[R-SIG-Finance] Read some data from TradeStation to display using barChart

[R. Michael Weylandt]

On Tue, Oct 2, 2012 at 8:13 PM, Mark Knecht <markknecht at gmail.com> wrote:
> Hi,
>    I haven't done any R programming in maybe 2 years but I got
> interested recently in looking at something and quantmod seems like it
> would be good for a basic start. As a first step I'm trying to get
> some price data saved in a running strategy on TradeStation into a
> barChart using quantmod.
>
>    The following code seems to read my data file successfully and
> produces reasonable looking (to me anyway) data.  I think I need to
> convert the data to xts to get barChart to work but I cannot quite get
> there. Is there a straightforward way to do this? Maybe the date
> format isn't right for use with xts?
>
>    Can someone point out how to do this?
>
> Thanks in advance,
> Mark
>
>
> require(reshape)
> require(TTR)
> require(ggplot2)
> require(chron)
> require(quantmod)
>
> ### Requires MWKFunctions.R be loaded first
> source("C:/Documents and Settings/Mark/My
> Documents/R/MWKFunctions/MWKFunctions.R")
>

Hi Mark,

We don't have any of these functions, so we can't actually debug your
code. If you want real help, try whipping up a reproducible example:

http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example

That said,

> SystemTable = read.table("C:\\Test1.csv",sep=",",header=TRUE)
> SystemTable[,1] = TStoDate(SystemTable[,1])
> typeof(SystemTable)
>
> SystemTable[1:4,1:7]
>
> SystemXTS = as.xts(SystemTable[,1:7])
>

What does SystemTable wind up looking like? You might need to do
something like this instead:

SystemXTS <- xts(SystemTable[,2:7], as.POSIXct(SystemTable[,1], format
= "XXXXX"))

where you put in the appropriate format string for as.POSIXct(). See
?strptime for the details.

What might also be easier is simply:

SystemXTS <- as.xts(read.zoo("C:\\Test1.csv"))

Cheers,
Michael

> barChart(SystemTable)
>
>
>
> <SNIP>
>>
>> ### Requires MWKFunctions.R be loaded first
>> source("C:/Documents and Settings/Mark/My Documents/R/MWKFunctions/MWKFunctions.R")
>>
>> SystemTable = read.table("C:\\Test1.csv",sep=",",header=TRUE)
>> SystemTable[,1] = TStoDate(SystemTable[,1])
>> typeof(SystemTable)
> [1] "list"
>>
>> SystemTable[1:4,1:7]
>         Date Time   Open    High     Low   Close Volume
> 1 2011-09-20 2225 1175.5 1176.00 1174.25 1174.50    102
> 2 2011-09-20 2230 1174.5 1175.50 1174.25 1175.25    267
> 3 2011-09-20 2235 1175.5 1175.75 1174.00 1175.00    248
> 4 2011-09-20 2240 1175.0 1175.50 1175.00 1175.25    135
>>
>> SystemXTS = as.xts(SystemTable[,1:7])
> Error in as.POSIXlt.character(x, tz, ...) :
>   character string is not in a standard unambiguous format
>>
>> barChart(SystemTable)
> Error in try.xts(x, error = "chartSeries requires an xtsible object") :
>   chartSeries requires an xtsible object
>>
>
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