[R-SIG-Finance] Exit Order By Current Position Info

[Diego Peroni]

Thank you Brian

Diego

> On 22 apr 2016, at 18:03, Brian G. Peterson <brian at braverock.com> wrote:
> 
>> On Fri, 2016-04-22 at 17:26 +0200, Diego Peroni wrote:
>> Hello,
>> 
>> I'd like to integrate my strategy creating a Stop Loss Order that must 
>> be sent to the market if my current Open Position reach N points up 
>> (profit).
>> 
>> So this rule must evaluate: Open Price Position, Side Position and Quantity.
>> 
>> Which is the best way to add this behaviuor to my strat?
>> In which component do I have to work?
>> In case does exist a working example?
> 
> 
> Work through the luxor examples that replicate Tomasini.
> 
> The takeprofit examples are luxor.5.strategy.ordersets.R and
> luxor.6.paramset.takeprofit.R
> 
> Fundamentally, you need ordersets and chained orders.  We covered all of
> this in great detail in our quantstrat seminar a few years ago at
> R/Finance:
> 
> http://www.rinfinance.com/agenda/2013/workshop/Humme+Peterson.pdf
> 
> don't cut and paste code out of the slides.  The demo scripts are
> updated to adjust for changes in R and the required packages, the slides
> are obviously static.
> 
> Regards,
> 
> Brian
> 
> -- 
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
> 
> 
> 
>