braverock / braverock/quantstrat

Add demo showing code of price action indicators & signals

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Description

### Description
There are no known examples of coding price actions for quantstrat. After days of hunting, I've found nothing on the web, the presentations, or PDFs. The commercial software, AmiBroker, can do it easily in AFL. But quantstrat doesn't seem to support it easily.

An example, create a signal for an ETF, say, SPY. If SPY closes down 3 days in a row then buy. Then sell if SPY closes above the previous high.

I've done some awful kludgy coding to try to do this, but was unsuccessful. If someone knows how to code that, I can put it into a Luxor example format and submit it. However, I don't know how to solve this one.

I intend to contribute to the documentation on quantstrat, as I feel that is the weakest link.

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