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Webinar: An Introduction To R for Trading w/Ilya Kipnis
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Webinar: An Introduction To R for Trading w/Ilya Kipnis

  #101 (permalink)
Trading Apprentice
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IlyaKipnis View Post
Can you tell me what head(mktdata) shows?

 
Code
> head(mktdata)
           SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
1998-01-02    97.31    97.66   96.53     97.56    2360900        73.02
1998-01-05    97.84    98.44   96.78     97.78    4191800        73.19
1998-01-06    97.25    97.28   96.19     96.22    3154900        72.02
1998-01-07    96.09    96.72   95.22     96.47    4424200        72.21
1998-01-08    96.31    96.31   95.38     95.62    3831000        71.57
1998-01-09    95.25    95.50   91.91     92.31   10258800        69.09
           atr.atrx   EMA.rsi SMA.quickMA SMA.filterMA upTrend
1998-01-02       NA        NA          NA           NA      NA
1998-01-05       NA        NA          NA           NA      NA
1998-01-06       NA 12.359551          NA           NA      NA
1998-01-07       NA 31.578947          NA           NA      NA
1998-01-08       NA 12.676056       96.73           NA      NA
1998-01-09       NA  2.238806       95.68           NA      NA
           rsiThresh1 rsiThresh2 longEntry1 longEntry2 exitLongNormal
1998-01-02         NA         NA         NA         NA             NA
1998-01-05         NA         NA         NA         NA             NA
1998-01-06          0          0         NA         NA             NA
1998-01-07          0          0          0          0             NA
1998-01-08          0          0          0          0             NA
1998-01-09          1          1         NA         NA             NA
           exitLongFilter
1998-01-02             NA
1998-01-05             NA
1998-01-06             NA
1998-01-07             NA
1998-01-08             NA
1998-01-09             NA

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  #102 (permalink)
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Really strange. I'm not sure if it's an issue with the mac. Maybe Mike might have answers.

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  #103 (permalink)
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I ran the script in post #99 above, but got these messages;

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Lolu


Last edited by lolu; September 10th, 2014 at 02:07 PM. Reason: Typo error
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  #104 (permalink)
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If anyone is interesting in R and needs/wants some help, there's a course on R sponsored by O'Reilly at codeschool.

Code School - Try R

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  #105 (permalink)
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watching the webinar right now.

great job so far -

thank you very much

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  #106 (permalink)
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Tip


Would everyone please reply and give specific comments about what you would like to see for "Part 2" of this webinar series with @IlyaKipnis?




Thx,

Mike

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  #107 (permalink)
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Big Mike View Post
Tip


Would everyone please reply and give specific comments about what you would like to see for "Part 2" of this webinar series with @IlyaKipnis?




Thx,

Mike

I would love to see pairs trading systems and development in R. Initialization, Optimization, Walk Forward etc...

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  #108 (permalink)
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simple installation guide

@IlyaKipnis thanks for the webinar.
after reading all this thread still i can't install your packages and would love to have a simple step by step guide.
i am using win 7 with r 3.1.1
here are my errors.

> install_github(repo"IKTrading", username = "IlyaKipnis”)
Error: unexpected string constant in "install_github(repo"IKTrading""
> install_github(repo"DSTrading", username = "IlyaKipnis”)
Error: unexpected string constant in "install_github(repo"DSTrading""
> install.packages("TTR", repos="http://R-Forge.R-project.org")
package ‘TTR’ is available as a source package but not as a binary

Warning in install.packages :
package ‘TTR’ is not available (for R version 3.1.1)

thanks

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  #109 (permalink)
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giladbi View Post
@IlyaKipnis thanks for the webinar.
after reading all this thread still i can't install your packages and would love to have a simple step by step guide.
i am using win 7 with r 3.1.1
here are my errors.

> install_github(repo"IKTrading", username = "IlyaKipnis”)
Error: unexpected string constant in "install_github(repo"IKTrading""
> install_github(repo"DSTrading", username = "IlyaKipnis”)
Error: unexpected string constant in "install_github(repo"DSTrading""
> install.packages("TTR", repos="http://R-Forge.R-project.org")
package ‘TTR’ is available as a source package but not as a binary

Warning in install.packages :
package ‘TTR’ is not available (for R version 3.1.1)

thanks

For the first two, look at the code you wrote.
For TTR, I told Windows users to go down to 3.0.3

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  #110 (permalink)
Market Wizard
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Excellent Intro Webinar.


Big Mike View Post
How many of you are brand new to R, vs seasoned/experienced?
Mike

I had just started looking at R several months ago and then did the Coursera course on Machine Learning which required Octave so i dropped it. I had been trying to improve my Octave skills but after watching this I may switch back to R.


emerson View Post
Thanks a lot for this webinar Mike. I'm currently taking the Coursera R Programming course & I'm looking for new ways on how to incorporate it in my trading. Will check out his blog.

Is it any good? I recently finished the Coursera Machine Learning course and was very impressed. I'm now looking for something new to learn.


Big Mike View Post
Tip

Would everyone please reply and give specific comments about what you would like to see for "Part 2" of this webinar series with @IlyaKipnis?


I suspect people would be interested in seeing how you would use R to optimize parameters, although I suspect (again) that it just involves adding loop's around your strategy code.

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