applySignals

0th

Percentile

apply the signals in the strategy to arbitrary market data

apply the signals in the strategy to arbitrary market data

Usage
applySignals(strategy, mktdata, indicators = NULL, parameters = NULL, ...)
Arguments
strategy
an object of type 'strategy' to add the signal to
mktdata
an xts object containing market data. depending on signals, may need to be in OHLCV or BBO formats
indicators
if indicator output is not contained in the mktdata object, it may be passed separately as an xts object or a list.
parameters
named list of parameters to be applied during evaluation of the strategy
...
any other passthru parameters
Aliases
  • applySignals
Documentation reproduced from package quantstrat, version 0.8.2, License: GPL-3

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