I have a time series of prices and I am trying to create a trading strategy. I need to stop the trade as soon as the price_cap is met. I have data stored in a database and I need to create a list that indicates all the long positions (list called long). I have tried the following, but even if the condition is met, the list continues to store value:
long = list()
for (i in 5:length(index)) {
long[i] = data$target_price[i]
if (data$target_price > price_cap){
break
}
print(long)
}
Any idea?
Thank you so much.
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