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[blotter] Log of /pkg/quantstrat/man/ruleSignal.Rd
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Log of /pkg/quantstrat/man/ruleSignal.Rd

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Revision 1445 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Apr 23 22:23:04 2013 UTC (6 years, 6 months ago) by braverock
File length: 5075 byte(s)
Diff to previous 1404
- add tradeOrderStats
- update roxygen docs
- update NAMESPACE

Revision 1404 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Feb 26 15:05:56 2013 UTC (6 years, 8 months ago) by opentrades
File length: 4932 byte(s)
Diff to previous 1403
- renamed ruleSignal() order.price parameter to chain.price (to pass fill price in chained orders)
- added new order.price parameter to ruleSignal() to force the order.price, ignoring mktdata etc, to allow for stop prices that are not related to chain order fill price


Revision 1403 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Feb 25 22:33:57 2013 UTC (6 years, 8 months ago) by opentrades
File length: 4621 byte(s)
Diff to previous 1303
- bug fix: fill price of parent order is now passed down the chain to children, so eg. stop-loss can be calculated correctly relative to fill price


Revision 1303 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Dec 18 23:52:12 2012 UTC (6 years, 11 months ago) by opentrades
File length: 4469 byte(s)
Diff to previous 1271
first draft for walk.forward.R


Revision 1271 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Nov 28 19:02:51 2012 UTC (6 years, 11 months ago) by braverock
File length: 4468 byte(s)
Diff to previous 1261
- add offsets for sigComarison/sigCrossover
- update roxygen docs
- bump version

Revision 1261 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Nov 22 02:43:21 2012 UTC (6 years, 11 months ago) by opentrades
File length: 4469 byte(s)
Diff to previous 1238
introduced 'revoked' order status
changed ruleCancel() to ruleRevoke(); revokes all open orders when pos==0
useful eg. with timespan in add.rule() to close open enter orders at end of day


Revision 1238 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sun Nov 4 14:50:22 2012 UTC (7 years ago) by opentrades
File length: 4468 byte(s)
Diff to previous 1237
support for orderqty='trigger' to kick in new orderchain


Revision 1237 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sat Nov 3 16:47:18 2012 UTC (7 years ago) by braverock
File length: 4087 byte(s)
Diff to previous 1195
- fix support for 'rebalance' rules
- minor documentation updates

Revision 1195 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Sep 26 23:09:09 2012 UTC (7 years, 1 month ago) by opentrades
File length: 4081 byte(s)
Diff to previous 1066
- implemented support for mktdata column containing threshold values
- fixed bug in stoptrailing nextIdx computation from dindex


Revision 1066 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sat Jun 23 16:46:05 2012 UTC (7 years, 4 months ago) by braverock
File length: 4200 byte(s)
Diff to previous 1048
- fixes to better handle orderqty=='all' and defer processing until ruleOrderProc
- remove check for order crossing through zero, that's handed in blotter now
- update roxygen documentation
- bump version

Revision 1048 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Jun 14 21:05:50 2012 UTC (7 years, 5 months ago) by braverock
File length: 4256 byte(s)
Diff to previous 1026
- update docs

Revision 1026 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri May 18 17:40:23 2012 UTC (7 years, 6 months ago) by braverock
File length: 3963 byte(s)
Diff to previous 985
- add rule.order option to applyRules
- update roxygen docs
- bump version

Revision 985 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sun Mar 25 17:07:06 2012 UTC (7 years, 7 months ago) by braverock
File length: 3822 byte(s)
Diff to previous 843
- update roxygen docs

Revision 843 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Nov 10 21:19:48 2011 UTC (8 years ago) by gsee
File length: 3733 byte(s)
Diff to previous 739
typo in docs: maker --> active

Revision 739 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Aug 25 20:00:10 2011 UTC (8 years, 2 months ago) by braverock
File length: 3731 byte(s)
Diff to previous 724
- update roxygen documentation

Revision 724 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Aug 10 16:26:41 2011 UTC (8 years, 3 months ago) by braverock
File length: 3732 byte(s)
Diff to previous 625
- update roxygen docs
- raise dependency for xts to latest stable
- bump version

Revision 625 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sat Jun 11 17:42:13 2011 UTC (8 years, 5 months ago) by braverock
File length: 3602 byte(s)
Diff to previous 522
- update pricemethod based on feedback from Garrett See
- update roxygen docs
- bump version

Revision 522 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sun Jan 2 14:46:43 2011 UTC (8 years, 10 months ago) by braverock
File length: 3436 byte(s)
Diff to previous 434
- updates to docs to pass R CMD check
- bump version

Revision 434 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Oct 28 16:41:12 2010 UTC (9 years ago) by braverock
File length: 3354 byte(s)
Diff to previous 423
- apply dimension reduction to path dependent rules with signature like ruleSignal
- skip indices where we don't need to do anything, process every index while we have open orders
- update docs

Revision 423 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Oct 18 21:10:17 2010 UTC (9 years, 1 month ago) by braverock
File length: 3305 byte(s)
Diff to previous 422
- add risk rules and stoptrailing support for higher frequency bars
- add timespan parameter for ISO-8601 time subset rule execution
- update docs
- minor as.numeric bug fixes

Revision 422 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Oct 14 19:26:32 2010 UTC (9 years, 1 month ago) by braverock
File length: 3294 byte(s)
Diff to previous 396
- add iceberg order type
- impute side in osMaxPos if necessary
- minor typo/bug fixes
- update docs

Revision 396 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Sat Sep 18 21:04:55 2010 UTC (9 years, 2 months ago) by braverock
File length: 2944 byte(s)
Diff to previous 369
- update documentation

Revision 369 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Aug 12 11:44:00 2010 UTC (9 years, 3 months ago) by braverock
File length: 2534 byte(s)
Diff to previous 353
- set default for data param in signals and rules, should simplify strat creation
- update docs
- revise demos to conform to new defaults

Revision 353 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Jul 16 17:44:32 2010 UTC (9 years, 4 months ago) by braverock
File length: 2532 byte(s)
Diff to previous 351
- smarter handling of orderqty='all'
- better handling of 'prefer' argument
- update documentation

Revision 351 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Jul 13 17:15:56 2010 UTC (9 years, 4 months ago) by braverock
File length: 2399 byte(s)
Diff to previous 342
- update docs

Revision 342 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Jun 15 17:47:23 2010 UTC (9 years, 5 months ago) by braverock
File length: 2389 byte(s)
Diff to previous 269
- updates to pass R CMD check

Revision 269 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Feb 26 14:54:16 2010 UTC (9 years, 8 months ago) by braverock
File length: 2385 byte(s)
Diff to previous 247
- update roxygen docs
- updates to pass R CMD check

Revision 247 - (view) (download) (as text) (annotate) - [select for diffs]
Added Tue Feb 16 22:23:10 2010 UTC (9 years, 9 months ago) by braverock
File length: 1846 byte(s)
- add trade rules and position sizing functions + docs for same

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