Try running my pair trade code using "SPY" and "DIA" as the symbols.  You'll
get this error:

Error in if (inherits(sret$indicators, "xts") & nrow(mktdata) ==
nrow(sret$indicators)) { :
  argument is of length zero
In addition: There were 12 warnings (use warnings() to see them)

Where could I put na.omit() to avoid this?


On Tue, May 10, 2011 at 12:06 PM, Brian G. Peterson <brian@braverock.com>wrote:

> On Tue, 2011-05-10 at 11:50 -0500, G See wrote:
> > It seems like either getSymbols should support this (i.e. when you
> > call getSymbols to get more than one symbol at once there should be an
> > option in getSymbols to only return rows that all of the symbols have
> > in common), or that there should be a function in xts, quantmod, or
> > quantstrat that does this, but I haven't found it.  Is there?
>
> does na.omit() not work for you?
>
> --
> Brian
>
>

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