[R-SIG-Finance] Questions about Quantstrat

Rodger Dodger dodgerdodger12 @end|ng |rom gm@||@com
Sun Jan 26 18:40:36 CET 2020

Hi All,

Ive been building a testing an intraday strategy in quantstrat Ive got most
of the logic up and running fine but Im running into a road block with two
issues, which I haven't found any documentation to help me anywhere in the
forum histories.

1. Because its an intraday system, I want to limit the total number of
trades the system attempts to execute on any given day. How would I best
approach this?

2. I would like to introduce dynamic position sizing where the size of the
position is determinedly the distance between the entry level and the stop
level and targets risking a fixed percentage of the account equity. Again,
Im at a loss as to where to start with this.

If anyone is able to give me some pointers I'd be extremely grateful.

Many thanks.

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