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

Brian G. Peterson brian at braverock.com
Wed Feb 15 17:41:22 CET 2012

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.  


   - Brian
Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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