[R-SIG-Finance] quantmod newTA passes a matrix?

[Jeff Ryan]

Hi Brian,

There are quite a few operations that take place internal to the
chartSeries plotting process.

If you mean that your function that is creating the data isn't
returning an xts object, I would say that you should do one of two
things:

1) write a wrapper that returns it as an xts object, either by
reconstructing the xts object from the data, or by trying the Reclass
function in xts.  Reclass is theory will do exactly what I think you
need, but it can't always guess correctly. Use THIS function as the
FUN argument to ?newTA.

2) using ?fix you can simply modify/fine-tune the function object you
get/have from newTA to modify the results.

If you could send your code off-list (if need be) or on list, I can help more.

Thanks,
Jeff

On Sat, Dec 6, 2008 at 7:51 AM, Brian Lee Yung Rowe <brian at muxspace.com> wrote:
> Hi Brian,
>
> Are you referring to the addTA function that takes a boolean xts object?
> Yes, that works fine, but I want my own function that wraps up some of the
> details in drawing the shaded regions. Jeff and I spoke about using newTA to
> do this, and I'm trying to work through some of the specifics.
>
> FWIW I already have a working function based on newTA, but I have to pass in
> the original time series as an option because the series extracted from the
> chob does not preserve the date information. It's a minor inconvenience, and
> I wanted to know if there was a more elegant solution to the problem.
>
> Brian
>
>
> ----- Original message -----
> Sent: 2008/12/06 06:58:37
> Subject: Re:Re: [R-SIG-Finance] quantmod newTA passes a matrix?
>
> I'm not at a machine where I can easily look up the function, but quantmod
> already has a function for adding shaded sections to charts that takes a
> vector of date ranges as the argument. Check the chart documentation and
> Jeff's excellent examples on quantmod.com
>
> Regards,
>
> - Brian
>
> Brian Lee Yung Rowe wrote:
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com