[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
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