Signal or not? - II
In this exercise, you will manually do a sigThreshold-type evaluation without yet calling the signal. Recall from the video that a sigThreshold is a signal threshold argument which assesses whether or not a value is above or below a certain static quantity. As in the previous exercise, you will be presented with a dataset called test
that is the application of your simple moving averages and the DVO you implemented in Chapter Three.
The dataset test
is loaded in your workspace. Subset test
between September 10th, 2010, and October 10th, 2010, using
test["YYYY-MM-DD/YYYY-MM-DD"]
Is DVO greater or smaller than 20 on September 30?
This exercise is part of the course
Financial Trading in R
Hands-on interactive exercise
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