2010/3/28 David L. Van Brunt, Ph.D. <dlvanbrunt@gmail.com>

> For the life of me, I don't know why this is eluding me...
>
> I'm trying to add a variable into a time series (have quote data added via
> quantmod).  I've added technical indicators, but now want a column that
> will
> reflect the trailing stop value for that day, given a starting date and
> trade value, and a given trailing stop.
>
>
Hi David

You can easy calculate your stop rules and keep this with trade value etc.
columns. Please see the blotter package. You can add new columns with your
risk model end exit rules in addTxn() and updatePortf() and initPortf()
functions or you can keep this as a new object in portfolio object - get an
eyeful of turtles.R code in blotter's demo and updateStrat() function.

Best regards
daniel

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