Extending on what Jan said, perhaps you could add a "PrevClose" column to your data and use prefer='PrevClose'
Garrett On Sun, May 13, 2012 at 2:55 PM, s p <[email protected]> wrote: > okay so that means I can't use quantstrat for strategies where the entry > and exit are on the same bar (in this case daily bar). > > I can do this in blotter - which I guess is fine. > > Thanks for the feedback. > > On Sun, May 13, 2012 at 3:46 PM, OpenTrades <[email protected]> wrote: > >> In quantstrat, if your have a signal on bar t, the rule will be executed >> at bar t+1. In your case, this means that the order will be added for the >> next day. >> >> Use the 'prefer'-argument to specify which of next day's rates (open, low, >> high, close) you want to use. >> >> >> _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
