Displaying 1 result from an estimated 1 matches for "sigcrossov".
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sigcrossover
2012 Jul 24
1
quantstrat questions
...60),label= "ma160")
stratName <- add.indicator(strategy = stratName, name = "SMA", arguments =
list(x=quote(Cl(mktdata)), n=200),label= "ma200")
#Adding signals to a strategy
stratName <- add.signal(strategy = stratName,name="sigCrossover",arguments =
list(columns=c("ma50","ma160"), relationship="gte"),label="ma50.gt.ma160")
stratName <- add.signal(strategy = stratName,name="sigCrossover",arguments =
list(column=c("ma50","ma160"),...