R/sigAND.R

In pdrano/IKTrading: Custom indicators, signals, and rules

#'sigAND
#'@description signal AND operator for quantstrat signals.
#'@param label name of the output signal
#'@param data the market data
#'@param columns the signal columns to intersect
#'@param cross whether to only provide a true value for crossing values
#'@return a new signal column that intersects the provided columns
#'@export
"sigAND" <- function(label, data=mktdata, columns,  cross = FALSE) {
  ret_sig = NULL
  colNums <- rep(0, length(columns))
  for(i in 1:length(columns)) {
    colNums[i] <- match.names(columns[i], colnames(data))
  }
  ret_sig <- data[, colNums[1]]
  for(i in 2:length(colNums)) {
    ret_sig <- ret_sig & data[, colNums[i]]
  }
  ret_sig <- ret_sig*1
  if (isTRUE(cross)) 
    ret_sig <- diff(ret_sig) == 1
  colnames(ret_sig) <- label
  return(ret_sig)
}