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quantstrat (version 0.8.2)

sigTimestamp: generate a signal on a timestamp

Description

This will generate a signal on a specific timestamp or at a specific time every day, week, weekday, etc.

Usage

sigTimestamp(label, data = mktdata, timestamp, on = "days")

Arguments

label
text label to apply to the output
data
data to apply formula to
timestamp
either a POSIXct-based object, or a character string denoting a 24-hour time (e.g. "09:00", "16:00")
on
only used if timestamp is character; passed to split.xts, therefore on may be a character describing the time period as listed in endpoints, or a vector coercible to factor (e.g. .indexday)