Displaying 1 result from an estimated 1 matches for "pricemethod".
2011 Nov 15
0
Quantstrat; error with applyStrategy()
...;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, orderqty='all',...