checking if value is greater or less then specified value

Question

I am trying to tell whether a specific column value is greater than .77, but this code returns 1 if the value is greater then 0. Is there any way to use a known function (not a custom one) to do a simple greater then check?

library(PerformanceAnalytics)
library(quantmod)
library(lattice)
startDate <- '2010-01-01' # start of data
endDate <- '2015-05-01' # end of data
.blotter<-new.env()
.strategy<-new.env()


Sys.setenv(TZ="EST") # set time zone
symbols<-c("GOOG")
data<-getSymbols(symbols, from=startDate, to=endDate, index.class="POSIXct",env=NULL)

library(quantstrat)
initDate <- '2009-12-31'
initEq <- 1e6
currency("USD")
stock(symbols, currency="USD", multiplier=1)

rm.strat("multiAsset.bb1") # remove portfolio, account, orderbook if re-run
initPortf(name="multiAsset.bb1", symbols, initDate=initDate)
initAcct(name="multiAsset.bb1", portfolios="multiAsset.bb1",initDate=initDate, initEq=initEq)
initOrders(portfolio="multiAsset.bb1", initDate=initDate)

strategy("bbands", store=TRUE)
#Indicators are applied before signals and rules, and the output of indicators may be used as inputs to construct signals or fire rules

#mktdata is the time series object that holds the current symbols data during evaluation (pg 55)
add.indicator("bbands", name = "BBands",arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'), label='bbInd')

test <- applyIndicators("bbands", mktdata=data)
head(test, 10)
add.signal("bbands", name="sigThreshold", arguments=list(columns=c("pctB.bbInd",".77"),relationship="gt"),label="H.gt.UpperBand")


test <- applySignals("bbands", mktdata=test) #DOESNT WORK
head(test, 10)

Error:

Error in match.names(column, colnames(data)) : 
  argument "column" is missing, with no default

Please add a [reproducible example](http://stackoverflow.com/q/5963269/1217536) for people to work with. — gung - Reinstate Monica, May 29 '16 at 16:49
Added an example, sorry I assumed it was just a syntax error and thus did not need a full examples worth of code — Rilcon42, May 29 '16 at 17:47

score 0 · Accepted Answer · answered May 31 '16 at 02:32

My solution was to change:

add.signal("bbands", name="sigThreshold", arguments=list(columns=c("pctB.bbInd",".77"),relationship="gt"),label="H.gt.UpperBand")

to:

add.signal("bbands", name="sigThreshold", arguments=list(threshold=.77,column="pctB.bbInd",relationship="gt"),label="H.gt.UpperBand")

checking if value is greater or less then specified value

1 Answers1