ABS value calculation for ATR use
Seconded.
library(quantmod) # requires TTR
getSymbols("INFY.BO")
[1] "INFY.BO"
head(ATR(INFY.BO))
tr atr trueHigh trueLow 2007-01-02 NA NA NA NA 2007-01-03 43.95 NA 2280 2236.05 2007-01-04 43.90 NA 2320 2276.10 2007-01-05 15.00 NA 2290 2275.00 2007-01-08 19.50 NA 2280 2260.50 2007-01-09 16.70 NA 2208 2191.30 HTH Jeff
On Thu, Sep 20, 2012 at 10:47 AM, Zachary Mayer <zach.mayer at gmail.com> wrote:
Why not use the ATR indicator in the TTR package? On Thu, Sep 20, 2012 at 11:39 AM, sean fallon <sf99167 at yahoo.com> wrote:
I am trying to calculate the Absolute value to append in file so I can
build ATR indicator. I am stuck at the first part wherein I am trying to
calculate the ABS for High - Close Price. However when I run the
"head(data)" to see what the results are, the AbsHC shows me the same
number i.e. 61.2, whether I put the "data$AbsHC=abs(x)" inside the for loop
or outside. I am only trying it for the first 10 rows of data. Enclosed
below is the code
#Get data fro Yahoo finance for Infosys (INFY.BO)
data <- read.csv("
http://ichart.finance.yahoo.com/table.csv?s=INFY.BO&a=08&b=16&c=2008&d=08&e=20&f=2012&g=d&ignore=.csv",
stringsAsFactors=F)
#view data
head(data)
#compute high-close
h=data[,3]
c=data[,4]
hcdif=h-c
data$HminusC=hcdif
#check data
data[30:40,]
#compute absolute value
j=2
for (i in 1:10)
{
ab1= data[i,5]
ab2= data[j,3]
x=ab1-ab2
#data$AbsHC=abs(x), I have commented this as I have out it outside the
loop.
j = j+1
}
data$AbsHC=abs(x)
head(data)
What am I doing wrong here???
regards
Sean
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_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
Jeffrey Ryan jeffrey.ryan at lemnica.com www.lemnica.com