simulateStopLimitPrices: simulateStopLimitPrices
In c3h3/QuantitativeBacktestingTools:

a function which can help you transform your forward sampling xts to data.frame

1 2	simulateStopLimitPrices(longFswXtDf, limitRatio, stopRatio, NonHitIdxValue = 1e+06)

`longFswXtDf`	a forward sampling xts with long format
`limitRatio`	limit return ratio
`stopRatio`	stop return ratio
`NonHitIdxValue`	when the price not hit stop or limit, assign this value

1 2	Xt = getSymbols('2330.TW', auto.assign = F) Xt %>% Pt2Rt %>% ForwardSlidingWindow(20) %>% FswXt2Df(index(Xt)[c(1,3,5,7,9)],longFormat=T) %>% simulateStopLimitPrices(0.06,0.06) %>% head