Hi,

Working on developing a complex portfolio and backtesting strategy. 
>From what I've read, the quantstrat package looks ideal for working
through the ideas.

Two questions:

1) I have an indicator that is pre-calculated.  (From a bunch of
complicated functions and outside data.)  I'd like to simply pass the
vector of values into quantstrat, but can't figure out how to do that. 
The function to add a signal appears to only accept functions, not
data.  Is there a way for me to do this?

2) Along the lines of #1 above:  I have my financial data directly from
a vendor.  It already has OHLC defined.  Can I simply pass this to
quanstrat?  If so, what is the proper order/formant/naming of columns to
make quanstrat happy?

Thanks!

-- 
*Noah Silverman, PhD* | UCLA Department of Statistics
8117 Math Sciences Building, Los Angeles, CA 90095

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