quantstrat (version 0.8.2)

sigComparison: generate comparison signal

Description

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

Usage

sigComparison(label, data = mktdata, columns, relationship = c("gt", "lt", "eq", "gte", "lte"), offset1 = 0, offset2 = 0)

Arguments

label

text label to apply to the output

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

offset1

numeric offset to be added to the first column prior to comparison

offset2

numeric offset to be added to the second column prior to comparison

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.