osNoOp

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

timestamp

numeric quantity of the desired order,
  modified by osFUN

orderqty

text name of the portfolio to place
  orders in

portfolio

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

symbol

one of
  "risk","order","rebalance","exit","enter", see
  <code><a rd-options="" href="/link/add.rule?package=quantstrat&version=0.8.2" data-mini-rdoc="quantstrat::add.rule">add.rule</a></code>

ruletype


default function performs no operation (NoOp), returns
orderqty


Specify, build, and back-test quantitative
financial trading and portfolio strategies

Brian G Peterson

quantstrat

Quantitative Strategy Model Framework

osNoOp function

one of
  "risk","order","rebalance","exit","enter", see
  <code><a rd-options='' href='add.rule'>add.rule</a></code>

osNoOp: default order sizing function

Description

Usage

Arguments

Details