[R-SIG-Finance] quantstrat & flexible orderqty

Immanuel mane.desk at googlemail.com
Thu Mar 3 11:18:28 CET 2011


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?


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