Using sigFormula()
The last signal function is a bit more open-ended. The sigFormula() function uses string evaluation to offer immense flexibility in combining various indicators and signals you already added to your strategy in order to create composite signals. While such catch-all functionality may seem complicated at first, with proper signal implementation and labeling, a sigFormula signal turns out to be the simplest of logical programming statements encapsulated in some quantstrat syntactical structuring.
In this exercise, you will get a taste of what the sigFormula function can do by stepping through the logic manually. You will need to use the applyIndicators() and applySignals() functions.
Deze oefening maakt deel uit van de cursus
Financial Trading in R
Oefeninstructies
- Use
applyIndicators()with the open, high, low, and close ofSPYto generate a dataset object calledtest_init. - Use
applySignals()withtest_initto apply the signals you wrote in this chapter. Save this new dataset object astest.
Praktische interactieve oefening
Probeer deze oefening eens door deze voorbeeldcode in te vullen.
# Create your dataset: test
test_init <- applyIndicators(strategy.st, mktdata = OHLC(___))
test <- applySignals(strategy = strategy.st, mktdata = ___)