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Hi, How do take a simple moving average of an indicator, like a 5 period SMA of a 3 period RSI? Best, John [[alternative HTML version deleted]]
Hi, Does anyone know the purpose behind why the parameters in the Luxor demo are preceded by dots? # optimization range .FastSMA = (1:30) .SlowSMA = (20:80) It seems to make them hidden, which also makes them difficult to remove. Thanks...
Brian, Thanks. So there is no particular reason why they were made as hidden parameters? Best, John On Mon, Apr 24, 2017 at 2:14 PM, Brian G. Peterson <brian at braverock.com> wrote: > On 04/24/2017 12:38...
After thinking about what you gave me, I tried the following, which seems to work: add.indicator(strategy.st,name = "SMA", arguments = list(x = RSI(Cl(SPY),nRSI),n = nSMAofRSI), label = "smaofrsi") Thanks for your help! On Mon, Feb 27...
Hi, I am relatively new to R and QuantStrat, etc. I am playing with a real simple strategy that goes long when the market closes at its lowest close in 3 days and reverses the position when the market closes...
Hi, I am using the following packages quantstrat, IKTrading, DSTrading, along with some other misc packages (see code). I am having trouble understanding entering moving limits (kind of like trailing stops) to close the position. When I enter a long...
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