Financial Trading in R
Ilya Kipnis
Professional Quantitative Analyst and R programmer
Catch-all signal allowing for combinations of signals
Uses string evaluation
Example:
add.signal(strategy.st, name = "sigFormula",
arguments = list(formula =
"statement1 & statement2”,
cross = TRUE),
label = "yourlabel")
add.signal(strategy.st, name = "sigFormula",
arguments = list(formula = "regular logical
statement inside an if
statement", cross = TRUE),
label = "yourlabel")
add.signal(strategy.st, name = “sigFormula",
arguments = list(formula = "longthreshold &
longfilter", cross = TRUE),
label = "longentry")
sigFormula
signal callFinancial Trading in R