quantmod

问题 I'm a newbie to R and I am facing some problems with the creation of a technical indicator. More specifically, I want to create an indicator, Fibonacci , which will be added to the chartSeries and will consist of 5 horizontal lines. The data I am working with are the closing prices of a stock. So the graph I want to create will have one horizontal line in the point of the max closing price, one horizontal line in the point of the min closing price and three horizontal lines between the

问题 I've written a function to grab and parse news data from Google for a given stock symbol, but I'm sure there are ways it could be improved. For starters, my function returns an object in the GMT timezone, rather than the user's current timezone, and it fails if passed a number greater than 299 (probably because google only returns 300 stories per stock). This is somewhat in response to my own question on stack overflow, and relies heavily on this blog post. tl;dr: how can I improve this

问题 I am using new chart_Series and add_TA quite a lot. It works very well for me and I find it very useful. I am trying to add a few things (horizontal lines and some text) on a graph. Here problems start to occur. After horizontal lines and text are drawn correctly they disappear if I call subsequent add_TA ... Please see the example code below which reproduces the problem: library(quantmod) getSymbols("SPY") dev.new() chart_Series(SPY) add_TA(ADX(HLC(SPY))$ADX) abline(h=15, col="red") abline(h

问题 I'm currently downloading stock data using GetSymbols from the Quantmod package and calculating the daily stock returns, and then combining the data into a dataframe. I would like to do this for a very large set of stock symbols. See example below. In stead of doing this manually I would like to use a For Loop if possible or maybe use one of the apply functions, however I can not find the solution. This is what I currently do: Symbols<-c ("XOM","MSFT","JNJ","GE","CVX","WFC","PG","JPM","VZ",

问题 I have stored xts objects inside an environment. Can I subset these objects while they are stored in an environment, i.e. act upon them "in-place"? Can I extract these objects by referring to their colname ? Below an example of what I'm getting at. # environment in which to store data data <- new.env() # Set data tickers of interest tickers <- c("FEDFUNDS", "GDPPOT", "DGS10") # import data from FRED database library("quantmod") dta <- getSymbols( tickers , src = "FRED" , env = data , adjust =

问题 I am trying to load multiple symbols using a csv file rather than downloading from Yahoo. The original code works great and uses load.packages('quantmod') tickers = spl('TLT,IWM,GLD') data <- new.env() getSymbols(tickers, src = 'yahoo', from = '1980-01-01', env = data, auto.assign = T) when I try using the code below, however, it results in "subscript out of bounds" errors later in the script: load.packages('quantmod') tickers = spl('TLT,IWM,GLD') data <- new.env() getSymbols(tickers, src=

问题 I am downloading recession band data into R via quantmod . Now this comes as a binary information (in xts format) looking like this (just the first recession period shown) 1857-01-01 0 1857-02-01 0 1857-03-01 0 1857-04-01 0 1857-05-01 0 1857-06-01 0 1857-07-01 1 1857-08-01 1 1857-09-01 1 1857-10-01 1 1857-11-01 1 1857-12-01 1 1858-01-01 1 1858-02-01 1 1858-03-01 1 1858-04-01 1 1858-05-01 1 1858-06-01 1 1858-07-01 1 1858-08-01 1 1858-09-01 1 1858-10-01 1 1858-11-01 1 1858-12-01 1 Now, I have

问题 This is an advanced question. I use my own layout for the chartSeries quantmod function, and I can even create my own newTA. Everything works fine. But ... What I want to do but I can't: a) Manipulate the legend of each of the 3 charts: - move to other corner, (from "topleft" to "topright") - change the content - remove completely if needed ... b) My indicator generates 2 legends: value1 value2 same as above ... how could I modify them? how could I delete them? c) control position and range

问题 I want to add vertical lines on several dates on a certain graph. So far I haven't managed to achieve this simple task. This is what I tried: > s <- get(getSymbols('nvmi'))["2012::"] > d1 <- index(s[100]) > d1 [1] "2012-05-24" > chart_Series(s,TA="addLines(v=d1)") Error in get.current.chob() : improperly set or missing graphics device > chart_Series(s) > abline(v=d1) # nothing > add_TA("addLines(v=d1") Error in `[.data.frame`(lenv$xdata, Env$xsubset) : undefined columns selected From what I

问题 I've been messing around with this for some time. I recently started using the quantmod package to perform analytics on stock prices. I have a ticker vector that looks like the following: > tickers [1] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" "XLI" "XLB" "XLK" "XLU" "XLV" [14] "QQQ" > str(tickers) chr [1:14] "SPY" "DIA" "IWM" "SMH" "OIH" "XLY" "XLP" "XLE" ... I wrote a function called myX to use in a lapply call to save prices for every stock in the vector tickers. It has the following