[R-SIG-Finance] extracting technical indicators

Josh Ulrich joshulrich21 at hotmail.com
Tue Feb 13 01:45:51 CET 2007


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
vor.TA <- (H - L) / L


>From: "stephenc" <mail at xesoftware.com.au>
>To: <r-sig-finance at stat.math.ethz.ch>
>Subject: [R-SIG-Finance] extracting technical indicators
>Date: Tue, 13 Feb 2007 08:57:59 +1100
>
>Hi
>
>I am running the examples of technical analysis.
>
>I have my own data covering the SPI.  Everything goes fine until I get to
>three indicators near the bottom of the list where I get these error
>messages:
>
>typical.TA = typicalpriceTA(H, L, C)
>
> >      vohl.TA = vohlTA(H, L)
>
>Error in inherits(object, "timeSeries") : object "x" not found
>
> >      vor.TA = vorTA(H, L)
>
>Error in inherits(object, "timeSeries") : object "x" not found
>
> >      wclose.TA = wcloseTA(H, L, C)
>
> >   vohl.TA = vohlTA(H, L)
>
>
>Can anyone cast some light on this?
>
>Stephen Choularton
>02 9999 2226
>0413 545 182

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