[R-SIG-Finance] quantstrat custom intraday

[Brian G. Peterson]

On 03/22/2013 10:08 AM, Marteau wrote:
> I'd like to load my own intraday data into the framework. I've tried a couple of methods:
> 1. getSymbols, with src="csv"
> loads ok but the index of this data is a date and does not show the intraday time.
> 2. Load my data into an xts object, and create the 'stock' with that object.
> This does not seem to work.  Does the symbol need to be assigned or registered somewhere?

You seem to be confusing your market data with your instrument metadata.

Your market data should be in xts, which will have no problems at all 
with intraday data.  See for example the data for the luxor demo scripts 
in quantstrat.

Your instrument metadata is defined using functions from 
FinancialInstrument, like stock().  These define the *properties* of the 
instrument: symbol, currency, tick size, etc.

Regards,

Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock