[R-SIG-Finance] quantstrat - stop loss and stop trailing:

[Stephen Choularton]

Hi and thanks.

  I had noticed these but I am having difficulty in understand the 
'mechanics'.

  I notice the column names in mktdata are:

AAPL.Open 	AAPL.High 	AAPL.Low 	AAPL.Close 	AAPL.Volume 	AAPL.Adjusted 
macd 	signal 	signal.gt.zero 	signal.lt.zero


when I have stoplimit live.     I can see where everything but 'signal' 
comes from.  Can anyone advise what puts it there ?  I was guessing 
add.signal calls did this.

macd.R attached

Stephen Choularton Ph.D., FIoD

On 23/02/2011 1:44 AM, Brian G. Peterson wrote:
> On 02/22/2011 02:16 AM, Stephen Choularton wrote:
>> Hi
>>
>> Can anyone point me to examples of using stop loss and stop trailing
>> with maCross?
>>
>
> There are examples of both 'stoplimit' and 'stoptrailing' orders in 
> the 'macd' demo.
>
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