Skip to content
Prev 12870 / 15274 Next

quantstrat - model transactions on specific dates

On 10/09/2014 03:05 PM, Mark Knecht wrote:
It seems to me that the simplest thing would be to just establish your 
initial portfolio.

Initialize the portfolio, then construct a data.frame for the txnData 
argument of addTxns.

Call addTxns before calling applyStrategy.

Alternately, you could modify sigFlatten to essentially do the opposite, 
and initiate on a certain time.

Regards,

Brian