Create custom strategies from combining existing strategies contained in ichimoku objects 's1' and 's2' to form 's1 & s2'.

stratcombine(s1, s2)

Arguments

s1

an ichimoku object containing a strategy.

s2

an ichimoku object containing a strategy.

Value

An ichimoku object augmented with the combined strategy.

Details

The combined strategy 's1 & s2' means indicator conditions in 's1' and 's2' have to be met simulateneously for a trade position to be taken.

The boolean values showing whether these conditions are met are stored in the 'cond' column.

The strategy summary may be accessed by the summary() method for ichimoku objects or via look.

Further Details

Please refer to the strategies vignette by calling: vignette("strategies", package = "ichimoku")

Examples

cloud <- ichimoku(sample_ohlc_data, ticker = "TKR")
strat1 <- strat(cloud, c1 = "close", c2 = "kijun")
strat2 <- strat(cloud, c1 = "cloudB", c2 = "tenkan")
cstrat <- stratcombine(strat1, strat2)
summary(cstrat)
#>                        [,1]                             
#> Strategy               "close > kijun & cloudB > tenkan"
#> ---------------------  "----------"                     
#> Strategy cuml return % 7.32                             
#> Per period mean ret %  0.0397                           
#> Periods in market      18                               
#> Total trades           3                                
#> Average trade length   6                                
#> Trade success %        100                              
#> Worst trade ret %      0.53                             
#> ---------------------  "----------"                     
#> Benchmark cuml ret %   5.53                             
#> Per period mean ret %  0.0302                           
#> Periods in market      178                              
#> ---------------------  "----------"                     
#> Direction              "long"                           
#> Start                  2020-04-19 23:00:00              
#> End                    2020-12-23                       
#> Ticker                 "TKR"                            
plot(cstrat)