[Blotter-commits] r712 - pkg/quantstrat/R

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

Author: braverock
Date: 2011-08-06 17:05:52 +0200 (Sat, 06 Aug 2011)
New Revision: 712

Modified:
   pkg/quantstrat/R/orders.R
Log:
- extra roxygen

Modified: pkg/quantstrat/R/orders.R
===================================================================
--- pkg/quantstrat/R/orders.R	2011-08-06 14:57:46 UTC (rev 711)
+++ pkg/quantstrat/R/orders.R	2011-08-06 15:05:52 UTC (rev 712)
@@ -392,6 +392,11 @@
 #' @concept fill simulator
 #' @concept orders  
 #' @concept backtest
+#' 
+#' This function is meant to be sufficient for backtesting most strategies, 
+#' but would need to be replaced for production use.  It provides the interface 
+#' for taking the order book and determining when orders become trades.
+#'  
 #' @param portfolio text name of the portfolio to associate the order book with
 #' @param symbol identfier of the instrument to find orders for.  The name of any associated price objects (xts prices, usually OHLC or BBO) should match these
 #' @param mktdata an xts object containing market data.  depending on indicators, may need to be in OHLCV or BBO formats, default NULL