%x>% {pedquant} | R Documentation |
crossover operators
Description
Binary operators which create the upwards or downwards crossover signals.
Usage
x %x>% y
x %x<% y
Arguments
x , y |
numeric vectors |
Examples
library(data.table)
library(pedquant)
data("dt_banks")
boc = md_stock_adjust(setDT(dt_banks)[symbol=='601988.SH'])
bocti = pq_addti(boc, x='close_adj', sma=list(n=200), sma=list(n=50))
dtorders = copy(bocti[[1]])[,.(symbol, name, date, close_adj, sma_50, sma_200)
][sma_50 %x>% sma_200, `:=`(
side = 'buy', prices = close_adj
)][sma_50 %x<% sma_200, `:=`(
side = 'sell', prices = close_adj
)][, (c('side', 'prices')) := lapply(.SD, shift), .SDcols = c('side', 'prices')]
orders = dtorders[!is.na(side)]
head(orders)
e = pq_plot(boc, y='close_adj', addti = list(sma=list(n=200), sma=list(n=50)), orders = orders)
e[[1]]
[Package pedquant version 0.2.4 Index]