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Everything working ok now. Thank you! -- View this message in context: http://r.789695.n4.nabble.com/Quantstrat-stoplimit-orders-not-triggered-tp3673706p3688894.html Sent from the Rmetrics mailing list archive at Nabble.com.
Hi Brian, I had attached an example to the first post, plus an example data file. Please let me know if it can't be opened. Heiko -- View this message in context: http://r.789695.n4.nabble.com/Quantstrat-stoplimit...
Ok, it seems the stoplimit orders are only filled if the signal condition is TRUE. So how can I keep them open after the last corresponding market order has been placedand the signal is FALSE from then on?? -- View this...
Thank you, Garrett! However, unfortunately, it still does not work... The result is not different from the original version. As you can see from the orderbook below, a buy order at Close price is placed whenever the signal is TRUE...
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