quantstrat (version 0.8.2)

paramConstraint: Internal function used in applyParameter function for process constraints on relationship between two parameter values. Basicly is the same as sigComparison function in signal.R written by Brian, with minor change.

Description

Currently, this function compares two columns. Patches to compare an arbitrary number of columns would be gladly accepted.

Usage

paramConstraint(label, data = mktdata, columns, relationship = c("gt", "lt", "eq", "gte", "lte", "op"))

Arguments

label

text label to apply to the constraint

data

data to apply comparison to

columns

named columns to apply comparison to

relationship

one of c("gt","lt","eq","gte","lte","op") or reasonable alternatives

Details

Comparison will be applied from the first to the second column in the columns vector.

Relationship 'op' means 'opposite' side. Reasonable attempt will be made to match.