[R-SIG-Finance] quantstrat - problems with ordersize function

Andreas Mikkelsen andreas.mikkelsen at stud.hibo.no
Tue Apr 17 10:54:41 CEST 2012


Hi,

First Brian and Garrett, thanks for your replies. We managed to modify the
script and get it to work for our needs as well as implementing a loop
function to add more than one pair at a time. 

I'm attaching the script in case it is something there is something you may
use. The last part is not very elegant, as I am a beginner R user. However
it seems to be doing what I want.

Best regards,

Andreas Mikkelsen http://r.789695.n4.nabble.com/file/n4564066/PairTrade-X.R
PairTrade-X.R 

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