[R-SIG-Finance] quantstrat parameter prefer = 'Open" question

Andre Mikulec andre_mikulec at hotmail.com
Mon Jan 29 20:30:02 CET 2018


Hello,

I am using quantstrat.

I have noticed that the prefer argument is acceptable to be sent in many functions.

I would like make a 'decision to buy' based on yesterday's Closing price.
I would like to *actually buy* this morning at today's Opening price.

In https://github.com/braverock/quantstrat
based on what I have seen, and debugged/traced through
in the demos and sandbox directories' *.R files
the case seems that ( in for example demo/faber.R )

1.
I *would not* send the parameter "prefer = 'Open'"
to add.rule.
So my add.rule would look like add.rule(. . . sigCrossover . . .)

2.
I *would* send the parameter "prefer = 'Open'"
to applyStrategy
So my applyStrategy would look like applyStrategy(. . . , prefer = 'Open', . . .)

Are 1. and 2. true?
If not true, what would I need to do?
What function calls with "prefer = 'Open'" would be needed?

Thanks,
Andre Mikulec
Andre_Mikulec at Hotmail.com



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