PortfolioTesteR (version 0.1.4)

filter_between: Filter Stocks Between Two Values

Description

Selects stocks with signal values between lower and upper bounds.

Usage

filter_between(signal_df, lower, upper)

Value

Binary selection matrix

Arguments

signal_df

Data frame with signal values

lower

Lower bound (inclusive)

upper

Upper bound (inclusive)

Examples

data("sample_prices_weekly")
rsi <- calc_rsi(sample_prices_weekly, 14)
# Select stocks with RSI between 30 and 70
neutral_rsi <- filter_between(rsi, 30, 70)