Great idea, Josh. I’m looking forward to seein…
Alexis Petit - Aug 5, 2011
Great idea, Josh. I’m looking forward to seeing the next posts! I think this will help many of us make a better use of Quantstrat. Many thanks!
package quantstrat is not available (for R version 2.13.1)
need manual compilation?
Thank you for your work, really helpful!
Installing package(s) into ‘C:/Users/Res1/Documents/R/win-library/2.13’
(as ‘lib’ is unspecified)
Warning in install.packages :
package ‘quantstrat’ is not available (for R version 2.13.1)
What do I do?
arippbbc and FBSP,
There’s some issue with R-forge building quantstrat. We’re working with the R-forge maintainers to find a solution.
After I setup my windows box to compile R packages - using this link as a guide
(I did have manually add R to my system path variable.)
I was able to build blotter, FinancialInstrument, and quantstrat from source and and install it by following the directions on this post
JU if you send me an email I will send you the package tar.gz files that were created.
The Windows binary of quantstrat is now building on R-forge.
FBSP’s solution works for me.
I’m very new to R but looking at getting the Quantstrat package but i can’t manage /don’t understand the method outlined above, can anyone either explain it in layman/idiot terms or provide an alternative solution?
Just to let people know I have downloaded rtools but i didn’t understand the next instructions regarding path setup in the links provided.
Nice post, very helpful with demos and examples, thanks.
I tried running the example code directly from the post without any changing anything and I got the result that no trades were generated in:
although the Cl.gt.SMA and Cl.lt.SMA changed several times
between 0/1 in the out variable:
out <- try(applyStrategy(strategy=stratFaber, portfolios="faber”))
R version 2.15.2 from Rstudio
Am I missing somthing, or does the example simply not work
on newer versions?