This will generate a crossover signal, which is a dimension-reduced version
of a comparison signal sigComparison
.
sigCrossover(label, data = mktdata, columns, relationship = c("gt",
"lt", "eq", "gte", "lte"), offset1 = 0, offset2 = 0)
text label to apply to the output
data to apply crossover to
named columns to apply crossover of the first against the second
one of c("gt","lt","eq","gte","lte") or reasonable alternatives
numeric offset to be added to the first column prior to comparison
numeric offset to be added to the second column prior to comparison
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.