R 中的金融交易
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 时取消其他信号,否则为 FALSE
prefer:选择入场价位
R 中的金融交易