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
OHLC Plot with EMA in it
4 messages · Michael Zak, Adaikalavan Ramasamy, Dirk Eddelbuettel +1 more
Can you give us a simple example which produces the same behavior?
Michael Zak wrote:
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
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
On Thu, Sep 25, 2008 at 03:44:21PM +0200, Michael Zak wrote:
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?
Quick guess: Your transformation from priceData to EMA(priceData) changed the x-axis data representation. Maybe you moved from times to observation count. Make sure it remains the same, and your good. For a simple solution directly in R, look up my bollinger bands examples on the R Graph Gallery page. For a high-end solution, look at the quantmod package and the quantmod site. Lastly, the question really belongs on the r-sig-finance list which you should subscribe to in order to post. Dirk
Three out of two people have difficulties with fractions.
1 day later
Using quantmod and TTR (for EMA, as well as many, many more technical tools):
library(quantmod)
# get some data
getSymbols("QQQQ")
barChart(QQQQ)
addEMA()
Lots of examples at:
http://www.quantmod.com http://www.quantmod.com
---and---
http://www.quantmod.com/examples/charting/
http://www.quantmod.com/examples/charting/
Do like Dirk suggests and find your way to R-Sig-Finance.
Enjoy!
Jeff
Michael Zak wrote:
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
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
View this message in context: http://www.nabble.com/OHLC-Plot-with-EMA-in-it-tp19669847p19699297.html Sent from the R help mailing list archive at Nabble.com.