quantstrat (version 0.16.7)

applyIndicatorSignals: Calculate Indicators and Signals for a Strategy

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

See Also

apply.paramset.signal.analysis applyIndicators applySignals