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It seems to be an error in the functions. They call an object (x) that isn't defined in the function arguments. I would suggest simply calculating the function results yourself, since they aren't complicated: vohl.TA <- H - L...

Dear colleagues, This is to inform you that Version 1.3.0 of the R package apcluster has been released on CRAN yesterday. We did a major extension and overhaul of the package. Most importantly, we added Leveraged Affinity Propagation...

On Wed, Aug 31, 2016 at 10:05 AM, Doug Edmunds <dougedmunds at gmail.com> wrote: > I am trying to understand why "source" does not process > all the code in this R file. > > 1. I copied maCross.R from the...

I have a feeling I know the answer to this question, but I'm asking with the hope that I learn something new. Package A defines a S3 generic function, "foo()". Package B defines a S3 class "bar", and a...

Hi Dirk. I saw you installed a new release. Unfortunately the problem mentioned below does persist. I know this is perhaps a minor issue, as users report they can install manually (see below). But under strict installation policies this can...

On Fri, Mar 15, 2013 at 4:53 PM, rex <rex at nosyntax.net> wrote: > Joshua Ulrich <josh.m.ulrich at gmail.com> [2013-03-15 12:51]: > >> What version of TTR are you using? I may have already fixed...

Does this provide what you want? require(quantmod) getSymbols("USD/EUR",src="oanda",from="2009-01-01") # endpoints(..., on='weeks') returns Sundays fri <- endpoints(USDEUR, on='weeks')-2 # replace first observation with zero, and remove last observation # see ?endpoints fri...

Jim, Looks like the issue was that dividends provided by Yahoo are back-adjusted for splits. I knew this (see TTR::getYahooData), but that knowledge didn't find its way into adjustOHLC (until now). I've updated adjustOHLC on R...

I do this a few times in the blotter package. Try: Dates <- unique(do.call(c,c(lapply(foo, index), use.names=FALSE, recursive=FALSE))) On Fri, Oct 31, 2014 at 11:44 AM, ce <zadig_1 at excite.com...

Nick, The error tells you. The page doesn't exist because there's no historical data for that symbol. http://finance.yahoo.com/q/hp?s=PD-UN.TO Best, Josh -- http://www.fosstrading.com On Thu, Dec 17, 2009...

Hi Jason, There's no way to do this with PerformanceAnalytics currently. I just made a PR on GitHub that lets you do it: https://github.com/braverock/PerformanceAnalytics/pull/183 Best, Josh On Sun, Feb 26, 2023 at 11...

Hello everyone, I am searching and searching and can't find an answer. I try to register a sighandler in my extension's C code. But my sighandler is never called. Is there anything preventing extensions to receive signals? I...

Worik, On Sat, Apr 7, 2012 at 9:10 PM, Worik Stanton <worik.stanton at gmail.com> wrote: > Friends > > I would like to be able to draw vertical lines on a chart resulting from > chartSeries. > > I can draw horrizontal lines...

> typeof(1) [1] "double" 1 is obviously *not* an integer value. Best, Josh -- http://quantemplation.blogspot.com http://www.fosstrading.com On Wed, Apr 22, 2009 at 12:45 PM, <hzambran.newsgroups at gmail.com> wrote: > Full_Name: Mauricio > Version...

On Mon, May 13, 2013 at 6:47 PM, Noah Silverman <noahsilverman at ucla.edu> wrote: > Hello, > > I coming across a strange problem doing math on an xts object. > > If I have an xts object of stock prices (perhaps 5...

Hi Robert, On Sat, Apr 30, 2011 at 12:39 AM, <me at censix.com> wrote: > >> Hi, >> >> I have the following time series in xts >> >>> getSymbols("SBUX"); >> [1] "SBUX" >> Warning message: >> In download.file(paste(yahoo.URL, "s=", Symbols.name...

On Tue, Mar 18, 2014 at 3:24 PM, Jeroen Ooms <jeroen.ooms at stat.ucla.edu> wrote: <snip> > ## Summary > > Extending the r-release cycle to CRAN seems like a solution that would > be easy to implement. Package updates simply...

> E.g., > > mydata$difference <- mydata$x - mydata$y > That's what I thought, but I get the following message: > propLSK.STONE.Pox0t30$Pox0t30STONE-propLSK.STONE.Pox0t30$Pox0t30 numeric(0) Does it mean the resulting vector is empty? If yes, what...

Hi Anyi, That's not currently possible. You could use the rollmean function in the development version of the zoo package (on R-forge) to calculate the simple moving average as you described. I would like to add this as...

On Thu, Jun 16, 2011 at 2:08 PM, Noah Silverman <noahsilverman at ucla.edu> wrote: > Hi, > > I have some raw tick data. (Individual trades with 1 second resolution.) > > I'd like to convert them to 5 minute bars - that...