[R-SIG-Finance] Quantstrat creating signals on two or more conditions
nk at fennoturvapalvelut.com
Sun Oct 21 21:01:46 CEST 2012
For this you can use the signal function sigFormula or have a custom
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,
> R-SIG-Finance at r-project.org mailing list
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