stopLimit: generate a limit stop loss signal

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

Description

generate a limit stop loss signal

Usage

stopLimit(sigcol, label, data = mktdata, column, limit, type = c("static",
  "dynamic"), orderside = c("long", "short"), offset1 = 0, offset2 = 0,
  ...)

Arguments

sigcol	the column name of a trade signal
label	text label to apply to the output
data	data to apply
column	named column to apply stop loss signal
limit	limit loss of price
type	one of c("static","dynamic")
orderside	one of c("long","short") the orderside of the trade signal
offset1	numeric offset to be added to the first column prior to comparison
offset2	numeric offset to be added to the second column prior to comparison
...	any other passthru parameters

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