[R-SIG-Finance] Quantstrat - extracting current symbol

James Hirschorn j@me@@hir@chorn @ending from qu@ntit@tive-technologie@@com
Tue Jul 31 21:21:03 CEST 2018


This issue has already been discussed in the thread
https://stat.ethz.ch/pipermail/r-sig-finance/2017q2/014301.html, but leaves
the question of how to access the symbol from the add.indicator indicator
function (i.e. the name argument) unanswered.

I found a working solution here:
https://stackoverflow.com/a/47245472/1349673. But symbol <- parent.frame(n =
2)$symbol is obviously a kludge. I couldn't figure out how to extract the
current symbol using the ... argument either. A simple solution would be to
add a symbol argument to applyIndicators and then have applyStrategy pass
in symbol when it calls applyIndicators.

I wanted to check here if I am missing something before submitting a
feature request/bug report to github?

James Hirschorn, Ph.D.
*Quantitative Technologies*
Toronto, Canada
+1-647-929-0494

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