[R-SIG-Finance] Add.Distribution on signal "BBands" ?
Peter Neumaier
peter.neumaier at gmail.com
Wed Mar 9 13:47:40 CET 2016
Hi everyone,
I have created a signal based on BBands with
add.indicator(strat.st, name = "BBands",
arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), label='BBands')
and passing my BBand parameters with:
out <- applyStrategy(strat.st, "opt",parameters=list(sd=1,n=20))
I have not found any documentation online on how to optimise
SD and N (when called with applystrategy). Is it possible at all or
am I going the wrong direction?
Many Thanks
Peter
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