quantstrat parameter prefer = 'Open" question
Here "prefer = 'Open' is shown https://github.com/braverock/quantstrat/blob/b32907739c1aca80cb9a49de79a980e1b9922bc5/demo/rocema.R # * using prefer='Open' on next bar applyStrategy(s, p, parameters=list(nEMA=.ema,nROC=.roc,nTREND=.trend), verbose = FALSE, prefer='Open') Here "prefer = High/Low" are shown https://timtrice.github.io/backtesting-strategies/stop-loss.html#add-rules-1 add.rule(. . ., prefer = "High", . . .) Thanks, Andre Mikulec Andre_Mikulec at Hotmail.com
From: Ilya Kipnis <ilya.kipnis at gmail.com>
Sent: Monday, January 29, 2018 2:45 PM
To: Andre Mikulec
Cc: r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] quantstrat parameter prefer = 'Open" question
Sent: Monday, January 29, 2018 2:45 PM
To: Andre Mikulec
Cc: r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] quantstrat parameter prefer = 'Open" question
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<mailto: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<mailto: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.