This function collects and aggregates post signal price changes for N days forward.
post.signal.returns(signals, sigval, on = NULL, forward.days,
cum.sum = TRUE, include.day.of.signal = FALSE, mktdata = NULL)xts object with signals, one column
signal value to match against
the periods endpoints to find as a character string
number of days to look forward after signal (days to exit post signal)
TRUE,FALSE; cumulative sum of price changes
whether to analyze the return on signal day
market data
matrix of post signal price changes; rows = nth signal, column = nth period since signal