search for: mktdata

...e that uses more than one signal. Here I have an code sample below. In the sample I add three moving averages, ma50, ma160, and ma200: #Adding indicators to a strategy stratName <- add.indicator(strategy = stratName, name = "SMA", arguments = list(x=quote(Cl(mktdata)), n=50),label= "ma50" ) stratName <- add.indicator(strategy = stratName, name = "SMA", arguments = list(x=quote(Cl(mktdata)), n=160),label= "ma160") stratName <- add.indicator(strategy = stratName, name = "SMA", arguments =...

...==== 2013/02/04 19:46:50.635 blpapi.Session.3  <init> [INFO] UserAgent=Library:Java;Version:3.5.1.1;&OS=Name:Windows 7;Version:6.1;VMVersion:1.6.0_23;VMVendor:Sun Microsystems Inc.; 2013/02/04 19:46:50.635 blpapi.Session.3  <init> [INFO] SessionParameters: [ defaultServices = [//blp/mktdata, //blp/refdata], defaultSubscriptionService = //blp/mktdata, defaultTopicPrefix = ticker/, allowMultiCorrelatorsPerMsg = false, connectTimeout = 5000, clientMode = AUTO, maxPendingRequests = 1024, autoRestartOnDisconnection = false, authenticationOptions = , numStartAttempts = -1, reconnectionInter...

...the chart). The code is below I suspect I need to use geom_rect, but what is foxing me is how to set up the aes() parameters. I'd be very grateful for any help thanks simeon ################### require(zoo) require(chron) vix <-read.csv(" http://www.cboe.com/publish/ScheduledTask/MktData/datahouse/vixcurrent.csv", header=T,sep=",", na.strings="") names(vix) <- tolower(names(vix)) vix$dates <- chron(as.character(vix$date),out.format="d-mon-y") vix.z <- zoo(vix[,-1],vix$dates) vix.close1<-aggregate(vix.z[,4],as.yearmon,max...

Hello, all... I've been playing with the TTR package and quantmod, and I'm loading the Chicago Board of Exchange put/call ratio data via a simple read.csv call... CBOEtotal<-read.csv(file=" http://www.cboe.com/publish/ScheduledTask/MktData/datahouse/totalpc.csv ",skip=1) this gives me a data frame with columns.... > names(CBOEtotal) [1] "Trade_date" "Call" "Put" "Total" "P.C.Ratio" > head(CBOEtotal) Trade_date Call Put Total P.C.Ratio 1 2003-1...

...s.numeric(data.xts$close) ), order.by=index(data.xts) ) colnames(STOXX) <- c("STOXX.Open", "STOXX.High", "STOXX.Low", "STOXX.Close") rm(table.name, tablenames, ch, chooseTable) stock('STOXX', currency="ZAR", multiplier=1) mktdata <- STOXX spot <- as.xts( as.numeric(data.xts$spot), order.by=index(data.xts) ) colnames(spot) <- "spot" ################################################ # Initialise # ############################...