[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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