[Blotter-commits] r1325 - pkg/quantstrat/inst/tests

[noreply at r-forge.r-project.org]

Author: milktrader
Date: 2012-12-30 17:42:08 +0100 (Sun, 30 Dec 2012)
New Revision: 1325

Modified:
   pkg/quantstrat/inst/tests/blue.R
Log:
changed params to 10 30 for blue and moved rules around

Modified: pkg/quantstrat/inst/tests/blue.R
===================================================================
--- pkg/quantstrat/inst/tests/blue.R	2012-12-29 15:31:07 UTC (rev 1324)
+++ pkg/quantstrat/inst/tests/blue.R	2012-12-30 16:42:08 UTC (rev 1325)
@@ -29,8 +29,8 @@
 acct          = 'blueAcct'
 initEq        = 1e6
 initDate      = '1969-12-31'
-fast          = 3 
-slow          = 8
+fast          = 10 
+slow          = 30
 
 ############################# INITIALIZE ####################################
 
@@ -78,37 +78,25 @@
 blue <- add.rule(
                 strategy  = blue,
                 name      = 'ruleSignal',
-                arguments = list(sigcol    = 'fast.lt.slow',
+                arguments = list(sigcol    = 'fast.gt.slow',
                                  sigval    = TRUE,
-                                 orderqty  = 'all',
+                                 orderqty  = 100,
                                  ordertype = 'market',
                                  orderside = 'long'),
-                type      = 'exit',
-                label     = 'ExitLONG')
 
+                type      = 'enter',
+                label     = 'EnterLONG')
 blue <- add.rule(
                 strategy  = blue,
                 name      = 'ruleSignal',
-                arguments = list(sigcol     = 'fast.gt.slow',
-                                 sigval     = TRUE,
-                                 orderqty   = 'all',
-                                 ordertype  = 'market',
-                                 orderside  = 'short'),
-                type      = 'exit',
-                label     = 'ExitSHORT')
-
-blue <- add.rule(
-                strategy  = blue,
-                name      = 'ruleSignal',
-                arguments = list(sigcol    = 'fast.gt.slow',
+                arguments = list(sigcol    = 'fast.lt.slow',
                                  sigval    = TRUE,
-                                 orderqty  = 100,
+                                 orderqty  = 'all',
                                  ordertype = 'market',
                                  orderside = 'long'),
+                type      = 'exit',
+                label     = 'ExitLONG')
 
-                type      = 'enter',
-                label     = 'EnterLONG')
-
 blue <- add.rule(
                 strategy  = blue,
                 name      = 'ruleSignal',
@@ -120,6 +108,17 @@
                 type      = 'enter',
                 label     = 'EnterSHORT')
 
+blue <- add.rule(
+                strategy  = blue,
+                name      = 'ruleSignal',
+                arguments = list(sigcol     = 'fast.gt.slow',
+                                 sigval     = TRUE,
+                                 orderqty   = 'all',
+                                 ordertype  = 'market',
+                                 orderside  = 'short'),
+                type      = 'exit',
+                label     = 'ExitSHORT')
+
 ############################# APPLY STRATEGY ################################
 
 applyStrategy(blue, port, prefer='Open', verbose=FALSE)