[R-SIG-Finance] Exit Timing in Quantstrat

Damon Verial verial.damon at gmail.com
Thu Jan 7 14:45:54 CET 2016


Let's say I want to exit a certain number of days after I see a certain
candlestick pattern. How would I do this in quantstrat? I have the
candlestick pattern programming down, but I don't know how to make the exit
rule align with the candlestick pattern.

Assume I have an indicator called "candlestick." How would I assign the
signal and rule to exit X days after seeing the indicator?

Damon Verial
Office: (206) 395-3688
Skype: DamonVerial
YouTube Channel <https://www.youtube.com/channel/UChoZqpn_fLmoExx2g4KL58A>
Is Altria Group a Quality Investment?
<http://seekingalpha.com/article/3788476-is-altria-group-a-quality-investment>
I purposely keep my emails to 5 sentences or fewer - which is a miracle for
a writer.
I do this to show that I respect both your time and mine.

	[[alternative HTML version deleted]]



More information about the R-SIG-Finance mailing list