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on how to create a reproducible example.
[1]
http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example
[2] http://adv-r.had.co.nz/Reproducibility.html
[3] https://cran.r-project.org/web/packages/reprex/index.html (read the
vignette)
On July 14, 2018 2:40:57 AM PDT, P95 F95 via R-help <r-help at
r-project.org> wrote:>Hi.
>
>I am new in the forum and in R, I would like to ask for help.
>I am trying to add a custom indicator in quantstrat for my trading
>strategy
>but something does not work.
>
>When I insert the command:
>
>#out <- applyStrategy(strategy=strategy.st
><http://strategy.st/>,portfolios=portfolio.st
<http://portfolio.st/>)
>
>I get:
>
>#Error in .xts(e, .index(e1), .indexCLASS = indexClass(e1),
>.indexFORMAT =
>#indexFormat(e1), :
>#index length must match number of observations
>#Inoltre: Warning messages:
>#1: In match.names(column, colnames(data)) :
>#all columns not located in CNOwma for RUT.Open RUT.High RUT.Low
>RUT.Close
>#RUT.Volume RUT.Adjusted
>X1.Channel.Normalization.Operator.smoothed.by.a.LWMA
>#2: In min(j, na.rm = TRUE) :
>#no non-missing arguments to min; returning Inf
>#3: In max(j, na.rm = TRUE) :
>#no non-missing arguments to max; returning -Inf
>
>The coding of the indicator is:
>
>#wma <- WMA(Cl(mktdata), 4, wts=c(1:4))
>#wmamaxt <- rollmaxr(wma, 30, fill = NA)
>#wmamint <- - rollmaxr(- wma, 30, fill = NA)
>#CNOwma <- function (mktdata=quote(mktdata),x) {(wma - wmamint) /
>(wmamaxt -
>#wmamint)}
>
>
>The add.indicator function is:
>
>
>
>#add.indicator(strategy = strategy.st <http://strategy.st/>,
>#name = 'CNOwma',
>#arguments = list(quote(Cl(mktdata)[,1]), n=4),
>#label = 'Channel Normalization Operator smoothed by a LWMA')
>
>
>
>
>The first 32 elements of CNOwma(mktdata) are NA. Could this explain the
>
>problem?
>
>Thank you,
>
>Best regards,
>
>
>Pietro Fabbro
> [[alternative HTML version deleted]]
>
>______________________________________________
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--
Sent from my phone. Please excuse my brevity.