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

[Brian G. Peterson]

On Sun, 2011-11-27 at 18:40 +0100, Heiko Stegmann wrote:
> 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.

It seems like you are describing a 'stoptrailing' order type.


-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock