[R-SIG-Finance] Quantstrat stoplimit orders not triggered
Brian G. Peterson
brian at braverock.com
Thu Jul 21 22:20:30 CEST 2011
On Thu, 2011-07-21 at 13:12 -0700, microlino wrote:
> Ok, it seems the stoplimit orders are only filled if the signal
> condition is TRUE. So how can I keep them open after the last
> corresponding market order has been placedand the signal is FALSE from
> then on??
Reproducible example please? It makes it much easier for me to debug if
you have an example.
- Brian
More information about the R-SIG-Finance
mailing list