sigThreshold

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Ilya Kipnis

Professional Quantitative Analyst and R programmer

關於 sigThreshold

用於界限型指標與臨界（通常固定）數值的互動
範例：
- 當 DVO 跌破 20
- 針對介於 0 到 1 的即時機率指標
- 針對以 0 為中心的滾動比率

結構

add.signal(strategy.st, name = "sigThreshold",
           arguments = list(column = "str1",   
                             threshold = 20,
                             cross = TRUE,
                             relationship = "lt" ),
           label = "siglabel")

cross = TRUE 模擬 sigCrossover
cross = FALSE 模擬 sigComparison

範例

add.signal(strategy.st, name = "sigThreshold",
           arguments = list(column = "DVO_2_126",   
                            threshold = 20,
                            cross = FALSE,
                             relationship = "lt"),
           label = "thresholdfilter")

add.signal(strategy.st, name = "sigThreshold",
           arguments = list(column = "DVO_2_126",   
                            threshold = 80,
                            cross = TRUE,
                            relationship = "gt"),
           label = "thresholdfilter")

範例

一起來練習吧！

R 的金融交易