[R-SIG-Finance] quantstrat & flexible orderqty

[Immanuel]

Hello,

looking at the quantstrat demos I realized that the only use fixed orderqty.
---
stratMACROSS <- add.rule(strategy = stratMACROSS,name='ruleSignal', 
arguments = list(sigcol="ma50.gt.ma200",sigval=TRUE, orderqty=100, 
ordertype='market', orderside='long'),type='enter')
---
By now I kow how to implement flexible orderqtys depending on account / 
portfolio equity in blotter.
But if I use quantstrat the create trades loop is hidden, is there a way 
to use flexible orderqty anyway?

regards,
Immanuel