[Blotter-commits] r697 - pkg/quantstrat/R

[noreply at r-forge.r-project.org]

Author: gsee
Date: 2011-07-23 02:06:37 +0200 (Sat, 23 Jul 2011)
New Revision: 697

Modified:
   pkg/quantstrat/R/rules.R
Log:
put back a decrement I took out in revision 616.  I think this fixes issues with stoplimit not firing.

Modified: pkg/quantstrat/R/rules.R
===================================================================
--- pkg/quantstrat/R/rules.R	2011-07-22 21:37:34 UTC (rev 696)
+++ pkg/quantstrat/R/rules.R	2011-07-23 00:06:37 UTC (rev 697)
@@ -402,7 +402,7 @@
                         cross<-sigThreshold(label='tmpstop',column=col,threshold=tmpprice,relationship=relationship)
                         if(any(cross[timespan])){
                             # find first index that would cross after this index
-                            newidx <- curIndex + which(cross[timespan])[1] 
+                            newidx <- curIndex + which(cross[timespan])[1] - 1
                             # insert that into dindex
                             assign.dindex(c(get.dindex(),newidx))                  
                         }