Hello,
looking at the quantstrat demos I realized that the only use fixed orderqty.
---
stratMACROSS <- add.rule(strategy = stratMACROSS,name='ruleSignal',
arguments = list(sigcol="ma50.gt.ma200",sigval=TRUE, orderqty=100,
ordertype='market', orderside='long'),type='enter')
---
By now I kow how to implement flexible orderqtys depending on account /
portfolio equity in blotter.
But if I use quantstrat the create trades loop is hidden, is there a way
to use flexible orderqty anyway?
regards,
Immanuel
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