[R-SIG-Finance] Quantstrat Position Accounting System: Netting vs Hedging Systems

Ayhan yuksel @yh@nyuk@e|78 @end|ng |rom gm@||@com
Mon Nov 9 09:09:21 CET 2020

Thank you for the clarification.

On Sun, 8 Nov 2020 at 16:21, Ilya Kipnis <ilya.kipnis using gmail.com> wrote:

> Look at your stoploss rule and the orderqty it calls for. You actively
> specify orderqty = 'all'. That means to flatten the entire position.
> As far as a stop loss on a partial position, in your particular case, you
> can simply set that with a better specified orderqty argument by specifying
> 100 lots instead of 'all'.

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