[R-SIG-Finance] Quantstrat - trading not just Crossovers (e.g. Moving Average)

[Igor]

Hi,

I've encountered a problem in quanstrat framework, in case I want to trade
not just signalCrossovers (or better said, the modified version of a
Crossover). 

Specifically i would like to e.g. go Long if Price>MovingAverage and Exit if
Price<MovingAverage. 

This means, that if we have on a <b>starting *day Price>MovingAverage (not a
crossover, just "above"), i want the system to buy immediately on a starting
day. However, just once. 

If i tried sigComparison, this solved the problem with trading immediately
on a starting day, but started trading *anytime* a Price>MovingAverage
(every day in a row). 

To sum up, I need to know how to modify sigCrossover to trade also in case
"ABOVE" (not just crossover, e.g. on a start day if condition is met) or how
to modify sigComparison to make only 1 Long order (not every day the
condition is met, only on 1st and then not until Exit is made).


Thanks, best regards,

Igor 

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