Fungsi penentuan ukuran order

Perdagangan Finansial dengan R

Ilya Kipnis

Professional Quantitative Analyst and R programmer

Apa itu rules?

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

Tentukan jumlah beli/jual jika orderqty tidak digunakan
Buat ukuran order dinamis, berbeda dari ukuran statis orderqty

Apa itu rules?

add.rule(strategy.st, name = "ruleSignal", 
         arguments = list(sigcol = "filterexit", 
                          sigval = TRUE, orderqty = "all", 
                          ordertype = “market”,
                          orderside = "long",
                          replace = FALSE, prefer = Open”, 
                          osFUN = ..., tradeSize = ..., 
                          maxSize = ...),
         type = "exit")

Apa itu rules?

add.rule(strategy.st, name = "ruleSignal", 
         arguments = list(sigcol = "filterexit", 
                          sigval = TRUE, 
                          ordertype = “market”,
                          orderside = "long",
                          replace = FALSE, prefer = Open”, 
                          osFUN = ..., tradeSize = ..., 
                          maxSize = ...),
         type = "exit")

Fungsi ukuran order dalam daftar argumen yang sama di ruleSignal
Mirip dengan apply()

Ayo berlatih!

Perdagangan Finansial dengan R