Rで学ぶ金融トレーディング
Ilya Kipnis
Professional Quantitative Analyst and R programmer
add.rule(strategy.st, name = "ruleSignal",
arguments = list(sigcol = "filterexit",
sigval = TRUE, orderqty = "all",
ordertype = "market",
orderside = "long",
replace = FALSE, prefer = "Open"),
type = "exit")
replace: TRUE なら他のシグナルをキャンセル、FALSE なら維持
prefer: 約定価格の基準
Rで学ぶ金融トレーディング