[R-SIG-Finance] Using quantstrat indicators against columns other than "Close"

Sergey Pisarenko drseergio at gmail.com
Fri Feb 10 17:26:52 CET 2012


Hi,

I have started using 'quantstrat' to model strategies and cannot
figure out a way to add an indicator that would be calculated against
a column other than "Close". For example, in the code below I create a
5-day SMA:

s         <- add.indicator(strategy=s, name='SMA',
arguments=list(x=quote(Cl(mktdata)), n=5), label='SMA5')

This creates a column with 5-day SMA calculated for the closing price
of the instrument. What is the correct approach of using indicators
against other columns, such as "Volume"?

Appreciate your help.

--
Kindest Regards,
Sergey Pisarenko.



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