[R-SIG-Finance] Partial profits and moving SL to breakeven in Quantstrat

oliver o||ver@d| @end|ng |rom gm@||@com
Fri Nov 27 07:17:19 CET 2020


Is there any other way to instruct R to take half position size at first TP
and move the new SL to breakeven?

I currently take 2 runs to do this.

First run: with SL and 1st TP
Second run: with SL and no TP (Closes when indicators give signal)


Afterwhich, I merge the results of both runs.

Would appreciate some reference to achieve this.

Position size is not fixed but based on ATR (package: IKTrading)

Oliver

	[[alternative HTML version deleted]]



More information about the R-SIG-Finance mailing list