[R-SIG-Finance] quantstrat - trailingStop offsets?
Mark Knecht
markknecht at gmail.com
Mon Oct 13 16:29:02 CEST 2014
Good morning,
Base question: Are there any quantstrat examples showing how to set
a minimum profit target before a trailing stop kicks in?
For example, for a risk stop of 5% and a trailing stop of 3%, I
don't want to the trailing stop to be executed until I have met a
minimum profit of at least 2% resulting in a maximum approximate loss
of 1% if the trailing stop executes.
I don't see anything in addOrder to do that but I suspect there's
someway to handle it.
Thanks,
Mark
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