[Blotter-commits] r1207 - pkg/quantstrat/demo

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

Author: opentrades
Date: 2012-10-02 22:46:09 +0200 (Tue, 02 Oct 2012)
New Revision: 1207

Modified:
   pkg/quantstrat/demo/luxor.orderchains.R
Log:
adjusted luxor.orderchains.R to use stoplimit orders for stop-loss and stop-enter, and limit for take profit



Modified: pkg/quantstrat/demo/luxor.orderchains.R
===================================================================
--- pkg/quantstrat/demo/luxor.orderchains.R	2012-10-02 20:39:38 UTC (rev 1206)
+++ pkg/quantstrat/demo/luxor.orderchains.R	2012-10-02 20:46:09 UTC (rev 1207)
@@ -123,7 +123,7 @@
 		orderside='long',
 		ordertype='stoplimit',
 		tmult=TRUE,
-		threshold=-.stoploss,
+		threshold=.stoploss,
 		TxnFees=.txn,
 		orderqty='all',
 		orderset='ocolong'
@@ -159,7 +159,7 @@
 		orderside='long',
 		ordertype='stoptrailing',
 		tmult=TRUE,
-		threshold=-.stoptrailing,
+		threshold=.stoptrailing,
 		TxnFees=.txn,
 		orderqty='all',
 		orderset='ocolong'
@@ -210,7 +210,7 @@
 		orderside='short',
 		ordertype='limit',
 		tmult=TRUE,
-		threshold=-.takeprofit,
+		threshold=.takeprofit,
 		TxnFees=.txn,
 		orderqty='all',
 		orderset='ocoshort'
@@ -253,7 +253,7 @@
 	arguments=list(sigcol='long' , sigval=TRUE,
 		replace=FALSE,
 		orderside='long' ,
-		ordertype='stopenter',
+		ordertype='stoplimit',
 		prefer='High',
 		threshold=.th,
 		TxnFees=0,
@@ -270,9 +270,9 @@
 	arguments=list(sigcol='short', sigval=TRUE,
 		replace=FALSE,
 		orderside='short',
-		ordertype='stopenter',
+		ordertype='stoplimit',
 		prefer='Low',
-		threshold=-.th,
+		threshold=.th,
 		TxnFees=0,
 		orderqty=-.qty,
 		osFUN=osMaxPos,