sigComparison dan sigCrossover

Perdagangan Finansial dengan R

Ilya Kipnis

Professional Quantitative Analyst and R programmer

Indikator tren

sigCrossover dan sigComparison
Keduanya membandingkan dua besaran variabel
Contoh:
- MA lookback pendek menembus MA lookback panjang (SMA 50 hari vs 200 hari)

Struktur

add.signal(strategy.st, name = "sigComparison",
           arguments = list(columns = c("str1", "str2"),
                            relationship = "lt" ),
           label = "siglabel")
add.signal(strategy.st, name = "sigCrossover",
           arguments = list(columns = c( "str1", "str2"), 
                            relationship = "eq"),
           label = "siglabel")

“gt”, “lt”, “eq”, “lte”, “gte”

Struktur

add.signal(strategy.st, name = "sigCrossover",
           arguments = list(columns = c("SMA50", "SMA200"), 
                            relationship = "gt"),
           label = "longfilter")

add.signal(strategy.st, name = "sigComparison",
           arguments = list(columns = c("SMA50", "SMA200",
                            relationship = "lt" ), 
           label = "filterexit")

Contoh

Ayo berlatih!

Perdagangan Finansial dengan R