quantstrat (version 0.8.2)

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

Description

apply the signals in the strategy to arbitrary market data

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