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stratname
2012 Jul 24
1
quantstrat questions
...ckly. It would be nice to test how much such a restriction hurts you?
My final question is how to create a rule that uses more than one signal. Here I have an code sample below. In the sample I add three moving averages, ma50, ma160, and ma200:
#Adding indicators to a strategy
stratName <- add.indicator(strategy = stratName, name = "SMA", arguments =
list(x=quote(Cl(mktdata)), n=50),label= "ma50" )
stratName <- add.indicator(strategy = stratName, name = "SMA", arguments =
list(x=quote(Cl(mktdata)), n=160),label= "ma...