[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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