[R-SIG-Finance] Quantmod SMA not working
Mark Harrison
harrisonmark1 at gmail.com
Mon Mar 5 20:36:15 CET 2012
I am trying to do some data comparisons and want to use quantmod and
the addSMA feature. However, I keep getting errors when I try the
addSMA command. I did try the email but nothing I saw answered or
fixed this issue.
When I run addSMA(20) on my data - examples below - I get the following error:
Error in matrix(ma.tmp[lchob at xsubset, ], nc = NCOL(ma.tmp)) :
subscript out of bounds
If I just grab Apple data from Yahoo and run:
chartSeries(AAPL, subset='last 6 months')
addSMA(20)
The first command works and the chart appears but the addSMA command
gives me the same error as above.
MyData Example:
Open High Low Close
2010-12-31 63.270 63.535 63.120 63.425
2011-01-03 63.310 63.670 63.085 63.620
2011-01-04 63.615 64.040 63.365 63.740
2011-01-05 63.770 64.495 63.430 64.415
2011-01-06 64.405 64.530 64.070 64.340
2011-01-07 64.325 64.490 63.950 64.280
Session Info:
R version 2.14.0 (2011-10-31)
Platform: x86_64-pc-mingw32/x64 (64-bit)
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United
States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] datasets grDevices utils graphics stats methods base
other attached packages:
[1] blotter_0.8.4 fTrading_2110.77
fBasics_2110.79
[4] MASS_7.3-16 timeSeries_2140.93
timeDate_2150.95
[7] twsInstrument_1.3-1 IBrokers_0.9-3 qmao_1.1.6
[10] FinancialInstrument_0.10.9 quantmod_0.3-17 TTR_0.21-0
[13] xts_0.8-4 zoo_1.7-7
Defaults_1.1-1
loaded via a namespace (and not attached):
[1] grid_2.14.0 lattice_0.20-3 quantstrat_0.6.1 tools_2.14.0
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