[R-SIG-Finance] getting date of highest value (xts)
Joshua Ulrich
josh.m.ulrich at gmail.com
Tue Nov 2 21:30:38 CET 2010
Hi Immanuel,
You can use which.max for that.
> Hi(GDAXI)[which.max(Hi(GDAXI))]
GDAXI.High
2007-07-13 8151.57
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Tue, Nov 2, 2010 at 3:26 PM, Immanuel <mane.desk at googlemail.com> wrote:
> Hello all,
>
> I would like to know when the highest price value
> in a given xts time series occurred but I couldn't figure out
> how to do this, can anybody help?
>
> thanks
>
>
> --------------------
> # load libraries
> library(quantmod)
> library(TTR)
>
> getSymbols("^GDAXI")
>
> OHLC.data <- GDAXI["2010-03-01/2010-09-10"]
>
> # I want to know the date where the highest value occurred
>
> max(Hi(GDAXI))
> # returns only the highest value, but I would like to know the date...
>
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