osMaxDollar: Order Size: Max Dollar

Description Usage Arguments Value

Description

An order sizing function that limits position size based on dollar value of the position, rather than quantity of shares.

Usage

1
2
3
  osMaxDollar(data, timestamp, orderqty, ordertype,
    orderside, portfolio, symbol, prefer = "Open",
    tradeSize, maxSize, integerQty = TRUE, ...)

Arguments

tradeSize

the dollar value to transact (use negative number to sell short)

maxSize

the dollar limit to the position (use negative number for short side)

integerQty

a boolean whether or not to truncate to the nearest integer of contracts/shares/etc.

Value

a quantity to order


pdrano/IKTrading documentation built on May 6, 2019, 10:51 p.m.