Hi, I have two questions about quantstrat.
1. I am looking for an example of how to use limit order in quantstrat. I have BBO data (obviously). How do I specify limit price? Does this limit price is in absolute price or can I also specify it as number of ticks away from inside BBO, i.e. pegging? 2. I looked into interface of addPosLimit. I do not quite understand the meaning of long level or short level. Thank you so much again! Regards, Robert [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.