osNoOp: default order sizing function

In redmode/quantstrat: Quantitative Strategy Model Framework

Description

default function performs no operation (NoOp), returns orderqty

Usage

osNoOp(timestamp, orderqty, portfolio, symbol, ruletype, ...)

Arguments

timestamp	timestamp coercible to POSIXct that will be the time the order will be inserted on
orderqty	numeric quantity of the desired order, modified by osFUN
portfolio	text name of the portfolio to place orders in
symbol	identifier of the instrument to place orders for. The name of any associated price objects (xts prices, usually OHLC) should match these
...	any other passthru parameters
ruletype	one of "risk","order","rebalance","exit","enter", see add.rule

Details

if orderqty 'all', will only work on an exit rule type, otherwize orderqty is zero.

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