[R-SIG-Finance] Exit Order By Current Position Info
diegoperoni at vodafone.it
Fri Apr 22 18:31:37 CEST 2016
Thank you Brian
> 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:
>> 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
>> 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
> Fundamentally, you need ordersets and chained orders. We covered all of
> this in great detail in our quantstrat seminar a few years ago at
> 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.
> Brian G. Peterson
> Ph: 773-459-4973
> IM: bgpbraverock
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