braverock / braverock/quantstrat

Support Order Quantity as an Indicator Column in mktdata

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feature request
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R
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Description

Support numeric or name of indicator column in `mktdata` for `orderqty` argument in `ruleSignal()`. The `orderqty` argument would then be handled the same as the `threshold` argument. It is reasonable to support this as strategies may size positions based on an indicator (e.g. volatility, signal strength, etc.).

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