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quantstrat (version 0.16.7)

applySignals: apply the signals in the strategy to arbitrary market data

Description

This funcion is called internally by applyStrategy in normal operation, but it is also useful for nanual testing during development.

If you are using this function to test your strategy, note that the 'mktdata' argument should likely contain the output of applyIndicators.

Usage

applySignals(strategy, mktdata, indicators = NULL, parameters = NULL,
  ...)

Arguments

strategy

an object of type 'strategy' to add the signal to

mktdata

an xts object containing market data. depending on signals, may need to be in OHLCV or BBO formats

indicators

if indicator output is not contained in the mktdata object, it may be passed separately as an xts object or a list.

parameters

named list of parameters to be applied during evaluation of the strategy

...

any other passthru parameters