[Blotter-commits] r339 - pkg/quantstrat/man

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2010-06-15 16:52:25 +0200 (Tue, 15 Jun 2010)
New Revision: 339

Modified:
   pkg/quantstrat/man/stratBBands.Rd
Log:
- add references

Modified: pkg/quantstrat/man/stratBBands.Rd
===================================================================
--- pkg/quantstrat/man/stratBBands.Rd	2010-06-15 14:36:01 UTC (rev 338)
+++ pkg/quantstrat/man/stratBBands.Rd	2010-06-15 14:52:25 UTC (rev 339)
@@ -16,23 +16,39 @@
         \item{Cl.gt.UpperBand}{type \code{\link{sigCrossover}}, if the Close price is greater than the upper band value.}
         \item{Cl.lt.LowerBand}{type \code{\link{sigCrossover}}, if the Close price is less than the lower band value.}
         \item{Cross.mid}{type \code{\link{sigCrossover}}, if the price at any point crossed the midpoint moving average.}
+        
     }
 }
 \section{Rules}{
     In this strategy, each signal has a corresponding entry or exit rule.  
     \describe{
-        \item{enter}{\itemize{
+        \item{enter} \itemize{
             \item type \code{\link{ruleSignal}}, enter a sell order at market on \code{Cl.gt.UpperBand} signal.
             \item type \code{\link{ruleSignal}}, enter a buy order at market on \code{Cl.lt.LowerBand} signal.
-        }}
-        \item{exit}{\itemize{
+        }
+        
+        \item{exit} \itemize{
             \item type \code{\link{ruleSignal}}, enter a market order to close any open position at market on \code{Cross.mid} signal.
-        }}
+        }
     }
 }
 \section{Notes}{
-    This strategy may be improved in practice by utilizing trailing entry or exit orders, or by using a different smoothing mechanism other than SMA.
+    This strategy may be improved in practice by: 
+    \itemize{
+        \item utilizing trailing entry or exit orders
+        
+        \item using a different smoothing mechanism other than SMA
+        
+        \item the addition of stop-loss rules
+    }
 }
 \usage{data('stratBBands')}
+\references{
+    \url{http://www.investopedia.com/articles/trading/07/bollinger.asp}
+    
+    \url{http://www.mysmp.com/technical-analysis/bollinger-bands.html}
+    
+    \url{http://trading-strategies.netfirms.com/trading/bollingerbandtactics.htm}
+}
 \keyword{datasets}
 \keyword{ ts } 
\ No newline at end of file