Hi all,

This is my first post so I first want to send my sincere gratitude for the
body of work that you contributors have put in to the finance libraries in
R.  I am in awe at the level of contribution that is donated to the
community.  I have considerable experience in the managed futures space
designing research platforms and trading system development, but I only
stumbled upon R in the past few months so please be patient with me as my
contributions will be small for a while as I grok this body of work.
 Please don't hold back in correcting any conventions I might break in this
posting.

My problem as stated in the subject, is that when I add two ATR indicators
to a strategy, the second one has invalid output regardless of the
arguments.  As an example, I have added two lines to the 0.7.7 maCross
demo.  Directly after the second SMA indicator is added, I add these two
lines at line 26:

stratMACROSS <- add.indicator(strategy = stratMACROSS, name = "ATR",
arguments = list(HLC=quote(HLC(mktdata)), n=20),label= "atr1" )
stratMACROSS <- add.indicator(strategy = stratMACROSS, name = "ATR",
arguments = list(HLC=quote(HLC(mktdata)), n=20),label= "atr2")

note that the period (n) is identical.  This is to illustrate the problem.
 Once ran my output is as follows:

tail(mktdata$atr1.atr)
           atr1.atr
2012-11-26 16.80469
2012-11-27 16.48045
2012-11-28 16.33343
2012-11-29 16.08226
2012-11-30 15.61215
2012-12-03 15.29704
> tail(mktdata$atr2.atr)
           atr2.atr
2012-11-26 15.26816
2012-11-27 15.34025
2012-11-28 14.85824
2012-11-29 15.21482
2012-11-30 14.61158
2012-12-03 14.47650

I expect the output here to be identical and clearly its not.  Can someone
please take a look?

Kind regards,

Justin Lilly

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