similar to: problem with quantmod package

i am new to the quantmod package . so if the answer is trivial please excuse me. i want to study stock values within a day. i get current stock updates using getQuotes and then want to produce usual quantmod graphs with that values. also the graph should be able of adding technical indicators. please help. in addition it will be helpful if anyone suggests how to run that code continuously to get

Sir, How to get the closing price from this link http://www.google.com/finance/historical?q=NSE:RCOM I installed quantmod getSymbols('NSE:RCOM',src='google') gives me this error********************** Error in download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", : cannot open URL

i am trying to fit a linear model with both continuous covariates and factors. When fitted with the intercept term the first level of the factor is treated by R as intercept and the estimate of the effects of remaining levels(say i th level) are given as true estimate of i th level - estimate of 1st level.can any please help me? thanks in advance..... -- View this message in context:

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

Hi, I work with SEXP C code and with xts and quantmod packages. I try to touch how xts internal works. So we have R session and: > ls() character(0) > getSymbols('AAPL') # quantmod package [1] "AAPL" > ls() [1] "AAPL" > str(AAPL) An ?xts? object from 2007-01-03 to 2010-09-09 containing: Data: num [1:929, 1:6] 86.3 84 85.8 86 86.5 ... - attr(*,

I am trying to read a table from MySQL, I have loaded the file in "ts" database, in table name ACC. but i am unable to read it in R through getSymbol function. mysql> show databases; +--------------------------------+ | Database | +--------------------------------+ | information_schema | | mysql | | test | | ts

---------- Forwarded message ---------- From: Velappan Periasamy <veepsirtt at gmail.com> Date: Sat, Aug 7, 2010 at 11:20 PM Subject: quantmod Example-google data download-problems To: r-sig-finance at stat.math.ethz.ch getSymbols("YHOO",src="google") is working getSymbols("NSE:RCOM",src="google") is not working. then how to download the stock data

Hi, I am trying to calculate the std dev of returns of YHOO so far i got: getSymbols("YHOO") retYHOO <- Return.calculate(Cl(YHOO)) > sd(retYHOO) YHOO.Close NA but i received an NA....can any assist? tks! -- View this message in context: http://www.nabble.com/Newbie-question-re-stddev%2C-quantmod-and-performanceanalytics-tp25001293p25001293.html Sent from the R help

Hello; I am trying following but getting a warning message : Warning in rbind.zoo(...) : column names differ, no matter whatever I do. Also I do not want to specify column names manually, since I am just writing a wrapper function around getSymbols to get chunks of data from various sources - oanda, dividends etc. I tried giving col.names = T/F, header = T/F and skip = 1 but no help. I think

can anyone tell me how can i control the method of estimation (i.e. scoring method or Newton raphson method) in glm and compute deviance function ? -- View this message in context: http://r.789695.n4.nabble.com/changing-method-of-estimation-in-GLM-tp3170836p3170836.html Sent from the R help mailing list archive at Nabble.com.

Hey guys, i want to calculate the continuasly compounded returns for stock prices. Formula for CCR: R_t = ln(P_t/P_{t-1})*100 With R: First i have to modify the vectors, so that they have the same length and we start at the second observation. log(GOOG1[-1]/GOOG1[1:length(GOOG1)-1])*100 That does work with normal vectors. My Questions: 1) I want to use this for stock prices. so i

Hi all, I would need to put datas downloaded with quantmod into a matrix or a data frame. Suppose to start from here: *require(quantmod) ticker.list <- c('AAA', 'ALTSALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO', 'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000', 'MORTG',

R 3.4.1 OS X Colleagues, I am just learning to use the quantmod package and I have encountered something that I don?t understand. This works: getSymbols("^DJI") This does not work: getQuote("^DJI?) It returns only NAs: Trade Time Last Change % Change Open High Low Volume ^DJI <NA> N/A N/A N/A N/A N/A N/A N/A Two questions: 1. Is there some way to obtain the

Hi all I have installed quantmod package but when I try to obtain GOOG data appers this message: Can anyone inform why itappears? I type getSymbols("GOOG",src="google") Thanks and Best Regards for all Error en download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", : no fue posible abrir la URL '

dear members, I am using quantmod to work with stock prices... I am trying to append the data got from getQuote to the one got by getSymbols. The function is named "apnd". The code is as follows: function(x){ if ((class(x) == "xts") || (class(x) == "zoo")){ sym <- deparse(substitute(x))

Hi Everyone, I'm currently using the latest build of R and R-Studio server (both are amazing products) I'm still very new to this but I came across this issue: I'm trying to do a select from postgres and put the data into and xts object like so: # Libs library('RPostgreSQL') # http://code.google.com/p/rpostgresql/ library('quantmod') library('TTR')

I want to get data for a set of ticker symbols and compute the daily return of the adjusted close using quantmod, and then scatterplot returns using pairs(). The following gets data for the list of tickers: tickers <- c("SHY","TLT","SPY","IWM","GLD","IEV","ILF","EWJ","EPP","SAF","ASA")

Hi, I am using Rstudio in Ubuntu . While installing R from the terminal I got the version R 2.13.1 . But the problem is that knitr 0.5 requires higher versions. So is there any way to get the latest version of R in ubuntu (or 2.13.1 is the maximum I can get)? In case the higher R version is not available can anybody please help me how do I use the "knitr Html" option in R studio.

Hello, all-- I am having some fun playing with the graphing in quantmod-- very nice! I am writing a function to calculate (and hopefully plot) support and resistance lines, but the usual plot call of "abline(h=value)" does not seem to work. Here's my code: require(quantmod) AAPL<-getYahooData("AAPL") candleChart(AAPL,subset="last 3

Dear R Helpers, I am still having trouble with the getOptionChain command in quantmod. I have the latest version of quantmod, etc. so I was under the impression that the problem was solved with updates to the package. If someone could let me know what I need to install in order to make this work, I would really appreciate it. My error message as session info are shown below. Thanks a bunch.