Converting data for use in TTR and PerformanceAnalytics

Hi guys,

I'm a complete newbie so I'm not sure if my question is stupid. But anyway,
I can't figure it out!

I'm trying to do calculate returns in "TTR" and "PerformanceAnalytics"
(inspired by this<http://www.milktrader.net/2011/04/chop-slice-and-dice-your-returns-in-r.html>article
from milktrader) but I get the error below whenever I run the code:
*

"Error in inherits(x, "xts") :
?trying to get slot "Luk" from an object (class "data.frame") that is
not an S4 object"

*

I have downloaded data from another source then to ones possible in
PerformanceAnalytics because Yahoos dataset is incomplete. The dataset I
have downloaded is not complete either but at least there are closing prices
for the whole period.

The dataset variables are in danish but can be translated as:

Dato = Date
?bning = Open (or opening price)
H?j = High
Lav = Low
Luk = Close (or closing price)
Oms?tning = Volume



This is the code:

require("quantmod")
require("TTR")
require("PerformanceAnalytics")

danske <- read.table("
http://www.euroinvestor.dk/HistoricalQuotes/HistoricalQuotes.aspx?lang=DA&fn=DANSKE&outputmode=5&format=csv&separator=,&lcid=2057&stockid=235240",
sep = ",", header = TRUE)

danske at logreturns <- PerformanceAnalytics::Return.calculate(danske at Luk)
danske at ROC <- TTR::ROC(danske at Luk)

I appreciate your help!

Yours sincerely,

Kenneth

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

On Mon, Jun 13, 2011 at 8:55 AM, Kenneth Rose <kennethrose82 at gmail.com> wrote:

Hi guys,

I'm a complete newbie so I'm not sure if my question is stupid. But anyway,
I can't figure it out!

I'm trying to do calculate returns in "TTR" and "PerformanceAnalytics"
(inspired by this<http://www.milktrader.net/2011/04/chop-slice-and-dice-your-returns-in-r.html>article
from milktrader) but I get the error below whenever I run the code:
*

"Error in inherits(x, "xts") :
?trying to get slot "Luk" from an object (class "data.frame") that is
not an S4 object"

*

It's not possible that you get this error from running the code in the
blog post you cite because it does not use the "@" operator.

I have downloaded data from another source then to ones possible in
PerformanceAnalytics because Yahoos dataset is incomplete. The dataset I
have downloaded is not complete either but at least there are closing prices
for the whole period.

The dataset variables are in danish but can be translated as:

Dato = Date
?bning = Open (or opening price)
H?j = High
Lav = Low
Luk = Close (or closing price)
Oms?tning = Volume



This is the code:

require("quantmod")
require("TTR")
require("PerformanceAnalytics")

danske <- read.table("
http://www.euroinvestor.dk/HistoricalQuotes/HistoricalQuotes.aspx?lang=DA&fn=DANSKE&outputmode=5&format=csv&separator=,&lcid=2057&stockid=235240",
sep = ",", header = TRUE)

danske at logreturns <- PerformanceAnalytics::Return.calculate(danske at Luk)
danske at ROC <- TTR::ROC(danske at Luk)

The blog post you cite doesn't use "@" to access columns, so why are
you using it? ?I strongly suggest you read the manuals rather than try
random code. ?It's also useful to cross-reference the "See Also"
section of the manual pages. ?For example, you could have looked at:

R> help("@") ?# The @ operator
R> help("data.frame") ?# data.frames (See Also: [.data.frame? for
subsetting methods)
R> help("S4") ?# S4 objects

It would also be helpful to read "An Introduction to R".
Specifically, the section on lists and data.frames:
http://cran.r-project.org/doc/manuals/R-intro.html#Lists-and-data-frames

I appreciate your help!

Yours sincerely,

Kenneth

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

Best,
--
Joshua Ulrich ?| ?FOSS Trading: www.fosstrading.com