Quantstrat OSfun
On Thu, Sep 17, 2015 at 12:25 PM, Harry McGraw <harrymcgraw at outlook.com> wrote:
Hi members! I have problems with creating an order sizing function (OSfun) in Quantstrat.I've added a column in the mktdata-object, called "allocation". I want to use the current value (for example -0.15) to calculate the order size (for example -0.15 * tradeSize).
You need to provide a minimal, reproducible example (http://stackoverflow.com/q/5963269/271616) to increase the probability that someone helps you.
Thanks in advance!
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