Specify time segment to calculate indicator and trade ?

hi,guys.
quantstrat is very powerful and convient when coding strategy and backtest
it with indicator and pre-define price pattern.but i'm not familiar with
specify the strategy to trade in a segment of trading-time,below are two
cases:
1)establish position from 10:00 to 14:00 only,and close position with
technical exits

2)get the highest and lowest price of the first hour of a day

for example,the strategy below is about price and single sma cross over.
for case 1,i should store price series' date&time in varible 'datetime' as:
[code]
datetime <- as.POSIXlt(index(C))
[/code]

set entry time segment as:
[code]
entrytime1 <- 10
entrytime2 <- 14
[/code]

and add some code below to judge whether the entry signal is in trading time
:
[code]
signal <- ifelse(lag(C)>lag(MA) & lag(C,2)<lag(MA,2),1,
                 ifelse(lag(C)&lt;lag(MA) &amp; lag(C,2)>lag(MA,2),-1,0))

signal <- ifelse(signal>0 & datetime$hour>entrytime1 &
datetime$hour<entrytime2,1,0)
signal &lt;- ifelse(signal&lt;0 &amp; datetime$hour>entrytime1 &
datetime$hour<entrytime2,-1,0)
[/code]

but the code above is not so elegant at all,and low-efficient.

for the case 2,i should code a function to calculate the first hour's
highest &amp; lowest price of each day,my idea in this function is similiar
to code for case 1,that's, store price series's date&amp;time as a POSIXlt
variable 'datetime',and judge whether hour == 10,min == 15,sec==0,but this
idea is also rough and low-efficient.

any help or tips please ?

below is the example strategy

[code]
library(blotter)
library(quantstrat)

#initialize environtments
currency(&quot;USD&quot;)
startdate &lt;- '2012-01-18 09:14:00'
finaldate &lt;- '2012-01-19 15:14:00'

future(&quot;if2&quot;, currency = &quot;USD&quot;, multiplier = 300,
tick_size = 0.2)
Sys.setenv(TZ = &quot;UTC&quot;)
rm(list=ls(envir=.blotter),envir=.blotter)
b.strategy &lt;- &quot;strategy&quot;

try(rm(list=ls(pos=.blotter),pos=.blotter),silent=TRUE)
initPortf(b.strategy, &quot;if2&quot;, initDate = startdate)
initAcct(b.strategy, portfolios = b.strategy, initDate = startdate, initEq =
1000000)

ifBAC2 &lt;- read.table(&quot;C:/ifBAC2.csv&quot;, head = F, sep =
&quot;,&quot;)
coredata &lt;- ifBAC2[3:6]
rownames(coredata) &lt;- as.POSIXlt(paste(ifBAC2[,1],ifBAC2[,2]))
ifxts &lt;- as.xts(coredata)
colnames(ifxts) &lt;-
c(&quot;open&quot;,&quot;high&quot;,&quot;low&quot;,&quot;close&quot;)
if2 &lt;- ifxts['2012-01-18 09:15:00/2012-01-19 15:14:00']
if2$SMA15 &lt;- SMA(Cl(if2),15)

#custom theme
myTheme &lt;- chart_theme()
myTheme$col$dn.col &lt;- &quot;lightgreen&quot;
myTheme$col$up.col &lt;- &quot;red&quot;
myTheme$col$dn.border &lt;- &quot;grey&quot;
myTheme$col$up.border &lt;- &quot;grey&quot;

MA &lt;- if2$SMA15
C &lt;- Cl(if2)
O &lt;- Op(if2)

#trading signal judgement
signal &lt;- ifelse(lag(C)>lag(MA) & lag(C,2)<lag(MA,2),1,
                 ifelse(lag(C)&lt;lag(MA) &amp; lag(C,2)>lag(MA,2),-1,0))
signal[is.na(signal)] <- 0

#Bar-by-bar treatment
for( i in 1:nrow(if2) )
{
  currentDate <- time(if2)[i]

  equity<-getEndEq(b.strategy, currentDate)
  Posn <- getPosQty(b.strategy, Symbol='if2', Date=currentDate)
  #cat(as.character(i),"position on current bar is ",Posn, append = FALSE)

  if(!is.na(MA[i]))
  {
    if( Posn == 0 & signal[i] == 1 ) { #no marketposition, and long signal
occurs
      #long entry
      openprice <- as.double((Op(if2[currentDate])))
      unitsize <- abs(as.numeric(trunc(equity/(openprice*300*0.15))))
      addTxn(b.strategy, Symbol='if2', TxnDate=currentDate,
             TxnPrice=openprice, TxnQty = unitsize ,
TxnFees=-openprice*300*0.00005*unitsize, verbose = F)
    }
    else if( Posn != 0 & signal[i] == -1 ) {
      #exit position
      openprice <- as.double((Op(if2[currentDate])))
      unitsize  <- abs(getPosQty(b.strategy, Symbol='if2',
Date=currentDate))
      addTxn(b.strategy, Symbol='if2', TxnDate=currentDate,
             TxnPrice=openprice, TxnQty = -unitsize ,
TxnFees=-openprice*300*0.00005*unitsize, verbose = F)
    }
  }

  updatePortf(b.strategy, Dates = currentDate)
  updateAcct(b.strategy, Dates = currentDate)
  updateEndEq(b.strategy, Dates = currentDate)
}

chart.Posn(b.strategy, Symbol = "if2", theme = myTheme, TA =
"add_SMA(n=15,col=4)")

txns <- getTxns(Portfolio = b.strategy, Symbol = "if2")
tstats <- tradeStats(Portfolio = b.strategy, Symbol = "if2")
[/code]

data format is as below

[code]

2012/1/18       9:15:00 2577.6  2580.6  2573.6  2577.2
2012/1/18       9:16:00 2577.2  2583.6  2577    2583.2
2012/1/18       9:17:00 2583.4  2583.8  2580.6  2580.8
2012/1/18       9:18:00 2580.8  2581.4  2576.4  2577
2012/1/18       9:19:00 2577    2582    2576.6  2580.4
2012/1/18       9:20:00 2580.4  2581.4  2578.2  2581
2012/1/18       9:21:00 2580.8  2580.8  2578.8  2580
2012/1/18       9:22:00 2580.2  2581    2579.4  2579.8
2012/1/18       9:23:00 2580    2584.4  2579.8  2583.6
2012/1/18       9:24:00 2583.8  2585.2  2576    2576.2
2012/1/18       9:25:00 2577    2579.8  2576.8  2579
2012/1/18       9:26:00 2578.8  2584.2  2578.8  2581.2
2012/1/18       9:27:00 2581    2582.2  2580.6  2581.6
2012/1/18       9:28:00 2581.6  2581.6  2578.8  2579.4
2012/1/18       9:29:00 2580    2583    2579.8  2581.4

[/code]



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