combine_filters: Combine Multiple Filter Conditions

In PortfolioTesteR: Test Investment Strategies with English-Like Code

Combine Multiple Filter Conditions

Description

Combines multiple filter conditions using AND or OR logic.

Usage

combine_filters(..., op = "and", apply_when = NULL, debug = FALSE)

Arguments

...	Two or more filter data frames to combine
op	Operation: "and" or "or"
apply_when	Optional condition vector for conditional filtering
debug	Print debug information (default: FALSE)

Value

Combined binary selection matrix

Examples

data("sample_prices_weekly")
momentum <- calc_momentum(sample_prices_weekly, 12)
rsi <- calc_rsi(sample_prices_weekly, 14)
# Create individual filters
high_momentum <- filter_above(momentum, 0.05)
moderate_rsi <- filter_between(rsi, 40, 60)
# Combine them
combined <- combine_filters(high_momentum, moderate_rsi, op = "and")

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