quantstrat - problems adding multiple indicators
On Wed, Sep 10, 2014 at 10:06 AM, Brian G. Peterson <brian at braverock.com> wrote:
This has been discussed on this list multiple times. TTR is taking the column namees of your market data and appending the indicator. so: Cl(mktdata) will return multiple columns after the first indicator has been applied. you most likely want quote(Cl(mktdata)[,1]) to get only the first column. Brian
Ah, indeed, that does work, although Googling for 'quantstrat' and 'quote(Cl(mktdata)[,1])' doesn't turn up much. None the less, I now see that Cl() is finding all names with 'close' anywhere in the name which indeed isn't want I thought it was doing and the first one is the one I want:
head(Cl(mktdata))
SPY.Close SPY.Close.SMA.50.ind3 SPY.Close.SMA.200.ind4 2008-12-31 82.08 NA NA 2009-01-02 84.56 NA NA 2009-01-05 84.46 NA NA 2009-01-06 85.02 NA NA 2009-01-07 82.47 NA NA 2009-01-08 82.81 NA NA Thanks for the quick (and reasonably friendly!) ;-) response. Cheers, Mark