[R-SIG-Finance] Need help getting stop-loss and take-profit orders to work with indicators

Ilya Kipnis ilya.kipnis at gmail.com
Wed Aug 6 20:50:34 CEST 2014


Alright, here's a code that contains the absolute bare minimum. It's a
simple SMA5/SMA10 crossover strategy, with an entry a stoplimit on
seeing the signal, and an exit of the price immediately crossing below
the SMA10, mid-bar. I'm trying to set a stop loss on the second SMA. I
removed all of my additional functions. It's probably user error on my
part, but I'm simply asking how I achieve what I'm trying to do.

Thanks.

-Ilya

On Wed, Aug 6, 2014 at 12:50 PM, Mark Knecht <markknecht at gmail.com> wrote:
> On Wed, Aug 6, 2014 at 9:43 AM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:
>> Ah. Yeah, I'm using the latest R-forge version. But the issue I have
>> exists beyond that.
>>
>
> You replied to me only, which is fine.
>
> I would _strongly_ suggest that if your just learning quantstrat
> (which I don't use but I responded to you as I've meant for a long
> time to start learning) then try to minimize the example code down to
> the bare minimum to create the error you want to ask about. A lot of
> folks post complete examples to this list like you did and don't get
> much of a response.
>
> Just my input, and as I say, I'm interested in the subject but not
> such that I want to install lots of development packages as they might
> have bugs that mess up other things I'm doing.
>
> HTH,
> Mark
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