[R-SIG-Finance] quantmod: addTA is broken?

Brian Lee Yung Rowe brian at muxspace.com
Sun Dec 14 15:14:01 CET 2008


Michael,

It's hard to speculate without knowing what the data you have looks
like. Can you send the output of
 class(CottonSpreadsheet)
 colnames(CottonSpreadsheet)
? 

Also, did you run with debug(addTA)? You can probably narrow down the
problem by stepping through the function yourself.

Brian


On Sun, 2008-12-14 at 14:23 +0100, Michael Zak wrote:
> You're absolutely right. I gave you a wrong example.
> 
> Let's say I have OHLC data from Cotton over the last 80 days. In a  
> spreadsheet I got from a client the computed EMA values for cotton's  
> daily high. So I import the computed values (the last 80) in R like  
> this:
> 
> require(quantmod)
> CottonSpreadsheet <- read.table(...)
> CottonSpreadsheet <- last(CottonSpredsheet, 80)
> OHLC <- last(Cotton, 80)
> chartSeries(OHLC, type = "bars")
> addTA(CottonSpeadsheet)
> 
> Now I got this error message:
> 
> Fehler in tav * 0.975 : nicht-numerisches Argument für binären Operator
> Zusätzlich: Warning message:
> In merge.zoo(lchob at xdata, ta, join = "left", retside = c(FALSE,  :
>    Index vectors are of different classes: POSIXt POSIXt integer integer
> 
> I get the chartSeries(), but without the added addTA. I don't know why  
> this first line of the error message is in German. I hope you can help  
> me anyway.
> 
> Thank you, Michael
> 
> On 14.12.2008, at 13:40, Gabor Grothendieck wrote:
> 
> > That's a warning message, not an error message.  This suppresses it:
> >
> > suppressWarnings(plot(addTA(min55, on = 1)))
> >
> >
> > On Sun, Dec 14, 2008 at 5:14 AM, Michael Zak <zakdump at gmail.com>  
> > wrote:
> >> Hi there
> >>
> >> I have here some financial charts which I did a couple of months  
> >> ago with
> >> quantmod. Today, I recharted my data with chartSeries(), which  
> >> works fine.
> >> As soon as I add some indicators with addTA() I get a error message.
> >>
> >> For example:
> >> require(quantmod)
> >> require(TTR)
> >> getSymbols("YHOO")
> >> chartSeries(YHOO)
> >> min55 <- runMin(YHOO$YHOO.Low, 55)
> >> addTA(min55, on = 1)
> >>
> >>
> >> I get this message:
> >>
> >> Warning messages:
> >> 1: In merge.zoo(lchob at xdata, ta, join = "left", retside = c(FALSE,  :
> >> Index vectors are of different classes: POSIXt POSIXt integer integer
> >>
> >>
> >> How can I solve this?
> >>
> >> Thank you, Michael
> >>
> >> _______________________________________________
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