[R-SIG-Finance] stoplimit market price with OHLC

[Diego Peroni]

Hi All,

my strategy exit an open position with a simple Signal based on 1 minute 
OHLC bars.

This is my exit rule:

add.rule(qs.strategy, name='ruleSignal',
          arguments=list(sigcol='upTrend', sigval=TRUE,
                         replace=TRUE,
                         orderside='short',
                         ordertype='market',
                         orderqty='all',
                         orderset='ocoshort'
          ),
          type='exit',
          label='ExitShort',
          enabled=TRUE)

My question is: which price quantstrat use to sell market by default?
- Current Bar Close Price?
- Next Bar Open Price?
- Next Bar "worst"/"best" Price?

Thanks in advance

Diego