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[blotter] Log of /pkg/quantstrat/demo/luxor.orderchains.R
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Log of /pkg/quantstrat/demo/luxor.orderchains.R

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Revision 1376 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 21 23:41:11 2013 UTC (6 years, 5 months ago) by milktrader
File length: 6125 byte(s)
Diff to previous 1370
stubbed new in_test blocks

Revision 1370 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jan 17 20:58:10 2013 UTC (6 years, 5 months ago) by milktrader
File length: 6168 byte(s)
Diff to previous 1358
all demos have 2 commented out test blocks that authors will need to uncomment

Revision 1358 - (view) (download) (annotate) - [select for diffs]
Modified Tue Jan 15 14:52:28 2013 UTC (6 years, 5 months ago) by milktrader
File length: 5655 byte(s)
Diff to previous 1231
moved GBPUSD dir to inst/extdata and modified refs to /data in luxor* files

Revision 1231 - (view) (download) (annotate) - [select for diffs]
Modified Fri Oct 26 21:07:53 2012 UTC (6 years, 7 months ago) by opentrades
File length: 5668 byte(s)
Diff to previous 1230
- various improvements in paramsets.R
- load.strategy() and save.strategy()
- stop() if isMaxPos() called but PosLimit==NULL
- luxor.exists.R creates and stores luxor.RData strategy object in file
- luxor.{StopLoss,StopTrailing,TakeProfit}.R now using stored strategy luxor.RData
- some more documentation


Revision 1230 - (view) (download) (annotate) - [select for diffs]
Modified Mon Oct 22 23:21:13 2012 UTC (6 years, 8 months ago) by opentrades
File length: 5497 byte(s)
Diff to previous 1207
minor changes to orderchains.R
added some demo's:
- luxor.exits.R contains code for the paramsets
- luxor.StopLoss.R computes stop-loss paramset
- luxor.StopTrailing.R computes stop-trailing-loss paramset
- luxor.TakeProfit.R computes take-profit paramset


Revision 1207 - (view) (download) (annotate) - [select for diffs]
Modified Tue Oct 2 20:46:09 2012 UTC (6 years, 8 months ago) by opentrades
File length: 5548 byte(s)
Diff to previous 1198
adjusted luxor.orderchains.R to use stoplimit orders for stop-loss and stop-enter, and limit for take profit


Revision 1198 - (view) (download) (annotate) - [select for diffs]
Modified Thu Sep 27 23:43:08 2012 UTC (6 years, 8 months ago) by opentrades
File length: 5552 byte(s)
Diff to previous 1161
- implemented stopenter orders
- modified luxor.orderchains.R to use stopenter orders


Revision 1161 - (view) (download) (annotate) - [select for diffs]
Modified Thu Sep 6 16:33:35 2012 UTC (6 years, 9 months ago) by opentrades
File length: 5586 byte(s)
Diff to previous 1155
fixed OHLC stoptrailing orders in quantstrat
demo/luxor.orderchains.R now also demonstrating StopTrailing orders


Revision 1155 - (view) (download) (annotate) - [select for diffs]
Modified Wed Sep 5 15:04:57 2012 UTC (6 years, 9 months ago) by opentrades
File length: 4877 byte(s)
Diff to previous 1152
corrected data dir for demo


Revision 1152 - (view) (download) (annotate) - [select for diffs]
Added Tue Sep 4 19:27:09 2012 UTC (6 years, 9 months ago) by opentrades
File length: 4877 byte(s)
added support for orderchains in add.rule() - see: demo/luxor.orderchains.R
removed "entry" ruletype


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