[R-SIG-Finance] addTA not working

[George Schmoll]

I have been trying to display multiple chart using a TDNN creating a 
forecast. When done on a individual time series, there is no problem. 
When trying to do multiple charts, the forecast line is missing.
The entire source code follows.

library(quantmod)
library(TTR)
library(forecast)
library(nnet)

from<-as.Date("2010-12-01")

tickers<-c("MSFT")#,"ORCL","IBM","HPQ")
getSymbols(tickers,from=from,auto.assign=TRUE)

for(ticker in tickers)
   {
   sym        <-eval((parse(text=ticker)))
   clse       <- Cl(sym)
   hi         <- Hi(sym)
   lo         <- Lo(sym)
   vo         <- Vo(sym)
   DataLength <-length(clse)
   MidPoint   <- DataLength-10
   MaxHigh    <- max(hi);
   MinLow     <- min(lo);
   MaxVol     <- max(vo)
   MinVol     <- min(vo)
   xiLag0     <- (clse-MinLow)/(MaxHigh-MinLow)
   xiLag1     <- lag(xiLag0,1,na.pad=TRUE)
   xiLag2     <- lag(xiLag0,2,na.pad=TRUE)
   xiLag3     <- lag(xiLag0,3,na.pad=TRUE)
   xiLag4     <- lag(xiLag0,4,na.pad=TRUE)
   volLag0    <- (vo-MinVol)/(MaxVol-MinVol)
   volLag1    <- lag(volLag0,1,na.pad=TRUE)
   volLag2    <- lag(volLag0,2,na.pad=TRUE)
   volLag3    <- lag(volLag0,3,na.pad=TRUE)
   volLag4    <- lag(volLag0,4,na.pad=TRUE)

   DeltaClose <- diff(clse)
   Max        <-max(na.omit(DeltaClose))
   Min        <-min(na.omit(DeltaClose))
   scaleDeltaClose<-(DeltaClose-Min)/(Max-Min)

   DeltaClose <-lag(DeltaClose,-1,na.pad=TRUE)
   scaleDeltaClose<-lag(scaleDeltaClose,-1,na.pad=TRUE)

   data.all   <-cbind(sym,xiLag0,
                   xiLag1,xiLag2,xiLag3,xiLag4,
                   volLag0,volLag1,volLag2,volLag3,
                   volLag4,scaleDeltaClose)
   colnames(data.all)<-c("Open","High","Low",
                         "Close","Volume","Adj",
                         "xiLag0","xiLag1","xiLag2",
                         "xiLag3","xiLag4","volLag0",
                         "volLag1","volLag2","volLag3",
                         "volLag4","scaleDeltaClose")
   data.train <-data.all[10:MidPoint]
   data.eval  <-data.all[MidPoint:DataLength]
   learn<-nnet(scaleDeltaClose~
               xiLag0+xiLag1+xiLag2+xiLag3+xiLag4+
               volLag0+volLag1+volLag2+volLag3+volLag4,
               data=data.train,size=5,maxit=10000)
   prdct<-predict(learn,data.eval,type="raw")
   Change<-prdct*(Max-Min)+Min
   Forecast<-data.eval$Close+Change
candleChart(sym,subset='2016-01::2016',name=ticker,theme="white",TA=NULL)
   addTA(Forecast,col="blue",on=1)
   }

Thanks in advance. George
-- 
<mailto:gschmoll at acm.org>


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