QuantStrat Using ^NYA

Sat, Sep 17, 2011 5:20 PM

Hi All,

First, hats off to all involved in the quantstrat and related projects - very impressive stuff.

I ran the bbands.R example from the demo using the supplied stock.str = 'IBM' and the program ran to completion without a problem. However, when I tried to run the the demo script with stock.str = '^NYA' the program couldn't find the stock data. Looks like the symbol in the portfolio retains the leading '^' but the getSymbol brings in the data and uses NYA as the symbol.

The following shows the input and error message

[1] "USD"

[1] "X.NYA"

[1] "bbands"

[1] "bbands"

+ arguments = list(HLC = quote(HLC(mktdata)), maType='SMA'))

+ arguments = list(columns=c("Close","up"),relationship="gt"),label="Cl.gt.UpperBand")

+ arguments = list(columns=c("Close","dn"),relationship="lt"),label="Cl.lt.LowerBand")

+ arguments = list(columns=c("High","Low","mavg"),relationship="op"),label="Cross.Mid")

[1] "NYA"

Error in get(symbol) : object '^NYA' not found

[1] "strat execution time:"

Time difference of 0.00999999 secs

Error in get(Symbol, envir = as.environment(.GlobalEnv)) : 
  object '^NYA' not found
In addition: Warning messages:
1: In getInstrument(symbol) :
  instrument ^NYA not found, please create it first.
2: In getInstrument(Symbol) :
  instrument ^NYA not found, please create it first.
3: In .updatePosPL(Portfolio = pname, Symbol = as.character(symbol),  :
  Instrument ^NYA  not found, things may break

Any insights would be appreciated.

Dan Avery
   
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QuantStrat Using ^NYA

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