initOrders: initialize order container

In redmode/quantstrat: Quantitative Strategy Model Framework

Description

This function sets up the order container by portfolio.

Usage

initOrders(portfolio = NULL, symbols = NULL, initDate = "1999-12-31", ...)

Arguments

portfolio	text name of the portfolio to associate the order book with
symbols	a list of identifiers of the instruments to be contained in the Portfolio. The name of any associated price objects (xts prices, usually OHLC) should match these
initDate	date (ISO8601) prior to the first close price given in mktdata, used to initialize the order book with a dummy order
...	any other passthrough parameters

Details

If no symbols list is provided (the default) the function will attempt to retrieve the symbols list from the portfolio in the trade blotter.

redmode/quantstrat documentation built on May 27, 2019, 4:04 a.m.