IKTrading (version 1.0)

sigAND: sigAND

Description

signal AND operator for quantstrat signals.

Usage

sigAND(label, data = mktdata, columns, cross = FALSE)

Arguments

label

name of the output signal

data

the market data

columns

the signal columns to intersect

cross

whether to only provide a true value for crossing values

Value

a new signal column that intersects the provided columns