Quantstrat:如何在同一条上执行? [英] quantstrat: how to execute on the same bar?
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问题描述
我知道您不应该这样做，但是由于我几乎完全基于每日和每周的数据进行交易，因此，如果我能够执行交易，我想我会得到一个更现实的交易想法.相同的酒吧，而不是隔天开放.谢谢！
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!
推荐答案
您可以将allowMagicalThinking=TRUE添加到对applyRules的呼叫中.如果将allowMagicalThinking=TRUE添加到对applyStrategy的调用中，它将被传递到applyRules.
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.
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