[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



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