quantstrat (version 0.8.2)

sigCrossover: generate a crossover signal

Description

This will generate a crossover signal, which is a dimension-reduced version of a comparison signal sigComparison.

Usage

sigCrossover(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 crossover to

columns

named columns to apply crossover of the first against the second

relationship

one of c("gt","lt","eq","gte","lte") 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

It will return TRUE on the period in which there is a crossover in the direction specified by relationship, and NA otherwise.

If you want all the information, use a comparison instead.