[R-SIG-Finance] quantmod addTA() How to compute his own indicator ?

[Jeff Ryan]

One adjustment to my reply.

Version 0.3-6 'newTA' makes use of an argument called 'tFUN' instead
of 'preFUN'.  The yet-to-be-released version has some additional args
and minor naming changes to make it more flexible. This should be out
in a few weeks.

So for 0.3-6 this should work...

 addGMMA <- newTA(GMMA, tFUN=Cl,
legend.name='GMMA',col=c(rep(c('green','red'), each=6)))

Jeff

On Mon, Jul 7, 2008 at 3:35 PM, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
> Bonjour Pierre,
>
> The site now has some examples with respect to the new addTA and newTA
> functionality
>
> http://www.quantmod.com/examples/charting/#technicals
>
> Apart from that the basic idea is that addTA will take the result of a
> function call, and apply it to the active chart, whereas newTA will
> let you create an indicator much like the built-in ones.
>
> A quick example _not_ on the site using Guppy Multiple Moving Averages
> (soon to be added to TTR or quantmod):
>
> library(quantmod)
> library(TTR) # for the EMA function - make sure to use the TTR version
> and not the fTrading version, as TTR prepends NAs
>
> getSymbols("YHOO")
>
>  `GMMA` <- function(x, short=c(3,5,8,10,12,15),
> long=c(30,35,40,45,50,60), type='EMA') {
>    gmma <- sapply(c(short,long), function(g) do.call(type, list(x,n=g)))
>    colnames(gmma) <- c(paste('short lag',short),paste('long lag',long))
>    gmma
>  }
>
>  addGMMA <- newTA(GMMA, preFUN=Cl,
> legend.name='GMMA',col=c(rep(c('green','red'), each=6)))
>
>  barChart(YHOO)
>  addGMMA()
>
>  # alternately you can use addTA for one-off chart additions:
>
>  addTA(GMMA(Cl(YHOO)),col=c(rep(c('blue','white'),each=6)))
>
> In future additions there will be more control over titles, though for
> the most part this works well even now.
>
> addTA requires either a vector or matrix with NROW == NROW of the
> charted series, OR alternately it can be an
> xts object within the range of the original series.  Most graphical
> parameters are handled by both functions, as well as the ability to
> automatically recycle args and plot multiple lines.  The "on" argument
> lets you add an overlay to the main window by specifying "on=1".
> Eventually all windows will allow for this.
>
> # add an overlay
> addTA(EMA(Cl(YHOO)), on=1, col='yellow')
>
>
> Hope that helps,
> Jeff
>
>
>
> On Mon, Jul 7, 2008 at 2:36 PM, Pierre8r <pierre8r-gmane at yahoo.fr> wrote:
>> Hello,
>>
>> How to compute his own indicator ?
>> I want to use addTA() from quantmod with my own indicator.
>> How to compute my own indicator ?
>>
>> Please give me some full R code sample.
>>
>> The sample code can be some Moving Average sample code or other I don't care.
>> For example Close + 1
>> I just need something I can start from.
>>
>> Thanks,
>>
>> Pierre8r
>>
>> Here some Java code to compute Moving Average.
>> But the sample code can be simpler.
>>
>> Java code :
>>
>>    public double calculate() {
>>        int endBar = qh.size() - 1;
>>        int startBar = endBar - length;
>>        double sma = 0;
>>
>>        for (int bar = startBar; bar <= endBar; bar++) {
>>            sma += qh.getPriceBar(bar).getClose();
>>        }
>>
>>        value = sma / (endBar - startBar + 1);
>>        return value;
>>    }
>>
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>
>
>
> --
> Jeffrey Ryan
> jeffrey.ryan at insightalgo.com
>
> ia: insight algorithmics
> www.insightalgo.com
>



-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com