using findPeaks in designing railing-stops?
It looks like you need to wrap coredata() because some funny arithmetic is happening when the xts-ness is preserved. e.g. findPeaks(coredata(Ad(SPY)), 5) But this is perhaps a less-than-desirable feature. I'll patch it and send it to Josh. Michael
On Thu, Feb 9, 2012 at 9:56 PM, Michael <comtech.usa at gmail.com> wrote:
?Hi all, I am having trouble using the function "findPeaks": tickers="SPY" data *<-* new.env() getSymbols(tickers, src = 'yahoo', from = '1970-01-01', env = data, auto.assign = T) p=findPeaks(data$SPY[, 6], 5) plot(data$SPY[, 6], type="l") points(p, data$SPY[, 6][p]) My goal is to implement a trailing-stop on a buy-and-hold strategy using findPeaks... I wanted to detect whenever SPY falls 5 points from the local peak... The above example failed in finding the peaks (p == NULL). Am I missing anything here? Thanks a lot! ? ? ? ?[[alternative HTML version deleted]]
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