Hi there I have some timeseries data which I plot in a OHLC Plot. In the same plot I'd like to have the EMA of this timeseries. I tried to add the EMA point to OHLC with lines(), but this doesn't work. Has anyone an idea how to handle it? Regards, Michael Zak
Can you give us a simple example which produces the same behavior? Michael Zak wrote:> Hi there > > I have some timeseries data which I plot in a OHLC Plot. In the same > plot I'd like to have the EMA of this timeseries. I tried to add the EMA > point to OHLC with lines(), but this doesn't work. Has anyone an idea > how to handle it? > > Regards, Michael Zak > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
On Thu, Sep 25, 2008 at 03:44:21PM +0200, Michael Zak wrote:> I have some timeseries data which I plot in a OHLC Plot. In the same > plot I'd like to have the EMA of this timeseries. I tried to add the EMA > point to OHLC with lines(), but this doesn't work. Has anyone an idea how > to handle it?Quick guess: Your transformation from priceData to EMA(priceData) changed the x-axis data representation. Maybe you moved from times to observation count. Make sure it remains the same, and your good. For a simple solution directly in R, look up my bollinger bands examples on the R Graph Gallery page. For a high-end solution, look at the quantmod package and the quantmod site. Lastly, the question really belongs on the r-sig-finance list which you should subscribe to in order to post. Dirk -- Three out of two people have difficulties with fractions.
Using quantmod and TTR (for EMA, as well as many, many more technical tools):
library(quantmod)
# get some data
getSymbols("QQQQ")
barChart(QQQQ)
addEMA()
Lots of examples at:
http://www.quantmod.com http://www.quantmod.com
---and---
http://www.quantmod.com/examples/charting/
http://www.quantmod.com/examples/charting/
Do like Dirk suggests and find your way to R-Sig-Finance.
Enjoy!
Jeff
Michael Zak wrote:>
> Hi there
>
> I have some timeseries data which I plot in a OHLC Plot. In the same
> plot I'd like to have the EMA of this timeseries. I tried to add the
> EMA point to OHLC with lines(), but this doesn't work. Has anyone an
> idea how to handle it?
>
> Regards, Michael Zak
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
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