add_signal: Add a signal to your strategy

Description Usage Arguments Value

Description

Determines whether a signal has occurred based on one or more columns in the strategy data, and adds it to a column in each security's timeseries data.

Usage

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add_signal(strategy_object, signal_name, signal, direction = c("buy", "sell"),
  crossover = TRUE)

Arguments

strategy_object

a strategy object

signal_name

the desired column name of the signal, used to build rules

signal

a logical argument based on the indicator columns of the security object

direction

the direction of the market bet, buy or sell

crossover

defines whether signal should be a crossover signal. If TRUE, the signal will only occur on first bar of each run of signal condition being met.

Value

a strategy object with signal applied to all securities


jonaselm/fluxcapacitor documentation built on May 16, 2019, 2:53 a.m.