[R-SIG-Finance] Quantstrat OSfun
josh.m.ulrich at gmail.com
Fri Sep 18 01:10:56 CEST 2015
On Thu, Sep 17, 2015 at 12:25 PM, Harry McGraw <harrymcgraw at outlook.com> wrote:
> 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).
You need to provide a minimal, reproducible example
(http://stackoverflow.com/q/5963269/271616) to increase the
probability that someone helps you.
> Thanks in advance!
> [[alternative HTML version deleted]]
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Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
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