[R-SIG-Finance] logical AND of all columns in a xts object

[Andreas Voellenklee]

I am working on a function to filter a OHLC timeseries for n
consecutive long white/black candles in a row.

In the example below the xts- object "LAGLWCB" looks like this:
> tail(LAGLWCB,n=10)
           Lag.0 Lag.1 Lag.2
2011-12-19  TRUE FALSE FALSE
2011-12-20 FALSE  TRUE FALSE
2011-12-21 FALSE FALSE  TRUE
2011-12-22 FALSE FALSE FALSE
2011-12-23 FALSE FALSE FALSE
2011-12-27 FALSE FALSE FALSE
2011-12-28 FALSE FALSE FALSE
2011-12-29  TRUE FALSE FALSE
2011-12-30  TRUE  TRUE FALSE
2012-01-03  TRUE  TRUE  TRUE

The condition "Three consecutive long white candle bodies" is true
when the logical- AND of all columns equals true:

  eval(LAGLWCB[,1] & LAGLWCB[,2] & LAGLWCB[,3])

is there a way to perform logical operations on all columns of a xts
object, without having to explicitly code all columns like in the
command above?

Thanks,
Andreas



# ---example---

require("quantmod")
getSymbols("GLBS", adjust=TRUE)

CSPLongCandleBody <- function(TS, n=20, threshold=1.5) {
  CBL <- 2*(abs(Op(TS)-Cl(TS))) / (Op(TS)+Cl(TS))
  CBLMedian <- runMedian(CBL, n=n)
  LongWhiteCandleBody <- eval (CBL >= CBLMedian*threshold & Cl(TS) > Op(TS))
  LongBlackCandleBody <- eval (CBL >= CBLMedian*threshold & Op(TS) > Cl(TS))
  result <- cbind(LongWhiteCandleBody, LongBlackCandleBody)
  colnames(result) <- c("LongWhiteCandleBody", "LongBlackCandleBody")
  return(result)
}

# LongWhiteCandleBody
LWCB <- CSPLongCandleBody(GLBS)[,1]
tail(LWCB,n=10)

# Lag LongWhiteCandleBody 0 to 2 periods
LAGLWCB <- Lag(LWCB, k=0:2)
tail(LAGLWCB,n=10)

# Three consecutive Long White Candle Bodies
ThreeLWCB <- eval(LAGLWCB[,1] & LAGLWCB[,2] & LAGLWCB[,3])
tail(ThreeLWCB,n=10)

# ---end of example---