[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
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