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myatt
2012 Jan 11
0
Error in charToDate(x)
...e.table(fxdata,"~/R/Data/EURUSD60.csv",quote=FALSE,sep=",",row.names=FALSE)
EURUSD<-as.xts(read.zoo("~/R/Data/EURUSD60.csv",sep=",",format="%Y-%m-%d
%R",tz="GMT",header=T))
I then set up a couple of indicators and the following model:
myATR <- function(x) ATR(HLC(x))[,'atr']
mySMI <- function(x) SMI(HLC(x))[,'SMI']
myADX <- function(x) ADX(HLC(x))[,'ADX']
myAroon <- function(x) aroon(x[,c('High','Low')])$oscillator
myBB <- function(x) BBands(HLC(x))[,'pctB']
myChaikinVol&l...