[R-SIG-Finance] Buying at Current Close Price

Diego Peroni diegoperoni at vodafone.it
Sat Mar 4 19:12:10 CET 2017


Hi everybody,

can help me to understand exactly how this rule works?

add.rule(my.strategy, name='ruleSignal',
          arguments = list(sigcol='upTrend', sigval=TRUE,
                           replace=TRUE,
                           prefer='open',
                           orderside='long',
                           ordertype='stoplimit',
order.price=quote(mktdata$close[timestamp]),
                           orderqty=1,
                           time.in.force=180),
          type='enter',
          label='LE')

More in detail if price is 100,00$ at signal time (timestamp), does this 
rule buy JUST if price will be 100,00$ or MORE within 3 minutes after 
current bar?

Does prefer='open' anticipate buying if price is the same at next open bar?

Thanks in advance for your help

Regards

Diego



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