okay so that means I can't use quantstrat for strategies where the entry
and exit are on the same bar (in this case daily bar).

I can do this in blotter - which I guess is fine.

Thanks for the feedback.

On Sun, May 13, 2012 at 3:46 PM, OpenTrades <jan@opentrades.nl> wrote:

> In quantstrat, if your have a signal on bar t, the rule will be executed
> at bar t+1. In your case, this means that the order will be added for the
> next day.
>
> Use the 'prefer'-argument to specify which of next day's rates (open, low,
> high, close) you want to use.
>
>
>
> On 12-05-12 23:45, algotr8der wrote:
>
>> I am trying to backtest a strategy that requires an exit on the close
>> (same
>> day as the entry).  I have searched through Rmetrics and stackoverflow and
>> found the following post:
>>
>> http://stackoverflow.com/**questions/10441614/quantstrat-**
>> in-r-setting-a-date-based-**exit-signal<http://stackoverflow.com/questions/10441614/quantstrat-in-r-setting-a-date-based-exit-signal>
>>
>> Brian Peterson said the following:
>>
>>  quantstrat, as described in the manual, is a signals-based framework. It
>>> is
>>>
>> not designed for filters based trades really.
>>
>>  You could do what you want by using the delay argument to your exit rule.
>>>
>> Set the delay to be one day, and the prefer
>> argument to prefer a different price column.
>>
>>  I'm not going to write it for you, but that is enough information to
>>> solve
>>>
>> your problem.
>>
>> Now this was a solution to exit at a future time stamp. I want to exit the
>> *same* day (I am using daily data for my test) which is why I'm not sure
>> if
>> setting a delay really works for what I want to do. Is this at all
>> possible?
>>
>> Appreciate the direction.
>>
>>
>> --
>> View this message in context: http://r.789695.n4.nabble.com/**
>> quanstrat-rule-to-exit-same-**day-close-using-daily-data-**tp4629612.html<http://r.789695.n4.nabble.com/quanstrat-rule-to-exit-same-day-close-using-daily-data-tp4629612.html>
>> Sent from the Rmetrics mailing list archive at Nabble.com.
>>
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>>
>
> --
> Jan Humme - OpenTrades
>
> WWW:     http://www.opentrades.nl
> Email:   jan at opentrades dot nl
> Twitter: @opentrades
>
>
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