Thanks Brian,

What is the dev status on the package? I see some recent activity (by you
and gsee) here:
https://r-forge.r-project.org/scm/viewvc.php/pkg/quantstrat/R/?root=blotter

Are things full steam ahead, stalled or plugging along etc?

Thanks,
bem

On Thu, Mar 1, 2012 at 9:51 AM, Brian G. Peterson <brian@braverock.com>wrote:

> On Wed, 2012-02-29 at 20:06 -0700, Ben quant wrote:
> > Hello,
> >
> > I've search all of the demo scripts (I think) and quite a bit online,
> but I
> > have not seen an example of an 'iceberg' order or a trailing entry. The
> > iceberg is listed as a supported ordertype so I suspect there is an
> example
> > out there somewhere. For the trailing entry, I was just hoping there was
> an
> > example I could see out there somewhere.
>
> Not that I know of (at least, I haven't written one)
>
> Icebergs, as documented, will ack like a limit order at your shown
> quantity, when filled, they will enter a new order for the same shown
> quantity at the same price.  When I wrote them, I had access to a better
> (proprietary) fill simulator, so I'm not sure how much use they would be
> with the default quantstrat fill simulation, YMMV.
>
> For trailing orders, all I can say is 'try them'.
>
> > On a different note, my company has quite a bit of historical fundamental
> > data I can use. I was thinking if I put the fundamental data in the same
> > format as the other indicators I could make rules based on the
> fundamental
> > data and backtest price and fundamental data. Or is this not possible?
>
> Sure you can, just add columns to your market data objects, then
> inidcator and signal functions will be able to utilize them.
> Alternately, have your custom indicator and signal functions look things
> up in whatever repository you have locally.
>
> > I'm brand new to the quantstrat package. Still getting my head around it.
> > Cool package so far.
>
> Regards,
>
>   - Brian
>
> --
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
>
>

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