[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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