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Oct 21st, 2018
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  1. bee <- add.rule(
  2. strategy = bee,
  3. name='ruleSignal',
  4. arguments = list(sigcol="fast.gt.up",
  5. sigval=TRUE,
  6. orderqty=100,
  7. ordertype='market',
  8. orderside='long',
  9. osFUN='osMaxPos'),
  10.  
  11. type='enter')
  12. bee <- add.rule(
  13. strategy = bee,
  14. name='ruleSignal',
  15. arguments = list(sigcol="fast.lt.dn",
  16. sigval=TRUE,
  17. orderqty='all',
  18. ordertype='market',
  19. orderside='long'),
  20. type='exit')
  21.  
  22.  
  23. bee <- add.rule(
  24. strategy = bee,
  25. name='ruleSignal',
  26. arguments = list(sigcol="fast.lt.dn",
  27. sigval=TRUE,
  28. orderqty=-100,
  29. ordertype='market',
  30. orderside='short',
  31. osFUN='osMaxPos'),
  32. type='enter')
  33. bee <- add.rule(
  34. strategy = bee,
  35. name='ruleSignal',
  36. arguments = list(sigcol="fast.gt.up",
  37. sigval=TRUE,
  38. orderqty='all',
  39. ordertype='market',
  40. orderside='short'),
  41. type='exit')
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