Hi all this is mainly directed to the developers of the great "quantstrat" package. I am happy to continue this conversation with any of them individually.
I have been backtesting some strategies on quantstrat. In order to take them live (through the ibrokers package) I have recently begun to write my own versions of some key quantstrat functions, i.e. applyStrategy, applyRules and ruleOrderProc (addOrder is to follow) One thing I have been looking at is how to make the "applyRules" function process only one timestamp at a time (process all rules only for one specific marketdata timestamp). I consider my solution to this problem to be a rather ugly fix that I would really like to avoid, since essentially it looks like the "applyRules" function has already been designed for that sort of thing, but the implementation seems to be buggy or I just don't understand it. I am asking for some help from the list. I have attached my slightly modified version of "applyRules" and am hoping to get some comments that will make me "see the light" here. Thanks and best regards Soren
IBapplyRules.r
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