I have a portfolio of 50 stocks that I am back testing a strategy on using
Quantstrat.
I would like to also use the RSI of the SPY (as an example) as another
signal in the strategy.
Eg. Buy Signal - SPY RSI < 20
However I'm not sure where in the Quanstrat workflow I should be
implementing it.
I can't add it to the add.indicator as that references mktdata and the
add.signal references the columns.
How should I go about adding this in?
Many thanks.
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