Displaying 3 results from an estimated 3 matches for "orderside".
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2011 Nov 15
0
Quantstrat; error with applyStrategy()
...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',
arguments = list(sigcol="roc.lte", sigval=TRUE, ord...
2012 Jul 24
1
quantstrat questions
...th ma160 and ma200 and exit when ma50 is below both ma160 and ma200?
#Add rules to a strategy
stratName <- add.rule(strategy = stratName,name='ruleSignal', arguments =
list(sigcol="maFast.gt.maSlow",sigval=TRUE, orderqty=100, ordertype='market', orderside='long'),type='enter')
stratName <- add.rule(strategy = stratName,name='ruleSignal', arguments =
list(sigcol="maFast.lt.maSlow",sigval=TRUE, orderqty='all', ordertype='market', orderside='long'),type='exit')
Thanks...
2011 Aug 31
0
QUANSTRAT: error with applySignal
...ns="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" )
out <- try(applyStrategy(strategy=s, port...