crossover: crossover operators

In ShichenXie/getpedr: Public Economic Data and Quantitative Analysis

crossover operators

Description

Binary operators which create the upwards or downwards crossover signals.

Usage

x %x>% y

x %x<% y

Arguments

x, y	numeric vectors

Examples

library(data.table)
library(pedquant)

data("dt_banks")
boc = md_stock_adjust(setDT(dt_banks)[symbol=='601988.SH'])
bocti = pq_addti(boc, x='close_adj', sma=list(n=200), sma=list(n=50))

dtorders = copy(bocti[[1]])[,.(symbol, name, date, close_adj, sma_50, sma_200)
][sma_50 %x>% sma_200, `:=`(
    side = 'buy', prices = close_adj
)][sma_50 %x<% sma_200, `:=`(
    side = 'sell', prices = close_adj
)][, (c('side', 'prices')) := lapply(.SD, shift), .SDcols = c('side', 'prices')]
orders = dtorders[!is.na(side)]
head(orders)

e = pq_plot(boc,  y='close_adj', addti = list(sma=list(n=200), sma=list(n=50)), orders = orders)
e[[1]]

ShichenXie/getpedr documentation built on April 4, 2024, 8:20 a.m.