[R-SIG-Finance] Writing sell rules with quantstrat

[Brian G. Peterson]

On Wed, 2012-02-15 at 08:35 -0800, Sergey Pisarenko wrote:
> Consequently, this also causes multiple buy transactions to trigger. I
> would expect the stoplimit orders execute only when the closing price
> reaches the stoplimit order.
> 
I'll look at it more closely when I have time, but if the High goes
through your limit, you will execute at the limit.  

Regards,

   - Brian
> 
-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock