Maximum position period quantstrat

Question

This is my first question on stackoverflow so pleace have mercy with me.

I am using the R quantmod and quantstrat packages for backtesting trading strategies.
Unfortunately I cannot figure out how to implement a maximum period for a position. I what the position, short or long, to not last longer than say 5 days.

Thanks

Answer 1

quantstrat is a signal-based backtesting system.

Rules for how you hold a position, such as position sizing, or duration, are managed by your trading workflow.

So, no, quantstrat is not the tool you are looking for. quantstrat is the tool you use to test rules for entering and exiting positions (signals).