[R-SIG-Finance] Stop Loss orders in quantstrat

Sanjay Mansabdar sanjay.mansabdar at yahoo.com
Tue Feb 13 08:12:07 CET 2018


I am not sure how to reply to digest messages in the thread, so apologies in advance for errors
@Brian, I think there is no error with the implementation as it stands of stop limit orders. However IMHO stop loss logic is not necessarily the same thing as stop limit orders and perhaps needs to be thought of separately. I will try and follow the route you have suggested.
Thanks
Regards
	[[alternative HTML version deleted]]



More information about the R-SIG-Finance mailing list