sigComparison: generate comparison signal

In redmode/quantstrat: Quantitative Strategy Model Framework

Description

Currently, this function compares two columns. Patches to compare an arbitrary number of columns would be gladly accepted.

Usage

sigComparison(label, data = mktdata, columns, relationship = c("gt", "lt",
  "eq", "gte", "lte"), offset1 = 0, offset2 = 0)

Arguments

label	text label to apply to the output
data	data to apply comparison to
columns	named columns to apply comparison to
relationship	one of c("gt","lt","eq","gte","lte","op") or reasonable alternatives
offset1	numeric offset to be added to the first column prior to comparison
offset2	numeric offset to be added to the second column prior to comparison

Details

Comparison will be applied from the first to the second column in the columns vector.

Relationship 'op' means 'opposite' side. Reasonable attempt will be made to match.

redmode/quantstrat documentation built on May 27, 2019, 4:04 a.m.