search for: ohlc

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

...<james.hirschorn at hotmail.com> wrote: > > > On 04/06/2016 07:58 PM, Joshua Ulrich wrote: >> >> On Tue, Apr 5, 2016 at 9:17 PM, James Hirschorn >> <james.hirschorn at hotmail.com> wrote: >>> >>> OpCl works on xts objects but not on quantmod.OHLC objects. Is this a >>> bug? >>> >> Thanks for the minimal, reproducible example. >> >> Looks like a bug. There's no as.quantmod.OHLC.xts method, so the zoo >> method is dispatched. Calling Op() or Cl() on this zoo-based object >> results in a ve...

On 04/06/2016 07:58 PM, Joshua Ulrich wrote: > On Tue, Apr 5, 2016 at 9:17 PM, James Hirschorn > <james.hirschorn at hotmail.com> wrote: >> OpCl works on xts objects but not on quantmod.OHLC objects. Is this a bug? >> > Thanks for the minimal, reproducible example. > > Looks like a bug. There's no as.quantmod.OHLC.xts method, so the zoo > method is dispatched. Calling Op() or Cl() on this zoo-based object > results in a vector (since zoo will drop dimensions,...

I want to create a open/high/low/last plot of intraday data. I try to use the function plotOHLC from the tsteries package. I create my own multiple time series and then try to plot it. raw Data Format (file eurusd2.csv): "Date (GMT)" "Open" "High" "Low" "Last" 17-03-2008 00:00:00 1,5764 1,5766 1,5747 1,5750 17-03-2008 00:05:00 1,5749 1,5750 1...

OpCl works on xts objects but not on quantmod.OHLC objects. Is this a bug? Example error: x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 9, 14) - 1 set.seed(1) x <- zoo(matrix(runif(20, 0, 1), nrow=5, ncol=4), x.Date) q <- as.quantmod.OHLC(x,c("Open","High","Low","Close")) # error OpCl(q)...

...ssets and the columns correspond to Open,High,Low,Close, ....Open,High,Low,Close, ?etc (thus divisible by 4). From where I am getting this data, the header is not labled as Open,High,Low,Close, but rather just has the asset symbol. The end goal is to have each Open,High,Low,Close, ?as its own OHLC object, to be run through different volatility functions (via QuantMod ) I believe i am best served by first grouping the original data so that each asset is its own object, with 4 columns. Then i can rename the columns to be: colnames(function$asset) <-c("Open", "High"...

Hello, I'm trying to do two things: -1. Ensure that I understand how quantmod adjust's OHLC data -2. Determine how I ought to adjust my data. My overarching-goal is to adjust my OHLC data appropriately to minimize the difference between my backtest returns, and the returns I would get if I was trading for real (which I'll be doing shortly). Background: -1. I'm using Alpha Vantag...

...date column dt<-sprintf("%s %04d",x$V2,x$V4) dt<-as.POSIXlt(dt,format="%Y-%m-%d %H%M") # Prepare a frame that gets converted to an xts object y <- data.frame(dt,x$V5) colnames(y) <- c("tickdate","price") # Make the xts object, and then the OHLC object (as an aside, the tick data includes volume, but I have yet to figure out how to make an OHLC object hat includes volume) z <- xts(y[,2],y[,1]) alpha <- to.minutes3(z, OHLC=TRUE) colnames(alpha) <- c("Open","High","Low","Close") alpha$rel_...

...195 ... ..- attr(*, "dimnames")=List of 2 .. ..$ : NULL .. ..$ : chr [1:4] "z.Open" "z.High" "z.Low" "z.Close" - attr(*, "class")= chr "ts" - attr(*, "tsp")= num [1:3] 1 2 1 alpha3 <- as.xts(to.minutes3(z,OHLC = TRUE)) plotOHLC(alpha3) Error in plotOHLC(alpha3) : x is not a open/high/low/close time series The file quotes_h.2.dat contains real time tick data for futures contracts, so the above manipulation is my attempt to just get a time series with one column being a date/time and the other being...

