add.signal: add a signal to a strategy

In cloudcell/quantstrat: Quantitative Strategy Model Framework

Description

This adds a signal definition to a strategy object.

Usage

add.signal(strategy, name, arguments, parameters = NULL, label = NULL, ...,
  enabled = TRUE, indexnum = NULL, store = FALSE)

Arguments

strategy	an object (or the name of an object) of type 'strategy' to add the signal to
name	name of the signal, must correspond to an R function
arguments	named list of default arguments to be passed to an signal function when executed
parameters	vector of strings naming parameters to be saved for apply-time definition,default NULL, only needed if you need special names to avoid argument collision
label	arbitrary text label for signal output, default NULL
...	any other passthru parameters
enabled	TRUE/FALSE whether the signal is enabled for use in applying the strategy, default TRUE
indexnum	if you are updating a specific signal, the index number in the $signals list to update
store	TRUE/FALSE whether to store the strategy in the .strategy environment, or return it. default FALSE

Details

Signals denote times at which the strategy may want to take action. Common signals types from the literature include crossovers, thresholds, or other interactions between your mktdata and your indicators.

if label is not supplied, NULL default will be converted to '<name>.sig' if the signal function returns one named column, we use that, and ignore the label. If the signal function returns multiple columns, the label will be paste'd to either the returned column names or the respective column number.

Value

if strategy was the name of a strategy, the name. It it was a strategy, the updated strategy.

See Also

applySignals add.indicator link{add.rule} sigComparison sigCrossover sigFormula sigPeak sigThreshold

cloudcell/quantstrat documentation built on May 13, 2019, 8:03 p.m.