Enhancement for good-after-time orders

I'd like to model [good-after-time](https://www.interactivebrokers.com/en/index.php?f=587) orders. That is, at time (t) a signal is generated that a rule fires upon, and at time (t + 1) an open order is placed for an order that will not go into affect until, say, time (t+90). The anticipation being that the order would close on time (t+90).

Currently, quantstrat supports a 'delay' arugment in 'addOrders'; however, as described [here](https://stackoverflow.com/questions/10441614/quantstrat-in-r-setting-a-date-based-exit-signal), it's more of a hack to make it work in quantstrat. That is, the 'delay' argument does not delay the ordertime, but rather it delays the time the order is inserted into the orderbook.

I propose something like the following: When delay is used while ordertype = 'goodaftertime', the order is opened at the current timestamp, but it does not attempt to close until +delay periods, where delay is given as the periodicity of the mktdata object.

It looks like the following:
* Open an order via ruleSignal at time 'timestamp' for an order to be closed at time timestamp + delay (ordertime)
* During fill simulation, have a 'goodaftertime' ordertype attempt to close the order at ordertime given the current market price.

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