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

Ilya Kipnis ilya.kipnis at gmail.com
Mon Jan 29 20:45:11 CET 2018


They go in your rules, not in the applyStrategy call, to my knowledge.

On Mon, Jan 29, 2018 at 2:30 PM, Andre Mikulec <andre_mikulec at hotmail.com>
wrote:

> 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
>
>
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

	[[alternative HTML version deleted]]



More information about the R-SIG-Finance mailing list