[R-SIG-Finance] how to use all the cumulative equities in the account to buy

[Gambulator Gambulator]

I did this and it seems to work fine.

osMaxEquity <- function(timestamp, orderqty, portfolio, symbol, ruletype,
...)
{
  updatePortf(portfolio, symbol,
Dates=paste('::',as.Date(timestamp),sep=''))
  Posn = getPosQty(portfolio, symbol, timestamp)
  if (Posn!=0){
   orderqty=0
   return (orderqty)
  }
  cumPL <- sum(getPortfolio(portfolio)$symbols[[symbol]]$posPL$
Net.Trading.PL)
  totalEquity=initEq+cumPL
  closePrice <- as.numeric(Cl(mktdata[timestamp,]))
  orderqty=totalEquity/closePrice
  print(orderqty)
  return(orderqty)
}


I don't know why print does not print anything out though

On Tue, Aug 4, 2015 at 6:26 PM, Gambulator Gambulator <gambulator at gmail.com>
wrote:

> Say I am trading SPY and started with 100k. I would like to have my first
> trade to buy whatever number of shares SPY I can buy. Then let's say I made
> money and my account now has 200k, I want my next trade to use 200k and buy
> whatever SPY I can buy and if I lose money then I would use whatever the
> leftover is to do the next trade.
>
> I see people talking about using the rebalance function to do that and
> then I see people mentioning percentRisk function but I can't quite figure
> out how to call these functions properly. Perhaps they are for portfolio
> with more than 1 stock and requires asset allocation type of rebalancing.
>
> Is there an out of the box function that would buy using my current equity
> ? If not, anyone has a custom one that I can use ? After doing some
> googling, some people suggest that we can just add the P&L to the initial
> capital and figure out the current equity. Is that the way to go ?
>

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