Introduction to rules

Financial Trading in R

Ilya Kipnis

Professional Quantitative Analyst and R programmer

What are rules?

Rules are functions used to create a transaction given you wish to make one based on a signal
Rules in R: more complex than indicators and signals

Using add.rule()

Many arguments
Enter rules: buying shares
Exit rules: selling shares (converting them back into cash)

add.rule(strategy.st, name = "ruleSignal", 
         arguments = list(sigcol = "filterexit", 
                          sigval = TRUE, ... ), 
         type = "exit")

Let's practice!

Financial Trading in R