Comparto totalmente la sugerencia de Carlos Ortega. Si aún así quieres gráficos de velas o gráficos OHLC el mejor paquete que puedes usar es uno de temas financieros: http://www.quantmod.com/ Ten en cuenta que en los mercados bursátiles tiene algún sentido usar ese tipo de gráfico ya que en la apertura y mayormente en el cierre diario se concentran operaciones. Me imagino que esto no es así con la...

Hello everyone, I am trying to built an xts object and i have run into some problems on the data handling. I would really appreciate if someone could help me with the following: 1) I have a OHLC dataset with Time and date in different columns. How could i combine date and time in one column in order to pass on the new column to xts? I have use cbind and data.frame before but i did not manage to yield any good results as the formating of the file changes. Date Time O...

...========= when i pass the value through a variable in to.yearly() function it shows the error msg like "Error in try.xts(x) : Error in UseMethod("as.xts") : no applicable method for 'as.xts' applied to an object of class "character"" i need the result of OHLC value of the ticker .(and i need to pass the ticker name through a variable name too) ----------------------------------------------------------------------------------------- anyone can help me . Thank you -- View this message in context: http://r.789695.n4.nabble.com/to-yearly-tp4646723.html...

Hi all, I've got an xts time series with monthly OHLC Dow Jones industrial index data from 1980 to present, the data is in stored in x. I've done an OLS fit on the data in 1982::1994 and stored it in extrapolate1 (x[,4] contains the closing value for the index). > t3 <- seq(1980,1994,length = length(x["1980::1994",4])) > t4&lt...

Buenos días: Me gustaría representar gráficamente datos horarios de temperaturas máximas, medias y mínimas. Hasta ahora he utilizado los gráficos de cotizaciones de Excel, ¿podría hacer algo similar con R?. En ggplot2 he visto los gráficos ribbon pero creo que no son lo que necesito ya que necesitan una especie de intervalo de confianza y yo lo que tengo son datos puntuales con su máxima y su

I am trying to create a high low close style chart but I keep getting the following error statement; "x is not a open/high/low/close time series". I've used the function is.ts and R responds TRUE but the ohlcPlot function gives the above error statement. I'm actually planning to plot some odds ratios with their confidence intervals and the hi-low-close chart should do the job if I can just figure out what the ohlcPlot function is expecting the time series data to look like. Thanks for the help...

Hi All, is there a way to download data from metastock to R-software. most of my data is in date,OHLC format downloaded from reuters to metastock software in my local pc. many thanks for the help., krishna [[alternative HTML version deleted]]

...B'] myChaikinVol<-function(x)Delt(chaikinVolatility(x[,c("High","Low")]))[,1] myCLV <- function(x) EMA(CLV(HLC(x)))[,1] myMACD <- function(x) MACD(Cl(x))[,2] mySAR <- function(x) SAR(x[,c('High','Close')]) [,1] myVolat <- function(x) volatility(OHLC(x),calc="garman")[,1] myEMA10 <- function(x) EMA(Cl(x),n=10)[,1] myEMA20 <- function(x) EMA(Cl(x),n=20)[,1] myEMA30 <- function(x) EMA(Cl(x),n=30)[,1] myEMA50 <- function(x) EMA(Cl(x),n=50)[,1] myEMA60 <- function(x) EMA(Cl(x),n=60)[,1] data.model <- specifyModel(Delt(C...

Hi all I have some tick-by-tick data and I have calculated the intraday returns. I want to sum up the intraday squared returns to calculate the daily volatility(or daily variance). I know that the s-plus FinMerics has the function aggregateSeries function that can be apply to daily data: aggregateSeries(x, Fun, by="daily"), but the counterpart function in R:applySeries can not be apply

The plotOHLC function in the tseries package is useful to plot timeseries of various financial assets with open/high/low/close data. I had often wondered if it could be made to run a little faster. It turns out that the following patch does --- plotOHLC.R.orig 2003-12-14 12:02:20.000000000 -0600 +++ plotOHLC...

Hi All: If I download yahoo data by getSymbols() in R, the date column gets accompanied along with the downloaded data. There is no column header for the date column to access separately. What is the way to eliminate the date column? If I want to draw a xy scatter plot with the downloaded price (suppose AAPL vs NASDAQ), I think the date column is creating problem and the plot function is not