applyIndicators will take the mktdata object,
and will apply each indicator specified in the strategy definition to it.
applyIndicators(strategy, mktdata, parameters = NULL, ...)an object of type 'strategy' to add the indicator to
an xts object containing market data. depending on indicators, may need to be in OHLCV or BBO formats
named list of parameters to be applied during evaluation of the strategy
any other passthru parameters
mktdata with indicators colums added.
If the indicator function returns an xts object or a vector of the same length
as mktdata, the columns created by the indicator function will be added to the
mktdata object via cbind.
If the indicator function returns multiple columns, the label will be
paste'd to the end of either the returned column names or the
respective column number when applying it to mktdata.
If the indicator returns some more complexobject, it will be added to a list
in the $indicators slot inside the applyStrategy execution frame.
If you want your indicators to return a more complex object,
(such as a model specification and output from a regression), be advised
that your signal generator, and potentially your rule function, will need
to understand, anticipate, and know how to manipulate the internal strategy frame.
# NOT RUN {
strategy("example", store=TRUE)
getSymbols("SPY", src='yahoo')
add.indicator('example', 'SMA', arguments=list(x=quote(Ad(SPY)), n=20))
str(getStrategy('example')$indicators)
out <- applyIndicators('example', SPY)
tail(out)
# }
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