[R-SIG-Finance] blotter updatePortf

[Cameron McLean]

Hi Josh, Ilya

Is there example code you can share or an existing demo in quantstrat
that shows how to update the portfolio equity curve and size future
orders based on the current amount?

A simple example would be something similar to the faber demo where he
invests 20% of equity in each of the 5 asset classes (currently the
faber demo buys and sells lots of 500 shares) or a more complex
example could be using a indicator such as ATR to size trades based on
risk.

thanks
Cam