[R-SIG-Finance] Exit Timing in Quantstrat

[Brian G. Peterson]

use lag() as your signal function.

e.g.

x<-xts(sample(c(rep(0,5),1),100,replace=TRUE),as.Date(1:100))
cbind(x,lag(x,-5))

the second column demonstrates your signal column.

Regards,

Brian

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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