[R-SIG-Finance] Quantstrat creating signals on two or more conditions

David Winn dewinn at gmail.com
Sun Oct 21 20:22:06 CEST 2012


Dear all,

I'm fairly new to quantstrat but I have been playing around with it
and I think I am starting to get a feel for how to use it.

I have what I thought was a seemingly trivial issue, but can't find
anyone else with the same problem. My question is:

How do you have a signal based on two or more conditions e.g. buy if
MA50 > MA200 AND price hasn't changed by more than 10%, for example?

Is this an obvious thing to achieve and I've missed it entirely?

Thanks and best wishes,

David



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