[R] intraday OHLC plot

Thomas Steiner finbref.2006 at gmail.com
Sat Mar 22 11:19:48 CET 2008


I want to create a open/high/low/last plot of intraday data.
I try to use the function plotOHLC from the tsteries package. I create
my own multiple time series and then try to plot it.

raw Data Format (file eurusd2.csv):
"Date (GMT)"	"Open"	"High"	"Low"	"Last"
17-03-2008 00:00:00	1,5764	1,5766	1,5747	1,5750
17-03-2008 00:05:00	1,5749	1,5750	1,5741	1,5744
17-03-2008 00:10:00	1,5745	1,5762	1,5741	1,5749

> library("tseries")
> raw=read.delim2("eurusd2.csv")
> date.d=strptime(raw$Date..GMT,"%d-%m-%Y %H:%M:%S")
> x=ts(data=c(raw$Open,raw$High,raw$Low,raw$Last),c="mts")
> plotOHLC(x)
Fehler in if ((!is.mts(x)) || (colnames(x)[1] != "Open") ||
(colnames(x)[2] !=  :
        Fehlender Wert, wo TRUE/FALSE nötig ist
>

so there is a value missing where it expected a T/F...

In Details of the help on the function plotOHLC it says:
The time scale of x must be in Julian dates (days since the origin).

Perhaps anyone can provide help here?
Thanks,
Thomas



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