[R-SIG-Finance] questions about order price and timestamp in quantstrat
domodo
1111938 at qq.com
Thu Sep 4 07:05:31 CEST 2014
Ilya, you recommanded 'R/Finance 2013 quantstrat presentation',is it "Using
quantstrat to evaluate intraday trading strategies" by Peterson ?
I'm reading your blog, there are so many tips in it, I should read through
it before posting my questions.
PS:
2 pics in your posts are not available,
one is in the post of "Trend Vigor Part III: ATR position sizing, Annualized
Sharpe above 1.4, and Why Leverage Is Pointless"
another is in the post of "FRAMA Part IV: Continuing the Long/Short Filter
Search"
could you have a check-up and fix it ?
regards,
--
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