Displaying 1 result from an estimated 1 matches for "rsi21".
2011 Aug 31
0
QUANSTRAT: error with applySignal
...nstruit un objet de type strategy
s=strategy("intraday")
# on initialise un indicateur technique, (les arguments
sont en format list)
s=
add.indicator(strategy=s,name="RSI",arguments=list(price=quote(Cl(IEF)),n=21),label="RSI21")
# on defini les 2 signals,,
s=add.signal(s,name="sigThreshold" ,arguments=list(data=IEF ,
columns="RSI21",threshold=70,relationship="lt",cross=TRUE ),label="entre")
s=add.signal(s,name="sigThreshol...