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setting quantstrat stoplimit threshold to a signal value
bb01100100
·
Jun 30, 2011
·
r-sig-finance
Hello, I am testing a simple strategy in quantstrat, whereby I would like to set a 'stoplimit' order equal to 75% of the Donchian Channel range. If the Donchian Channel is as follows: a. low = 92.20 b. high = 110...
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