[R-SIG-Finance] How to move stoplimit thresholds?

Heiko Stegmann h.stegmann at onlinehome.de
Sun Nov 27 18:40:13 CET 2011


Dear all,

after having placed a stoplimit order in quantstrat, how can its 
threshold be changed later on?

Example: I have placed a market order together with a stoplimit order at 
some threshold. As soon as the trade has moved into the positive by a 
certain amount, I would like to move the stoplimit closer to the entry 
price.

I would be very grateful if somebody could provide an example. Thank you.

Heiko



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