generate a percent stop loss signal
1 2 3 |
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 |
percent |
max percent loss |
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 |
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