[Blotter-commits] r499 - pkg/quantstrat/R

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

Author: braverock
Date: 2010-12-15 20:15:31 +0100 (Wed, 15 Dec 2010)
New Revision: 499

Modified:
   pkg/quantstrat/R/orders.R
Log:
- fix typo

Modified: pkg/quantstrat/R/orders.R
===================================================================
--- pkg/quantstrat/R/orders.R	2010-12-15 19:03:40 UTC (rev 498)
+++ pkg/quantstrat/R/orders.R	2010-12-15 19:15:31 UTC (rev 499)
@@ -131,8 +131,7 @@
 #' be useful for reporting on when stops have been triggered.
 #' 
 #' We have also modeled a 'stoptrailing' order, which may be used to model dynamic limit-based entry or exit.  
-#' If you set \code{tmult=TRUE} on a stoptrailing 
-order, the size of the threshold will be set as a 
+#' If you set \code{tmult=TRUE} on a stoptrailing order, the size of the threshold will be set as a 
 #' difference between the multiplier times the price and the current price at order entry.  in this way, a 10%
 #' trailing entry (exit) will not change in size from the current price as the price changes.  It is effectively 
 #' converted to a scalar at order entry.  While this functionality could change in the future,