[R-SIG-Finance] A quick custom data question

[Michael Chen]

Hi,


I didn't get a satisfactory answer after searching the archives.  I just like to know how do we access market data other than OHLC? for example:



head(J.DCE)
               Open     High      Low    Close Volume hmmState
2010-01-04 2886.193 2886.193 2811.193 2833.193      0        1
2010-01-05 2886.193 2886.193 2811.193 2833.193      0        1
2010-01-06 2886.193 2886.193 2811.193 2833.193      0        1
2010-01-07 2886.193 2886.193 2811.193 2833.193      0        1
2010-01-08 2886.193 2886.193 2811.193 2833.193      0        1
2010-01-11 2886.193 2886.193 2811.193 2833.193      0        1







In my quantstrat set up,  I simply set up this as an indicator:


add.indicator(strategy.st, name = "getHMM",
              arguments = list(x = quote(getPrice( mktdata, prefer = "hmmState"))),
              label = "HMMState")


getHMM is a simple function I wrote to pass on the data as an indicator, anyhow the error occurs at the getting data part:


> test <- applyIndicators(strategy.st,  OHLC(J.DCE))

[cid:8fd55500-6086-462a-9497-66ddfba6c0e0] Show Traceback

[cid:f10ca1b2-aa9d-4283-afe3-337661d8b54a] Rerun with Debug

Error in getPrice(mktdata, prefer = "hmmState") :
  subscript out of bounds, no price was discernible from the data



The data was converted to an xts for quantstrat.  I am probably making a simple error somewhere, would someone please point it out to me, thanks.   Also, is there a better way to or a more correct way to access custom data easily for quantstrat indicators/signals??


thanks
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