Quantmod Error Message
I am trying to create a model using the Quantmod package in R. I am using the following string of commands:
ema<-read.csv(file="ESU0 Jul 7 1 sec data.csv") Bid=(ema$Bid) twentysell=EMA(Bid,n=1200) fortysell=EMA(Bid,n=2400) sigup<-ifelse(twentysell>fortysell,1,0) sigdn<-ifelse(twentysell<fortysell,-1,0) specifyModel(Next(sigup)~lag(sigup,1) + Next(sigdn)~lag(sigdn,1), 1:31624)
After this last command, I get this error message: Error in as.Date.default(x, origin = "1970-01-01") : do not know how to convert 'x' to class "Date" I've thought it was a time series issue, but I have tried converting the "sigup" and "sigdn" to a time series using
sigup_ts=ts(sigup) sigdn_ts=ts(sigdn)
But the error still comes up. Any help on this issue would be greatly appreciated. Thanks, Tyler Campbell tyler.campbell at tradeforecaster.com