Brian G. Peterson
ph: +1.773.459.4973
im: bgpbraverock
On Thu, 2020-11-12 at 13:43 +0300, Ayhan yuksel wrote:
> One more question to solve my case
>
> We can access the parent rule?s order price using chain.price
> argument? in
> rule functions.
>
> Is it also possible to access parent rule?s order size as well? I
> searched
> but couldn't find it
>
> Assume that the parent order may take variable position size for each
> trade. It takes one long position and then adds a second long
> position
> before hitting the stop loss for the first one. After that the stop
> loss
> for the first position is hit. We need to know the position size of
> the
> first trade in writing stop loss rule. Is it possible to access the
> position size of the parent rule?
>
> Thanks for your help
> Regards
>
>
>
>
>
> On 9 Nov 2020 Mon at 11:09 Ayhan yuksel <ayhanyuksel78 at gmail.com>
> wrote:
>
> > Thank you for the clarification.
> >
> > On Sun, 8 Nov 2020 at 16:21, Ilya Kipnis <ilya.kipnis at gmail.com>
> > wrote:
> >
> > > Look at your stoploss rule and the orderqty it calls for. You
> > > actively
> > > specify orderqty = 'all'. That means to flatten the entire
> > > position.
> > >
> > > As far as a stop loss on a partial position, in your particular
> > > case, you
> > > can simply set that with a better specified orderqty argument by
> > > specifying
> > > 100 lots instead of 'all'.
> > >
> >
>
> ????????[[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at r-project.org?mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R
> questions should go.
>