[R-SIG-Finance] Quantstrat - Entering a limit order below the open price

[Smith Jimmy]

I'm wanting to enter a limit order at a set percentage below the open price
if that's possible with Quantstrat.

I'm not sure if I have set this out correctly but here is an example. I was
trying to set the limit 1% below the open price.

I'm not quite sure how to use order.price to achieve this.

add.rule(strategy.st, name="ruleSignal",
         arguments=list(sigcol="longentry", sigval=TRUE, ordertype="limit",
                        orderside="long", replace=FALSE, prefer="Open",
order.price=mktdata*(0.99),tmult=TRUE, orderqty=tradeSize,
osFUN=osMaxDollar, tradeSize=tradeSize,
                        maxSize=tradeSize),
         type="enter", path.dep=TRUE, label="enterlong")

I'd ideally like to have a trailing stop that would be based on the
executed price.

add.rule(strategy.st, name="ruleSignal", arguments=list(sigcol="longentry",
                                                        sigval=TRUE,

ordertype="stoptrailing",
                                                        orderside="long",
                                                        replace=FALSE,
                                                        orderqty="all",
                                                        threshold=0.05,
                                                        tmult=TRUE,
                                                        TxnFees=-2,

orderset="ocolong"),
         type="chain",
         parent="enterlong",
         label="stopLossLong",
         path.dep=TRUE,
         enable=TRUE)

Any advice would be much appreciated. At this point this strategy doesn't
produce any errors but it also doesn't trade.

Thank you in advance.

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