[R-SIG-Finance] Exit Timing in Quantstrat

Brian G. Peterson brian at braverock.com
Thu Jan 7 14:52:35 CET 2016

use lag() as your signal function.



the second column demonstrates your signal column.



On Thu, 2016-01-07 at 22:45 +0900, Damon Verial wrote:
> 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
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Brian G. Peterson
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