quantstrat (version 0.8.2)

sigPeak: signal function for peak/valley signals

Description

This function tests to see if the mktdata or indicator column observations on either side are lower(higher) creating a local peak(bottom).

Usage

sigPeak(label, data, column, direction = c("peak", "bottom"))

Arguments

label
text label to apply to the output
data
data to apply comparison to
column
named column to apply comparison to
direction
one of "peak" or "bottom" to calculate peaks for