similar to: 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?

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 =

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 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

Here is a relatively simple script (with comments as to the logic interspersed): # Some of these libraries are probably not needed here, but leaving them in place harms nothing: library(tseries) library(xts) library(quantmod) library(fGarch) library(fTrading) library(ggplot2) # Set the working directory, where the data file is located, and read the raw data

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

HI, May be this helps: set.seed(24) ?mat1<- matrix(sample(1:60,30*24,replace=TRUE),ncol=24) colnames(mat1)<- rep(c("O","H","L","C"),6) indx<-seq_along(colnames(mat1)) n<- length(unique(colnames(mat1))) ?res<- lapply(split(indx,(indx-1)%%n+1),function(i) mat1[,i]) lapply(res,head,2) #$`1` #????? O? O? O? O? O? O #[1,] 18 56 51 24 24 52 #[2,]

v="IBM" library(quantmod) v v1=getSymbols(v) to.yearly(v1) =============================== 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

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

R version 2.12.0, 64 bit on Windows. Here is a short script that illustrates the problem: library(tseries) library(xts) setwd('C:\\cygwin\\home\\Ted\\New.Task\\NKs-01-08-12\\NKs\\tests') x = read.table("quotes_h.2.dat", header = FALSE, sep="\t", skip=0) str(x) y <- data.frame(as.POSIXlt(paste(x$V2,substr(x$V4,4,8),sep=" "),format='%Y-%m-%d

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

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<-t3^2 > extrapolate1 <-

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]]

Dear all, I have a problem while working with hourly data of fx rates. I've read from a csv file, the following way: csv-file like: Date,Open,High,Low,Close,Volume 2011-08-11 03:00:00,1.41758,1.42205,1.41625,1.42174,8974 ... 2011-08-12 04:00:00,1.42175,1.42413,1.42067,1.42172,7229 ... 2011-12-30 05:00:00,1.42173,1.42341,1.42062,1.42171,6703 ... raw<-

I have search the archive and I could not find what I need so I will try to ask the question here. I read a table in (read.table) a <- read.table(.....) The table has column names like DayOfYear, Quantity, and Category. The values in the row for Category are strings (characters). I want to get all of the rows grouped by Category. The number of unique category names could be around 50. Say

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

What is a good way to enter a very long model formula. For example: y ~ Input.2 + Input.3 + ... + Input.1000 (assuming the corresponding dataframe has many other columns). Is there a way to convert a character string to a formula? Are there command line expansions in R besides the simple '.'? Thanks. [[alternative HTML version deleted]]

Suppose df is a dataframe with one named row of numeric observations. I want to coerce df into a named vector. as.vector does not work as I expected: as.vector(df) returns the original dataframe, while as.vector(df,mode="numeric") returns an unnamed vector of NAs. This works: > v <- as.numeric(as.matrix(df)); names(v) <- names(df); I just wanted check if there

Suppose I have a data file (possibly with a huge number of columns), where the columns with factors are coded as "1", "2", "3", etc ... The default behavior of read.table is to convert these columns to integer vectors. Is there a way to get read.table to recognize that columns of quoted numbers represent factors (while unquoted numbers are interpreted as

Hello, I'm new to R and am having trouble plotting intraday data on a chart. I haven't had any success with using ideas from some other posts or other content. My data is in csv format, here's the first few rows: TimeStamp..UTC. Open High Low Close 1 2011-06-15 13:30:00:0000 127175 127500 126925 127425 2 2011-06-15 14:00:00:0000 127400 127575 127225 127225 3 2011-06-15