[R-SIG-Finance] quantstrat help

[Joshua Ulrich]

On Fri, Oct 17, 2014 at 4:37 AM, Raghuraman Ramachandran
<optionsraghu at gmail.com> wrote:
> Dear guRus
>
> I am trying to understand the quantstrat package. My signal is very
> simple. I want to buy if daily close > 2% of open and vice versa. But
> my signals produce consecutive 1s (when market is going higher) and
> -1s (when market is going lower) so I want to avoid buying (or
> selling) more if already bought or sold.
>
Then only take the first signal.  If you want more specific
instructions about how to do that, then provide more specific details
about your problem (e.g. your actual code).

> My question is:
> Is it possible to tell quantstrat a) Please do not buy if already
> bought and if a new buy signal appears and b) Please buy even though
> if already bought and a new signal appears.

a) Yes.
b) Yes.

> Also, when a leave a trailing stop which takes precedence? A trailing
> stop or a new signal on the opposite side and is it possible to change
> this precedence please?
>
Rules are processed in the order described in the Details section of
?add.rule.  You can change the order, but it is strongly discouraged
because it's very easy to create unrealistic behavior if you modify
the order incorrectly.

> Sincere thanks for the guidance,
> Raghu
>

--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com