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
Quantstrat - extracting current symbol
1 message · James Hirschorn