sigPeak: signal function for peak/valley signals

In redmode/quantstrat: Quantitative Strategy Model Framework

Description

This function tests to see if the mktdata or indicator column observations on either side are lower(higher) creating a local peak(bottom).

Usage

sigPeak(label, data, column, direction = c("peak", "bottom"))

Arguments

label	text label to apply to the output
data	data to apply comparison to
column	named column to apply comparison to
direction	one of "peak" or "bottom" to calculate peaks for

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