similar to: Error in charToDate(x)

Hi, I have an xts starting with a number of columns (currency pairs see below), then I add new ones which are derived from existing ones (like adding the moving average of a column) by merging the new columns one by one. These get the name of the column they are calculated from concatenated with ".1". All done by merge.xts, easy. Now, I have a function (procState below) which generates

Hi there, I have a piece of Matlab code I use to optimise a trding strategy. If there are any Matlab/R specialists out there, I would appreciate your help in doing the exact same optimisation in R. I suspect I would use nlm() in R but am not sure where to define my constraints. I have attached my Matlab code below for reference. Many thanks. Constraints function [c,ceq]=TriskellConstraints(X)

Guys, I wrote to the finance mailing list earlier with my questions but was directed here. Sorry for the repeat. --------------- library(quantmod) .... now <- Sys.time() midnight <- strptime() # <---- I want to make this a static variable that will be equal to 12:00:00 am but I dont know what to put here. I keep getting NA for everything I do if(now == midnight) {

Hi everyone, Following this post: http://r.789695.n4.nabble.com/currency-conversion-function-tt906056.html#a906061 I was trying to run the code: foo <- function(from, to, date){ url <- " http://www.oanda.com/convert/classic?script=..%2Fconvert%2Fclassic&language=en&value=1 " params <-

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 1,5741

Dear all Is there any R function that would perform currency conversion using up-to-date exchange rates? I would be looking for a function that allows to download recent exchange rates (say, from Yahoo!) and then use these in converting currencies (say, USD to EUR). I am not sure whether r-sig-finance would be more appropriate, but the (off-)topic feels general enough to me. Thank you Liviu --

I want to draw a little subplot ("overview") into my detailed plot. It should be placed in say the top right corner and have the size of some legend (like legend(x="topright", inset=0.03, ...) #main plot plot(rnorm(100)) #give little density in corner plot(seq(-2,2,length=300),dnorm(seq(-2,2,length=300)),type="l") I don't want something like par(mfrow=c(1,2)) as