add.stoplosssig: add a stop loss signal to a strategy

In Chen-Chaozong/extraquantstrat: extra functions of Quantitative Strategy Model Framework

Description

Actually, it's a special kind rules build on normal rule function. It will apply after applyStoplossSig and add stop loss rules in the rule space.

Usage

add.stoplosssig(strategy, sigcol, arguments, parameters = NULL,
  label = NULL, type = c(NULL, "stopLimit", "stopPercent", "stopVolatility",
  "stopTargetperiod"), ..., enabled = TRUE, indexnum = NULL,
  store = FALSE)

Arguments

strategy	an object of type 'strategy' to add the rule to
sigcol	name of the trade signal, must correspond to the signal lable
arguments	named list of default arguments to be passed to an stop loss rule function when executed
parameters	vector of strings naming parameters to be saved for apply-time definition
label	arbitrary text label for stop loss rule output, NULL default will be converted to '<name>.stop'
type	one of "stopLimit","stopPercent","stopVolatility","stopTargetperiod" ,for now "stopVolatility" is unavailable
...	any other passthru parameters
enabled	TRUE/FALSE whether the rule is enabled for use in applying the strategy, default TRUE
indexnum	if you are updating a specific rule, the index number in the $rules[type] list to update
store	TRUE/FALSE whether to store the strategy in the .strategy environment, or return it. default FALSE

Details

All stop rules depends on the trade signals.

Value

if strategy was the name of a strategy, the name. It it was a strategy, the updated strategy.

Chen-Chaozong/extraquantstrat documentation built on May 6, 2019, 10:10 a.m.