filter_threshold: Filter by Threshold Value
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filter_threshold R Documentation
Filter by Threshold Value
Description
Selects stocks above or below a threshold value.
Usage
filter_threshold(signal_df, value, type = c("above", "below"))
Arguments
signal_df
Data frame with signal values
value
Threshold value
type
"above" or "below"
Value
Binary selection matrix
Examples
data("sample_prices_weekly")
momentum <- calc_momentum(sample_prices_weekly, 12)
# Select stocks with positive momentum
positive <- filter_threshold(momentum, 0, type = "above")
PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.
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| filter_threshold | R Documentation |
Filter by Threshold Value
Description
Selects stocks above or below a threshold value.
Usage
filter_threshold(signal_df, value, type = c("above", "below"))
Arguments
signal_df |
Data frame with signal values |
value |
Threshold value |
type |
"above" or "below" |
Value
Binary selection matrix
Examples
data("sample_prices_weekly")
momentum <- calc_momentum(sample_prices_weekly, 12)
# Select stocks with positive momentum
positive <- filter_threshold(momentum, 0, type = "above")
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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