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Quantstrat; error with applyStrategy()
2011 Nov 15
0
Quantstrat; error with applyStrategy()
...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',...