Webinar: An Introduction To R for Trading w/Ilya Kipnis
|May 24th, 2015, 02:01 AM||#151 (permalink)|
Futures Experience: Intermediate
Favorite Futures: forex
Posts: 23 since Sep 2014
Thanks: 0 given, 2 received
Hi i have a simple SMA crossover strategy using qantstrat.
when i look at the mktdata object in rstudio and i look at the columns for the signals i can see a 1 in the column for "crossup" and 1 in the column in "crossdown" on the same row.
i would expect a 1 in either column, but not both. how can i tell which signal was triggered?