quantmod EMA and SMA
On Mon, Mar 9, 2015 at 9:04 AM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
On Mon, Mar 9, 2015 at 8:14 AM, Olivier MARTIN <Olivier.Martin at avignon.inra.fr> wrote:
Hi all,
I compare the serie from the function EMA() and the one from addEMA()
getSymbols("^FCHI")
M7=EMA(Cl(FCHI),7)
candleChart(FCHI,theme="white",subset="2015",TA=NULL)
addEMA(7)
addTA(M7,on=-1)
I don't understant why I don't obtain the same serie with the two
functions...
M7 is calculated using the close price. You didn't specify which column to use in the addEMA call, so it used the first column--the open.
It looks like this is a long-standing bug. The current behavior originated in 2008, so I checked with Jeff. He confirmed that the intention was to choose the Close if the data were OHLC and with.col was not specified. I have filed and fixed the issue. https://github.com/joshuaulrich/quantmod/issues/41 Thanks for the report!
Reagrds, Olivier.
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-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com
Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com