braverock / braverock/quantstrat
Support Order Quantity as an Indicator Column in mktdata
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feature request
- Dominant language
- R
- Stars
- 310
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- 121
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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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