addIndicators: Add multiple indicators to strategy

In Vitalic57/stratbuilder3gen: Package Provides Tools to Create and Backtest Financial Models

Add multiple indicators to strategy

Description

Define variable via expr and name it via name. It will be recalculated each lookforward steps.

Usage

addIndicators(this, expr, name, lookback, args, lookforward, vars)

addIndicator(this, expr, name, lookback, args, lookforward, vars)

## S3 method for class 'Strategy'
addIndicators(
  this,
  expr,
  name,
  lookback = NULL,
  args = list(),
  lookforward = NULL,
  vars = NULL
)

Arguments

this	model
expr	expression
name	character, name of signal
lookback	numeric / expression, how many periods is needed for calculation signal
args	list, parameters for a signal
lookforward	numeric / expression. If it is numeric then after that number of points all indicators will be recalculated. If it is expression then it should return logical. It will indicate recalculate indicators or not.
vars	character vector, which names are defined in expr. This field is necessary for definition of indicators dependencies. Update of one indicator trigger another indicators for update.

Details

If it needs multiple variables it can also be done via expr, but names should be pointed in vars.

Vitalic57/stratbuilder3gen documentation built on March 30, 2022, 6:58 a.m.