quantstrat: how to execute on the same bar? [closed]

≯℡__Kan透↙ 提交于 2019-12-11 02:57:43

问题


I know that you're not supposed to be doing this but since I almost exclusively trade based on daily and weekly data, I think I'd be getting a more realistic idea of trading ideas if I were able to execute on the same bar instead of buying on next day's open. Thanks!


回答1:


You can add allowMagicalThinking=TRUE to your call to applyRules. If you add allowMagicalThinking=TRUE to your call to applyStrategy, it will be passed to applyRules.



来源:https://stackoverflow.com/questions/27335453/quantstrat-how-to-execute-on-the-same-bar

标签
易学教程内所有资源均来自网络或用户发布的内容,如有违反法律规定的内容欢迎反馈
该文章没有解决你所遇到的问题?点击提问,说说你的问题,让更多的人一起探讨吧!