Dear all,

I  tried to change the Faber demo from quantstrat to include transaction
fees but without success. The original rule is:

stratFaber <- add.rule(stratFaber, name='ruleSignal',arguments =
list(sigcol="Cl.gt.SMA", sigval=TRUE, orderqty=1000,ordertype='market',
orderside='long', pricemethod='market'), type='enter',path.dep=TRUE)

my idea was just to include TxnFees as an argument, but this was
ineffective:

stratFaber <- add.rule(stratFaber, name='ruleSignal',arguments =
list(sigcol="Cl.gt.SMA", sigval=TRUE, orderqty=1000,ordertype='market',
orderside='long', pricemethod='market'),TxnFees=-5,
type='enter',path.dep=TRUE)

Any ideas of how this work?

Thanks,

Andre

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