[R-SIG-Finance] Quantstrat OSfun

[Joshua Ulrich]

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