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dysonance / Strategems.jl

Quantitative systematic trading strategy development and backtesting in Julia
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Logical Operators for Signals/Rules #27

Open dysonance opened 3 years ago

dysonance commented 3 years ago

Add the ability to define a signal or rule with logical operators. For example:

siglong  = @signal MAMA ↑ FAMA || MAMA == FAMA
gruberdev commented 3 years ago

Ths functionality difers from: siglong = @signal MAMA ↑ FAMA how?

I was almost sure there were signals implemented as logical operators, but I never tested them to be sure.