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

Heiko Stegmann h.stegmann at onlinehome.de
Sun Nov 27 19:37:05 CET 2011


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

Hello Brian,

well.. I am not sure. There seem to be many different definitions of 
trailing stops. I suppose a stoptrailing order to constantly trail the 
stop as long as the price is moving away from it. What I want to do is 
to trail the stop only once, e.g., when the trade has reached break-even.

The quantstrat documentation on stoptrailing orders is not clear to me 
in this respect. Is moving the stop only once what stoptrailing orders 
in quantstrat are doing?

Heiko



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