sigCrossover | R Documentation |
This will generate a crossover signal, which is a dimension-reduced version
of a comparison signal sigComparison
.
sigCrossover(
label,
data = mktdata,
columns,
relationship = c("gt", "lt", "eq", "gte", "lte"),
offset1 = 0,
offset2 = 0
)
label |
text label to apply to the output |
data |
data to apply crossover to |
columns |
named columns to apply crossover of the first against the second |
relationship |
one of c("gt","lt","eq","gte","lte") or reasonable alternatives |
offset1 |
numeric offset to be added to the first column prior to comparison |
offset2 |
numeric offset to be added to the second column prior to comparison |
It will return TRUE on the period in which there is a crossover in the
direction specified by relationship
, and NA otherwise.
If you want all the information, use a comparison instead.
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