I have been trying to model stoplosses in quantstrat. Since intra day lows can 
be spurious whipsaws, I would like to model a stop loss that triggers a market 
order at the open of the next day if the stop was triggered based on the close 
of the previous day. As of now it appears that using stoplimit orders triggers 
the market order based on the high( for short open positions) or the low( for 
long open positions). I’ve tried playing around with the prefer = option but I 
haven’t been able to see any changes based on this setting. 
Any help on how I can model these stop orders would be appreciated. 
Many thanks to Ilya Kipnis for pointing me to this group. Also many thanks in 

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