calc_market_breadth: Calculate Market Breadth Percentage

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Calculate Market Breadth Percentage

Description

Measures the percentage of stocks meeting a condition (market participation). Useful for assessing market health and identifying broad vs narrow moves.

Usage

calc_market_breadth(condition_df, min_stocks = 10)

Arguments

condition_df	Data frame with Date column and TRUE/FALSE values
min_stocks	Minimum stocks required for valid calculation (default: 10)

Value

A data.table with Date and Breadth_[Sector] columns (0-100 scale)

Examples

# Percent of stocks above 200-day MA
data("sample_prices_weekly")
ma200 <- calc_moving_average(sample_prices_weekly, 200)
above_ma <- filter_above(calc_distance(sample_prices_weekly, ma200), 0)
breadth <- calc_market_breadth(above_ma)

PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.