applySignals: apply the signals in the strategy to arbitrary market data

In cloudcello/quantstrat: Quantitative Strategy Model Framework

Description

apply the signals in the strategy to arbitrary market data

Usage

applySignals(strategy, mktdata, indicators = NULL, parameters = NULL, ...)

Arguments

strategy	an object of type 'strategy' to add the signal to
mktdata	an xts object containing market data. depending on signals, may need to be in OHLCV or BBO formats
indicators	if indicator output is not contained in the mktdata object, it may be passed separately as an xts object or a list.
parameters	named list of parameters to be applied during evaluation of the strategy
...	any other passthru parameters

cloudcello/quantstrat documentation built on May 13, 2019, 8:05 p.m.