search for: stratname

Displaying 1 result from an estimated 1 matches for "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= "ma1...