[R-SIG-Finance] How to try technical indicators, fMultivar
Andy (Lists)
kb2qzv at poczta.wp.pl
Sat Oct 21 23:08:47 CEST 2006
Hi,
Please bear with me while I try to figure out how R and RMetrics work.
I would like to try out the fMultivar package to see how well it can display
different technical indicators. I have no experience in R.
The data file named WIG20.mst looks like this:
<Ticker>,<Date>,<Open>,<High>,<Low>,<Close>,<Volume>
[...]
WIG20,20051021,2324.18,2338.45,2312.07,2323.23,890642.379
WIG20,20051024,2322.77,2357.95,2322.77,2339.41,763810.167
WIG20,20051025,2353.27,2372.36,2344.46,2360.77,654536.990
WIG20,20051026,2373.50,2380.10,2310.39,2340.24,807947.585
WIG20,20051027,2291.66,2307.86,2285.16,2302.53,711165.288
WIG20,20051028,2283.72,2320.37,2273.49,2316.55,538880.205
[...]
It contains data from the year 1994 to-date. The obove is just an exerpt.
So in R I used read.csv() function to create the object "wig20".
wig20 = read.csv("WIG20.mst")
So far so good but when I check the object "wig20" I can see that it looks a
little different than what the original file:
wig20
2851 WIG20 20051024 2322.77 2357.95 2322.77 2339.41 763810.17
2852 WIG20 20051025 2353.27 2372.36 2344.46 2360.77 654536.99
2853 WIG20 20051026 2373.50 2380.10 2310.39 2340.24 807947.58
2854 WIG20 20051027 2291.66 2307.86 2285.16 2302.53 711165.29
2855 WIG20 20051028 2283.72 2320.37 2273.49 2316.55 538880.20
What are those numbers before the ticker value WIG20? I hope this is something
that I can just ignore. But it would be good to know what they are.
Next I would like to display both the price plot and below the price one of
the technical indicators plot in a manner similar to what other stock market
analysis software does. For example price plot with MACD below it?
I know that there exists a function called plotOHLC or ohlcPlot but have no
clue how to start plotting. I can imagine I need to tell the software the
date range and then the cells of data to be plotted. Could I see some
examples of that based on the data file I provided?
Thanks a lot for any clues.
Andy
More information about the R-SIG-Finance
mailing list