[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 21:12:15 CEST 2014


Fixed! I wasn't specifying my parent on the entry. But the
exit-on-indicator works now. Got it, all clear.

On Wed, Aug 6, 2014 at 2:50 PM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:
> 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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