More rule mechanics

Financial Trading in R

Ilya Kipnis

Professional Quantitative Analyst and R programmer

More arguments to ruleSignal

orderqty
ordertype
orderside

Using add.rule()

add.rule(strategy.st, name = "ruleSignal", 
         arguments = list(sigcol = "filterexit", 
                          sigval = TRUE, 
                          orderqty = "all", 
                          ordertype = "market",
                          orderside = "long", ... ),
         type = "exit")

Let's practice!

Financial Trading in R