[R-SIG-Finance] quanstrat rule to exit same day close (using daily data)

[Brian G. Peterson]

On Tue, 2012-05-15 at 09:45 -0700, algotr8der wrote:
> Hi Brian - I think that change would be desirable. Not sure what everyone in
> your development team thinks. 

OK, it's a one or two line change (order of rule execution) , I'll work
on it.

Jan Humme (opentrades) has a patch basically completed that will allow
multiple trades on the same bar, though things may of course happen 'out
of order' depending on the order of rule evaluation operations.

Regards,

   - Brian 

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