Hello guys, I am having a hard time at trying to avoid loops to get my position vector from my signal one. My exit decision is based on the cumulated return over the trade or the number of holding days. I am sure there is a way to do this with a couple a function and avoid a loop but my knowledge in R is restricted yet...Can someone please help? thanks -- View this message in context: http://n4.nabble.com/From-signals-to-position-vector-without-using-loop-tp1288871p1288871.html Sent from the R help mailing list archive at Nabble.com.