I have  been trying to implement what Brian has suggested for a simple long 
only macd based strategy.  Given that I am new to quantstrat, this may be quite 
an elementary question, but here goes. 
1. I have a simple long only MACD based system that gives me entry and exit 
signals on T.2. On the basis os a long signal I trigger a market order to buy 
on T+1, at the open.3. Based on this execution, I need to set a hard stop on 
the position entered in #2, that is x% below the execution price of 2, with the 
comparison being done at the close of each day, and if the signal triggers on 
some day D, the order is executed as a market sell order on the next day D+1.My 
signal essentially says "Check to see if the closing price on any day is less 
than the execution prices of the last opening trade minus a threshold and if it 
is, trigger a signal".4. This clearly needs, at any point, the value of the 
execution price of the market order in #2, the timestamp of #2 5.Finally the 
rule that triggers the market sell order described in #3 would need to know the 
existing position size as well.
I am not quite sure how to extract these state variables to include in the 
signal and in the rule. Any help on this would be appreciated. 
Thanks in advance.

    On Tuesday, February 13, 2018, 12:42:07 PM GMT+5:30, Sanjay Mansabdar 
<sanjay.mansab...@yahoo.com> wrote:  
 I am not sure how to reply to digest messages in the thread, so apologies in 
advance for errors
@Brian, I think there is no error with the implementation as it stands of stop 
limit orders. However IMHO stop loss logic is not necessarily the same thing as 
stop limit orders and perhaps needs to be thought of separately. I will try and 
follow the route you have suggested.
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