Hi,
I've encountered a problem in quanstrat framework, in case I want to trade
not just signalCrossovers (or better said, the modified version of a
Crossover).
Specifically i would like to e.g. go Long if Price>MovingAverage and Exit
if Price<MovingAverage.
This means, that if we have on a <b>starting </b>day Price>MovingAverage
(not a crossover, just "above"), i want the system to buy immediately on a
starting day. However, just once.
If i tried sigComparison, this solved the problem with trading immediately
on a starting day, but started trading <b>anytime</b> a
Price>MovingAverage (every day in a row).
To sum up, I need to know how to modify sigCrossover to trade also in case
"ABOVE" (not just crossover, e.g. on a start day if condition is met) or
how to modify sigComparison to make only 1 Long order (not every day the
condition is met, only on 1st and then not until Exit is made).