[R-SIG-Finance] Using the market (SPY) as an indicator in Quanstrat

[Smith Jimmy]

I have a portfolio of 50 stocks that I am back testing a strategy on using
Quantstrat.

I would like to also use the RSI of the SPY (as an example) as another
signal in the strategy.

Eg. Buy Signal - SPY RSI < 20

However I'm not sure where in the Quanstrat workflow I should be
implementing it.

I can't add it to the add.indicator as that references mktdata and the
add.signal references the columns.

How should I go about adding this in?

Many thanks.

	[[alternative HTML version deleted]]