Created
June 16, 2012 13:25
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quantstrat implementation of bumblebee rules
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| bee <- add.rule( | |
| strategy = bee, | |
| name='ruleSignal', | |
| arguments = list(sigcol="fast.gt.up", | |
| sigval=TRUE, | |
| orderqty=100, | |
| ordertype='market', | |
| orderside='long', | |
| osFUN='osMaxPos'), | |
| type='enter') | |
| bee <- add.rule( | |
| strategy = bee, | |
| name='ruleSignal', | |
| arguments = list(sigcol="fast.lt.dn", | |
| sigval=TRUE, | |
| orderqty='all', | |
| ordertype='market', | |
| orderside='long'), | |
| type='exit') | |
| bee <- add.rule( | |
| strategy = bee, | |
| name='ruleSignal', | |
| arguments = list(sigcol="fast.lt.dn", | |
| sigval=TRUE, | |
| orderqty=-100, | |
| ordertype='market', | |
| orderside='short', | |
| osFUN='osMaxPos'), | |
| type='enter') | |
| bee <- add.rule( | |
| strategy = bee, | |
| name='ruleSignal', | |
| arguments = list(sigcol="fast.gt.up", | |
| sigval=TRUE, | |
| orderqty='all', | |
| ordertype='market', | |
| orderside='short'), | |
| type='exit') |
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