title: Quantstrat Trailing stops R - algorithmic trading
abstract: I am interested in updating a monthly portfolio rebalancing algorithm with signals in R, which has been developed using quantstrat. In a nutshell, I would like to use quantstrat to set trailing stops on each buy/sell positions, which are being set on the portfolio. Additionally, I would like to rebalance the portfolio every week or month outside of quantstrat. A knowledge of quantstrat or an equivalent backtesting framework is required.
keyphrases: monthly portfolio rebalancing algorithm, algorithmic trading, quantstrat trailing, equivalent backtesting framework, sell positions, portfolio, signals, stops, nutshell, week