[R-SIG-Finance] ABS value calculation for ATR use

[Jeff Ryan]

Seconded.

> library(quantmod) # requires TTR
> getSymbols("INFY.BO")
[1] "INFY.BO"
> head(ATR(INFY.BO))
              tr atr trueHigh trueLow
2007-01-02    NA  NA       NA      NA
2007-01-03 43.95  NA     2280 2236.05
2007-01-04 43.90  NA     2320 2276.10
2007-01-05 15.00  NA     2290 2275.00
2007-01-08 19.50  NA     2280 2260.50
2007-01-09 16.70  NA     2208 2191.30

HTH
Jeff


On Thu, Sep 20, 2012 at 10:47 AM, Zachary Mayer <zach.mayer at gmail.com> wrote:
> Why not use the ATR indicator in the TTR package?
>
> On Thu, Sep 20, 2012 at 11:39 AM, sean fallon <sf99167 at yahoo.com> wrote:
>
>> I am trying to calculate the Absolute value to append in file so I can
>> build ATR indicator. I am stuck at the first part wherein I am trying to
>> calculate the ABS for High - Close Price. However when I run the
>> "head(data)" to see what the results are, the AbsHC shows me the same
>> number i.e. 61.2, whether I put the "data$AbsHC=abs(x)" inside the for loop
>> or outside. I am only trying it for the first 10 rows of data. Enclosed
>> below is the code
>>
>> #Get data fro Yahoo finance for Infosys (INFY.BO)
>> data <- read.csv("
>> http://ichart.finance.yahoo.com/table.csv?s=INFY.BO&a=08&b=16&c=2008&d=08&e=20&f=2012&g=d&ignore=.csv",
>> stringsAsFactors=F)
>>
>> #view data
>> head(data)
>>
>> #compute high-close
>> h=data[,3]
>> c=data[,4]
>> hcdif=h-c
>> data$HminusC=hcdif
>>
>> #check data
>> data[30:40,]
>>
>> #compute absolute value
>> j=2
>> for (i in 1:10)
>> {
>>    ab1= data[i,5]
>>    ab2= data[j,3]
>>    x=ab1-ab2
>>    #data$AbsHC=abs(x), I have commented this as I have out it outside the
>> loop.
>>    j = j+1
>> }
>>
>> data$AbsHC=abs(x)
>> head(data)
>>
>> What am I doing wrong here???
>>
>> regards
>>
>> Sean
>>         [[alternative HTML version deleted]]
>>
>>
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>
>         [[alternative HTML version deleted]]
>
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-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

www.lemnica.com