Hi all,


I'm very new to R. And love it so far.
Lately I've got interested in pre market + market up until 11am.

So, I thought some graphical presentation would help me figure what's going on. I'm interested in MULTIPLE OHLC-plots on ONE sheet of paper. On plot (i.e. chart_Series) for every date, with 5 min candlesticks.

Intraday-data is 1 min OHLC in a MySQL.


Code so far:

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#Setup
library(quantmod)
library(RMySQL)
drv <- dbDriver("MySQL")
ch <- dbConnect(drv,dbname="databaseName","Login","Pass")

#Get intraday data
allQuotes <- dbGetQuery(ch,'SELECT CONCAT(date, " ", startTime) as dateTime, open as Open, high as High, low as Low, close as Close from quantQuoteData WHERE timeFrame=1 AND startTime<"11:00:00" AND date>="2011-08-01" AND date<="2011-08-31" AND  typ="spy"')

#Make xts
mzGSPC1 <- xts(allQuotes[,-1],order.by=as.POSIXlt(allQuotes[,1]))

#Aggregate to 5mins OHLC
mzGSPC5<-to.minutes5(mzGSPC1)

#This works, but obviously not a way a programmer would produce plots
par(mfrow=c(4,4))
a<-"2011-08-01"
chart_Series(mzGSPC5, subset=a)
b<-"2011-08-02"
chart_Series(mzGSPC5, subset=b)
c<-"2011-08-03"
chart_Series(mzGSPC5, subset=c)
d<-"2011-08-04"
chart_Series(mzGSPC5, subset=d)
...

#Now trying to loop per date instead as I understand ONE chart_Series command must be sent for every plot.
#Excuse me for my (probably) ugly way of retrieving the dates for the loop, but I'm new to R….
par(mfrow=c(4,4))
mzGSPCdaily<-to.daily(mzGSPC5)
for (i in 1:length(mzGSPCdaily[,1])) {
  datte<-as.Date(time(mzGSPCdaily[i]))
  #Below print is just for verifying that I receive dates
  print(datte)   #This works and prints the dates "2011-08-01", "2011-08-02"...
  chart_Series(mzGSPC5, subset=datte)
}

----------
This chart_Series gives me an error:
Error in plot.window(c(1, 0), c(NaN, NaN)) : need finite 'ylim' values
In addition: Warning messages:
1: In min(x) : no non-missing arguments to min; returning Inf
2: In max(x) : no non-missing arguments to max; returning -Inf

And I just cannot understand why my manual dating works, but not the looping version…

Also I am grateful if you [smarter] people can find other stupid things I'm doing.

Thanks in advance for all help,
Thanks also for all the packages you programmers have spent time on.

Regards,
Matti Zemack
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