR simply implements the suggested solution there.
Please let me know if there is anything else.
Regards,
John
From: Brian G. Peterson <[email protected]>
Sent: Sunday, November 4, 2018 2:27 PM
To: braverock/quantstrat <[email protected]>
Cc: John Johnson <[email protected]>; Mention <[email protected]>
Subject: Re: [braverock/quantstrat] Walkforward.R: Implemented fix for out of bounds script and incorrect trading period… (#94)
could you give some more cotext for your pull request @randomjohn<https://github.com/randomjohn> ?
There are multiple whitespace-only changes included in your pull request, and no examples of what you think you are fixing.
More context would make this eawsier to evaluate.
Thanks.
—
You are receiving this because you were mentioned.
Reply to this email directly, view it on GitHub<#94 (comment)>, or mute the thread<https://github.com/notifications/unsubscribe-auth/AAF1VdzEz58gLvwkkG6ncUgbpnKYyvv8ks5urz-VgaJpZM4YM185>.
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I think this issue has been addressed in other commits. Closing. Thanks for the work, it was useful to me in resolving the final issue I was aware of on the length of the training periods. |
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… suggested by N0talent - see issue #90 #90