Displaying 20 results from an estimated 500 matches similar to: "R plot like candlestick"
2005 Apr 29
2
Subarrays
Define an array
> v<-1:256
> dim(v)<-rep(4,4)
Subarrays can be obtained as follows:
> v[3,2,,2]
[1] 71 87 103 119
> v[3,,,2]
[,1] [,2] [,3] [,4]
[1,] 67 83 99 115
[2,] 71 87 103 119
[3,] 75 91 107 123
[4,] 79 95 111 127
In the general case this procedure is very tedious.
Given an array
A, dim(A)=(dim_1,dim_2,...,dim_d)
and two vectors
2010 Mar 23
1
Changing content of column in data.frame + efficient join extraction between 2 data.frames
Dear R users,
I have 2 SpatialPointsDataFrame's, pcs and East.
The column str_1 in the first (pcs) is:
> pcs[0:4,]
coordinates cat str_1 int_1 int_2 dbl_1 dbl_2
1 (101000, 263000) 1 "SM06B" 101000 263000 4.978915 -4.293668
2 (101000, 265000) 2 "SM06C" 101000 265000 4.960478 -4.266742
3 (101000, 267000) 3 "SM06D" 101000 267000
2005 Oct 09
1
Rmetrics fMultivar how to?
Hi Everybody,
I am a total beginner at this so please bear with me.
I downloaded by hand the file WIG20.txt (Warsaw Stock Exchange Index of 20
most important stocks). The format is this:
Name,Date,Open,High,Low,Close,Volume
WIG20,19940414,1000.00,1000.00,1000.00,1000.00,71600.000
WIG20,19940418,1050.50,1050.50,1050.50,1050.50,99950.000
WIG20,19940419,1124.90,1124.90,1124.90,1124.90,138059.000
2013 Sep 27
1
gráficos de cotizaciones
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
2011 Dec 22
1
Trying to use chartSeries in quantmod
> colnames = c("date","price")
> data = read.csv(file="data.csv", sep=",", header=F, nrows=261, skip=5, col.names=colnames)
> library(quantmod)
> data
date price
1 2011-12-18 13.7825
2 2011-12-11 13.5500
...
...
...
259 2007-01-07 10.8256
260 2006-12-31 10.8531
261 2006-12-24 10.8169
# Here's where I would like to use
2016 Apr 08
0
Is this a bug in quantmod::OpCl?
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
2012 Oct 14
0
Asking help about drawing and saving candle chart automatically....
Hello,
I have trouble with saving and showing candlestick graph.
I want to draw daily 1-minute candle chart per each day and save it
repeatedly.
The data I saved and is used in my code is as the following format:
-----------------------------------------------------
Index,Open,High,Low,Close # header
2011-11-01 9:00:00 ,248.50,248.95,248.20,248.70
...
2011-11-01 15:15:00
2016 Apr 08
0
Is this a bug in quantmod::OpCl?
On Fri, Apr 8, 2016 at 10:51 AM, James Hirschorn
<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?
2011 Oct 20
1
R code Error : Hybrid Censored Weibull Distribution
Dear Sir/madam,
I'm getting a problem with a R-code which calculate Fisher Information
Matrix for Hybrid Censored Weibull Distribution. My problem is that:
when I take weibull(scale=1,shape=2) { i.e shape>1} I got my desired
result but when I take weibull(scale=1,shape=0.5) { i.e shape<1} it gives
error : Error in integrate(int2, lower = 0, upper = t) : the integral is
probably
2013 Sep 27
3
gráficos de cotizaciones
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
2010 Nov 14
0
problem with chartSeries
Hi All,
I came across some trouble with this function when trying to plot intraday
data. I can't manage to plot candelsticks I get a line instead and I don't
understand why. I put below data sample and code.
> head(x)
open high low close
2010-10-27 08:59:59 13821 13824 13818 13824
2010-10-27 09:05:00 13823 13830 13823 13830
2010-10-27 09:09:59
2005 Feb 15
0
Re: card dialer phone (thanks for the info!)
Folks,
Thanks to Jerry Jones, David Josephson, John Novack, and George Cohn
for their posts about how a key system phone works. Now I'm starting to
scrounge around for a KSU so I can look into the Collector's Net work :-)
Most of the phones in the house are (fairly) new single-line analog
jobs; but, since "retro-telephony" is an amusing part of this hobby, it
seems only
1997 Sep 09
2
R-beta: "Comparison of Mathematical Programs for Analysis"
Hi,
I have just seen Stefan Steinhaus' web page :
http://www.uni-franfurt.de/~stst/ncrunch.html
I think it would be nice to include "R" as well.
I have taken Forrest Young's email on stat-lisp list and changed the
stuff for "R" :) Here it is: (someone please check this so we can
also send it to Stefan Steinhaus.
2011 Oct 20
4
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
2012 Mar 16
1
Basic Quantmod help needed
Hi,
I'm new to R and Quantmod. I'm trying to make use of Quantmod's features
however I'm failing at the first hurdle and I'm finding most R documentation
a little cryptic.
I have some minutely data for the same day for a stock in an existing
timeSeries (ts) object. For example:
Date time price volume
2012-03-12 08:01 45.01 10000
2012-03-12 08:02
2016 Apr 06
2
Is this a bug in quantmod::OpCl?
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)
#> Error in `colnames<-`(`*tmp*`, value =
2012 Jul 07
1
Getting objects from quantmod ticker list
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',
2011 Aug 25
1
How download Yahoo Quote?
Hello all:
Friend told me that we can download the stock historical quote from
Yahoo site by R!
Could you tell me that is true or not, how to do that?
Thanks!
--
View this message in context: http://r.789695.n4.nabble.com/How-download-Yahoo-Quote-tp3769563p3769563.html
Sent from the R help mailing list archive at Nabble.com.
2011 Nov 20
2
Continuasly Compunded Returns with quantmod-data
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