sigThreshold: generate a threshold signal

In cloudcell/quantstrat: Quantitative Strategy Model Framework

Description

Many strategies, including RSI or MACD styles, make trading decisions when an indicator is over or under a specific threshold. This function generates the appropriate signal based on such a threshold.

Usage

sigThreshold(label, data = mktdata, column, threshold = 0,
  relationship = c("gt", "lt", "eq", "gte", "lte"), cross = FALSE)

Arguments

label	text label to apply to the output
data	data to apply comparison to
column	named column to apply comparison to
threshold	numeric threshold to test for
relationship	one of c("gt","lt","eq","gte","lte") or reasonable alternatives
cross	if TRUE, will return TRUE only for the first observation to cross the threshold in a run

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