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

Mark Knecht markknecht at gmail.com
Wed Aug 6 21:14:03 CEST 2014


Please share the changes to the code for others that come later!

Cheers,
Mark

On Wed, Aug 6, 2014 at 12:12 PM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:
> 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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