Displaying 3 results from an estimated 3 matches for "orderqty".
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orderly
2012 Jul 24
1
quantstrat questions
Quantstrat useRs,
I have a number of questions about how to use quantstrat that I have accumulated since I have begun playing with it. First, can the orderqty be dynamic? All of the examples I have seen are based on placing an order for 100 shares when a rule is triggered. Is it possible to set it up to buy the maximum number of shares given the starting or current equity? Similar to that question, I think most examples buy 100 shares each time a buy...
2011 Nov 15
0
Quantstrat; error with applyStrategy()
...relationship="lte"),
label="roc.lte" )
# long enter
stratROC <- add.rule( stratROC,
name='ruleSignal',
arguments = list(sigcol="roc.gte", sigval=TRUE, orderqty=1,
ordertype='market', orderside='long', pricemethod='market', TxnFees=-2),
type='enter', path.dep=TRUE )
# long exit
stratROC <- add.rule( stratROC,
name='ruleSignal',...
2011 Aug 31
0
QUANSTRAT: error with applySignal
...Threshold" ,arguments=list(data=IEF ,
columns="RSI21",threshold=40,relationship="lt",cross=TRUE ),label="sortie" )
# on deifinit les regles
s=add.rule(s,name="ruleSignal",arguments=list(sigcol="entre"
,sigval=TRUE, orderqty=10 , ordertype="market" ,
orderside=NULL),type="enter")
s=add.rule(s,name="ruleSignal",arguments=list(sigcol="sortie"
,sigval=TRUE, orderqty="all" , ordertype="market" ,
orderside=NULL),type="exit" )...