MACD Histogram

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Konrad,

Your error is in how you are calling MACD.  See the examples in ?MACD.
 You need to pass it the Close column if you want it to be what you
are expecting.

macd <- MACD(Cl(arl))
macdHist <- macd$macd - macd$signal
addTA(macdHist,type='h')

HTH,
Jeff
Hi Mailinglist members,

I?ve got a question concerning the histogram which is plotted in the
addMACD() method. I expect that this represents the difference between the
macd and the signal line, but when I implement it by myself, I get a clearly
other result. Please check the following code snippet. I add the MACD
histogram via the addMACD() method and in addition a second TA, which
represents the difference between the signal and the macd.

Could you tell me whether I?m mistaking respectively what is plotted in the
histogram?

library(quantmod)

from.dat <- as.Date("01/01/03", format="%m/%d/%y")

to.dat <- as.Date(Sys.Date(), format="%m/%d/%y")

getSymbols("ARL.DE", src="yahoo", from = from.dat, to = to.dat)

arl <- last(ARL.DE , "100 days")

chartSeries(arl, theme="white", TA=NULL)

addMACD()

macd <- MACD(arl)

macdHist <- macd$macd - macd$signal

addTA(macdHist, type="h")

Thanks in advance.

--

Konrad Hoppe

?<http://www.konrad-hoppe.com/> http://www.konrad-hoppe.com/

? ? ? ?[[alternative HTML version deleted]]

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Jeffrey Ryan
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ia: insight algorithmics
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