[Blotter-commits] r289 - pkg/quantstrat/demo
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Mar 16 16:29:48 CET 2010
Author: braverock
Date: 2010-03-16 16:29:48 +0100 (Tue, 16 Mar 2010)
New Revision: 289
Modified:
pkg/quantstrat/demo/00Index
Log:
- update descriptions
Modified: pkg/quantstrat/demo/00Index
===================================================================
--- pkg/quantstrat/demo/00Index 2010-03-16 14:38:55 UTC (rev 288)
+++ pkg/quantstrat/demo/00Index 2010-03-16 15:29:48 UTC (rev 289)
@@ -1,2 +1,2 @@
-BBands Build a simple Bollinger Bands strategy using one indicator, two signals, and two trade rules
-faber A simple long term trend model using a 10-month SMA on a small portfolio of ETFs
+BBands Build a simple Bollinger Bands strategy using one indicator, three signals, and three trade rules
+faber demonstrate a simple long term trend model using a 10-month SMA on a small portfolio of ETFs based on Mebane Faber paper
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