getSignals: Get trading signals from 'Strategy'-object

In quants-ch/Strategy: Generic Framework to Analyze Trading Strategies

Description

Gets the trading signals of an object of class Strategy that were output from strategy calculation.

Usage

getSignals(object, from = NULL, until = NULL, which = NULL,
  use.backtest = FALSE)

## S4 method for signature 'Strategy'
getSignals(object, from = NULL, until = NULL,
  which = NULL, use.backtest = FALSE)

Arguments

object	An object of class Strategy.
from	The date in character format "yyyy-MM-dd" or as date-object from which signals shall be returned. If NULL, no restriction is made.
until	The date in character format "yyyy-MM-dd" or as date-object until which signals shall be returned. If NULL, no restriction is made.
which	Names or column-number of assets that should be returned. If NULL, all signals are returned.
use.backtest	If set to TRUE, the signals of the backtest are returned. Requires backtest to be executed first.

Examples

##Not run:

# MA(200)-Strategy
params <- list(k=200)
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params)

# Get signals from MA(200)-Strategy
# all signals returned
getSignals(myStrat.MA)
# backtest signals for first two assets returned
# getSignals(myStrat.MA, which=c(1,2), use.backtest=TRUE)

##End(Not run)

quants-ch/Strategy documentation built on May 26, 2019, 4:37 p.m.