filter_above: Filter Stocks Above Threshold
In PortfolioTesteR: Test Investment Strategies with English-Like Code
filter_above R Documentation
Filter Stocks Above Threshold
Description
Convenience function to select stocks with signal above a value.
Usage
filter_above(signal_df, value)
Arguments
signal_df
Data frame with signal values
value
Threshold value
Value
Binary selection matrix
Examples
data("sample_prices_weekly")
rsi <- calc_rsi(sample_prices_weekly, 14)
high_rsi <- filter_above(rsi, 70)
PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.
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| filter_above | R Documentation |
Filter Stocks Above Threshold
Description
Convenience function to select stocks with signal above a value.
Usage
filter_above(signal_df, value)
Arguments
signal_df |
Data frame with signal values |
value |
Threshold value |
Value
Binary selection matrix
Examples
data("sample_prices_weekly")
rsi <- calc_rsi(sample_prices_weekly, 14)
high_rsi <- filter_above(rsi, 70)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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