[R-SIG-Finance] quantstrat maCross demo problem
hifin
hifin at live.com
Fri Jul 13 03:53:25 CEST 2012
Thanks Brian. Setting orderqty='all' on the exit side solves the problem.
just wonder if this is a solution for this demo only or if it will cause
other problems when the strategy is more complicated.
For the root cause, a previous thread mentioned a problem of how applyRules
handle the order of order types ("entry", "exit", etc). The thread is here
http://r.789695.n4.nabble.com/quantstrat-tp3208477p3237429.html
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