applyIndicatorSignals: Calculate Indicators and Signals for a Strategy

In quantstrat: Quantitative Strategy Model Framework

Description

Calculate signals given indicators and signal definitions.

Usage

applyIndicatorSignals(strategy, portfolio, mktdata, sigcol, ...)

Arguments

strategy	an object (or the name of an object) type 'strategy' to add the indicator to
portfolio	text name of the portfolio to associate the order book with
mktdata	market data
sigcol	String name of signal to use for analysis
...	any other passthru parameters

Value

xts object with columns representing signals for each symbol

Author(s)

Michael Guan

See Also

apply.paramset.signal.analysis applyIndicators applySignals

quantstrat documentation built on May 31, 2017, 2:35 a.m.