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Can Quantstrat be used to create orders for a manufacturing system

After using Quantstrat to test a strategy successfully, is there a way to use the same signal / indicator / rule code to generate manufacturing trade orders?

It seems like this is possible using an order book, but I have not been able to find any examples or demos explaining how to create future orders using the data to date.

Any pointers or advice on how to do this would be appreciated.

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This is theoretically possible, but why do you need it? The Quantstrat feature is designed to make it easy to quickly and accurately test ideas. This is a completely different problem area than trade in goods. In short, use the right tool for the job.

If you really want to take this route, you need to:



  • update your object mktdata

    for every new chunk of relevant market data you receive,
  • run applyIndicators

    , applySignals

    and applyRules

    on the desired subset
  • write a new one ruleOrderProc

    (and maybe ruleSignal

    ) to send orders to your broker.
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