quantstrat (version 0.8.2)

getPosLimit: get position and level limits on timestamp

Description

get position and level limits on timestamp

Usage

getPosLimit(portfolio, symbol, timestamp)

Arguments

portfolio

text name of the portfolio to place orders in

symbol

identifier of the instrument to place orders for. The name of any associated price objects (xts prices, usually OHLC) should match these

timestamp

timestamp coercible to POSIXct that will be the time the order will be inserted on

See Also

addPosLimit,osMaxPos