[R-SIG-Finance] using findPeaks in designing railing-stops?
R. Michael Weylandt
michael.weylandt at gmail.com
Fri Feb 10 04:00:58 CET 2012
It looks like you need to wrap coredata() because some funny
arithmetic is happening when the xts-ness is preserved.
But this is perhaps a less-than-desirable feature. I'll patch it and
send it to Josh.
On Thu, Feb 9, 2012 at 9:56 PM, Michael <comtech.usa at gmail.com> wrote:
> Hi all,
> I am having trouble using the function "findPeaks":
> data *<-* new.env()
> getSymbols(tickers, src = 'yahoo', from = '1970-01-01', env = data,
> auto.assign = T)
> p=findPeaks(data$SPY[, 6], 5)
> plot(data$SPY[, 6], type="l")
> points(p, data$SPY[, 6][p])
> My goal is to implement a trailing-stop on a buy-and-hold strategy using
> I wanted to detect whenever SPY falls 5 points from the local peak...
> The above example failed in finding the peaks (p == NULL).
> Am I missing anything here?
> Thanks a lot!
> [[alternative HTML version deleted]]
> R-SIG-Finance at r-project.org mailing list
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
More information about the R-SIG-Finance