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[blotter] Diff of /pkg/quantstrat/demo/luxor.6.paramset.stoptrailing.R
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Diff of /pkg/quantstrat/demo/luxor.6.paramset.stoptrailing.R

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revision 1457, Tue May 7 20:46:47 2013 UTC revision 1458, Tue May 7 21:07:07 2013 UTC
# Line 2  Line 2 
2  #  #
3  # Jan Humme (@opentrades) - August 2012  # Jan Humme (@opentrades) - August 2012
4  #  #
5  # Tested and found to work correctly using blotter r1230  # Tested and found to work correctly using blotter r1457
6  #  #
7  # From Jaekle & Tamasini: A new approach to system development and portfolio optimisation (ISBN 978-1-905641-79-6)  # After Jaekle & Tamasini: A new approach to system development and portfolio optimisation (ISBN 978-1-905641-79-6)
8  #  #
9  # compute StopTrailing percentage for various paramsets  # compute StopTrailing percentage for various paramsets
10    

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