Skip to content
Prev 13470 / 15274 Next
Original Raw

Help activating stop loss order.

Amod Karve (अमोद) 
Hey All,

 For the life of me I can't figure out why my stop loss order is not
getting triggered. I am trying to play around with a simple Trend vigor
strategy as illustrated in Ilya kipnis's blog. Everything else works except
for the stop loss order which doesn't seem to take effect. I can't even see
the stop loss in my order book (I see it only if I set type='risk' instead
of chain).

Could someone help me figure out where the problem might be?

Attached please find the code.

Thanks
amod
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20150827/90a9d0a4/attachment.html>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: elhers_tvi.r
Type: application/octet-stream
Size: 4478 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20150827/90a9d0a4/attachment.obj>

Thread (2 messages)

Amod Karve (अमोद) Help activating stop loss order. Aug 26 Amod Karve (अमोद) Help activating stop loss order. Aug 26