[R-SIG-Finance] Quantstrat OSfun

Harry McGraw harrymcgraw at outlook.com
Thu Sep 17 19:25:02 CEST 2015

Hi members!

I have problems with creating an order sizing function (OSfun) in Quantstrat.I've added a column in the mktdata-object, called "allocation". I want to use the current value (for example -0.15) to calculate the order size (for example -0.15 * tradeSize). 

Thanks in advance! 		 	   		  
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