# Signal and Rule question in Quantstrat

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## Signal and Rule question in Quantstrat

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## Re: Signal and Rule question in Quantstrat

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## Re: Signal and Rule question in Quantstrat

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## Re: Signal and Rule question in Quantstrat

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## Re: Signal and Rule question in Quantstrat

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## Re: Signal and Rule question in Quantstrat

 In reply to this post by Mark Knecht On 02/01/2015 09:12 AM, Mark Knecht wrote: > (As I read it he's saying 'How to I combine > multiple indicators into a singlerule?') It's not hard in quantstrat > to write indicators, and it's not difficult to create a strategy based > on a single indicator - there are lots of provided examples. However, > as I remember it from months and months ago (I could be wrong, it > might have change, I don't know as I haven't looked) it seemed quite > difficult to turn groups of indicators into executable rules, such as > his entry rule: > > PRICE > SMA=250 > Slow Stochastic < 20 and crossing above the 20 line > > so maybe you can point him to something that addresses just that issue. I think that this may make more sense if restated a bit Multiple indicators have been defined, let's say that their labels are set as: pc.gt.sma250 # for PRICE > SMA=250 stoch.lt.20 # Slow Stochastic < 20 stock.cross.20 # Slow Stochastic crossing above the 20 line First, I'm not sure how condition Slow Stochastic < 20 and condition Slow Stochastic crossing above the 20 line can both be true. Let's skip that for now. I believe that what you would be looking for is a sigFormula *signal*. The rule will likely be ruleSignal, as usual. The formula argument for sigFormula in the above case might be stated: formula='pc.gt.sma250 && stock.lt.20 && stoch.cross.20' The rest of the strategy should be pretty straightforward stuff, only the sigFormula bit seems to confuse people. If I have time in the next several days, I'll try to create a demo that does this (or we would gladly accept a demo from someone else that does this). Regards, Brian -- Brian G. Peterson http://braverock.com/brian/Ph: 773-459-4973 IM: bgpbraverock _______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance-- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.