[R-SIG-Finance] [R] Txnfees function in quantstrat

[Brian G. Peterson]

On Wed, 2011-08-31 at 21:01 +0900, 이원재 wrote:
> Hi,
> According to the documentation, the argument 'TxnFees' in 'ruleSignal' is numeric fees (usually negative) or function name for calculating TxnFees (processing happens later, not in this function) in quantstrat packages,
> In the case of using function for 'TxnFees' argument, how can I get the value of the orderprice and orderqty from transactions.
> And, can you show me an example to use function for 'TxnFees' argument?
> Wonjae Lee

TxnFees is passed to addTxn in blotter. See example TxnFees function
pennyPerShare in blotter.

Regards,

   - Brian

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Brian G. Peterson
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