applyStoplossSig: apply the stop loss signal in the strategy to arbitrary...

In Chen-Chaozong/extraquantstrat: extra functions of Quantitative Strategy Model Framework

Description

applyStoplossSig will take the mktdata object, and will apply each stop loss signal specified in the strategy definition to it.

Usage

applyStoplossSig(strategy, mktdata, parameters = NULL, ..., enabled = TRUE)

Arguments

strategy	an object of type 'strategy' to add the indicator to
mktdata	an xts object containing market data. depending on indicators, may need to be in OHLCV or BBO formats
parameters	named list of parameters to be applied during evaluation of the strategy
...	any other passthru parameters
enabled	TRUE/FALSE whether the signal is enabled for use in applying the strategy, default TRUE

Value

mktdata with stop loss signal colums added.

Chen-Chaozong/extraquantstrat documentation built on May 6, 2019, 10:10 a.m.