I have an XTS object of 20 columns with ones, negative ones and zeros. I want to construct an if condition that gives zeros after negative ones or ones reaches a specific number count. for example, if I have a data of 2 columns (variables) and I want to get zeros after 1 or -1 is repeated 15 times:
A<-c(0,0,0,0,1,1,1,1,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1)
B<-c(0,0,0,0,0,1,1,1,1,1,1,0,-1,-1,-1,-1,-1,-1,-1,-1,-1,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1)
data<-cbind(A,B)
I expect the result to be like data2
A2<-c(0,0,0,0,1,1,1,1,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,-1,0,0,0,0,0,0)
B2<-c(0,0,0,0,0,1,1,1,1,1,1,0,-1,-1,-1,-1,-1,-1,-1,-1,-1,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0)
data2<-cbind(A2,B2)
Thanks in Advance
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