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Questions about Quantstrat
Rodger Dodger
·
Jan 26, 2020
·
r-sig-finance
Hi All, Ive been building a testing an intraday strategy in quantstrat Ive got most of the logic up and running fine but Im running into a road block with two issues, which I haven't found any documentation to...
refining trailing stop loss in simple trend following strategy
Rodger Dodger
·
Mar 11, 2019
·
r-sig-finance
Dear All, Im after some help with the trailing stop loss functionality in quanstrat. I have written a simple script that uses EMAs as a trend filter, enters positions based on breakouts from Donchian Channels and rides the position with...
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