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If you're viewing a chart series and you have Volume displayed you can you specify "on" such that SMA will be overlaid on Volume graph?

Looking for examples on how addTA legend functions should be defined. Looking to add Low and High of the series to the existing legend.

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Why when names(getPortfolio(portfolio)) [1] " -24702R9GE" do I have [1] "2008-05-30 -24702R9GE 10 @ 35" Error in get(x, pos = .instrument) : object ' -24702R9GE' not found Error in get(Symbol, envir = as.environment(.GlobalEnv)) : object ' -24702R9GE' not found when...

Fidelity gives you trade history where each trade is a separate line in a CSV file. Which tool does the best job of letting you enter and exit positions ie. knows when it's closing an existing position and entering...

So I have Transactions as a dataframe and Transactions$Symbol is a column in the frame I simply want to run sub over all elements in that column where the new value replaces the old value this doesn't seem...

So you have data in your XTS object and all I'm trying to do is add columns (attributes) that are derived values. does anybody have an example of this? I'm trying to perform a simply transformation on an...

addTxn(Portfolio=portfolio, Symbol = Transaction$Symbol, TxnDate = CurrentDate, TxnPrice = as.numeric(Transaction$Price), TxnQty = as.numeric(Transaction$Quantity), TxnFees = 0, verbose = TRUE, ConMult=1) Error in if (PosQty == 0) PosAvgCost = 0 else { : argument is of length zero > as.numeric(Transaction...

If you're using rollapply with an existing XTS object from getSymbols what's the most appropriate way to add new columns to the object? say you have getSymbols('AAPL') change = rollapply(Cl(AAPL),width=2, function(x) log(x...

Is this supported yet? docs say The on is used to identify which subchart to add the graphic to. By default, on=NA will draw the series in a new subchart below the last indicator. Setting this to either a...

Here was a naive attempt to do standard deviation with sliding window >require(quantmod) >getSymbols("AAPL") > AAPL$STDDEV = sd(Cl(AAPL), 20) > AAPL$SMA = SMA(Cl(AAPL), 10) > AAPL apparently sd doesn't work with a sliding window where was...

Why isn't zoo rollapply written to take the return type? Why do you have to wrap the return value? if I start with an xts and rollapply I get a zoo and I'm required to wrap in an...

Why then do I get this? I added Transactions$Symbol = sub('[ -]*','INST',Transactions$Symbol) so this prefixes everything I had with INST presumably I can have digits in the name 1] "2008-05-30 INST24702R9GE 10 @ 0.35" Error in...

currently using rollapply with sd so I assume that will do the same as runSD On Mar 5, 2010, at 9:23 AM, Joshua Ulrich wrote: > On Thu, Mar 4, 2010 at 8:15 PM, Robert Nicholson > <robert.nicholson at...

This piece of code is giving me the answers I expect it to but to me it looks ugly and that's usually a sign that there are better more elegant ways to accomplish the same task. I would welcome...

Sure here's an example Please bear I'm in mind I'm still learning R and blotter. The idea is to put transaction data thru and then look at the PnL ideally for each trade The transactions file looks...

It seems the missing piece in the puzzle was to define the column first with SD$STDDEV = rep(0, NROW(SD)) for (i in 1:NROW(SD)) { SD[i, "STDDEV"] = SD[i, "StdDev Log Change"] * Cl(AAPL)[i]; } then I...

The previous post was when I had something given to me already as in library('quantmod') getSymbols('AAPL') CHANGE = rollapply(Cl(AAPL),width=2, function(x) log(x[2]/x[1]), by=1, align = "right", na.pad = TRUE) merge.zoo...