Strategy (version 1.0.1)

getSignals: Get trading signals from Strategy-object

Description

Gets the trading signals of an object of class Strategy that were output from strategy calculation.

Usage

getSignals(object, from = NULL, until = NULL, which = NULL,
  use.backtest = FALSE)
# S4 method for Strategy
getSignals(object, from = NULL, until = NULL,
  which = NULL, use.backtest = FALSE)

Arguments

object

An object of class Strategy.

from

The date in character format "yyyy-MM-dd" or as date-object from which signals shall be returned. If NULL, no restriction is made.

until

The date in character format "yyyy-MM-dd" or as date-object until which signals shall be returned. If NULL, no restriction is made.

which

Names or column-number of assets that should be returned. If NULL, all signals are returned.

use.backtest

If set to TRUE, the signals of the backtest are returned. Requires backtest to be executed first.

Examples

# NOT RUN {
##Not run:

# MA(200)-Strategy
params <- list(k=200)
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params)

# Get signals from MA(200)-Strategy
# all signals returned
getSignals(myStrat.MA)
# backtest signals for first two assets returned
# getSignals(myStrat.MA, which=c(1,2), use.backtest=TRUE)

##End(Not run)
# }