[R-SIG-Finance] Basket stop loss implementation quantstrat

[Aaron]

Is it possible to implement a basket or portfolio stoploss in quantstrat? That is, I would like to trade a number of symbols simultaneously and use accumulated p/l across all symbols as a global stoploss/take profit.

I have not seen any examples of this in quanstrat, likely as this method of position management is normally seen in foreign exhange trading and not stocks.

Is it possible to do or would it require getting a list of possible entry prices for all symbols and performing post-hoc  position managent?

Cheers,
BobbyT

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