[R-SIG-Finance] Quantstrat creating signals on two or more conditions
Niklas K
nk at fennoturvapalvelut.com
Sun Oct 21 21:01:46 CEST 2012
Hi!
For this you can use the signal function sigFormula or have a custom
signal function.
BR,
Niklas
On 21.10.2012 21:22, David Winn wrote:
> 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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