One way to do it would be to create a non-crossover intraday signal (aka have it remain true so long as the condition is true), and define one other signal that's a crossover at a specific time in the day, and combine those two signals to generate a composite end-of-day signal.
Hey there, finally a light after all can you skype me? alosilva86 I truly can't see things the way u suggested, quantstrat authors says in a very bad attitude (uncommon behaviour nowadays even being opensource project) that quantstrat is not designed for intraday trading..
IQFeed is easily incorporated into R and has many years of minute and tick data, plus 500 symbol real time. It's cheap. Cheaper for futures.io (formerly BMT) elite.
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