Sorry hit send by mistake.

You can add indicator on any column of your input data.

for e.g. In below code , you can replace *Cl(mktdata)* by any other column
name.

add.indicator(s, name="SMA",
arguments = list(
x = quote(Cl(mktdata)),
n = .slow
),
label="nSlow"
)

-Chinmay



On Thu, Dec 13, 2012 at 3:08 PM, Chinmay Patil <chinmay.patil@gmail.com>wrote:

> you can create indicator on any sort of data.
>
> e.g.
>
>
>
> On Thu, Dec 13, 2012 at 11:48 AM, Aleksey Schukin <
> aleksey.schukin@gmail.com> wrote:
>
>> My familiarity with Quant strat is limited but once you have it in xts I
>> would think that most issues would be internal quant strat. Best of luck.
>>
>> AS
>>
>> On Wednesday, December 12, 2012, Robert A'gata wrote:
>>
>> > Thank you Aleksey. My doubt is less about whether it will be xts or zoo.
>> > My apology as I should be more precise. Says, I have an xts data with
>> the
>> > following columns: TradePrice, TradeSize, Bid, Ask,
>> HistoricalVolatility.
>> > Then my questions are:
>> >
>> > 1) How can I make this xts available to add.indicator? In most
>> examples, I
>> > see that one has to create an instrument out of it. Then assign
>> instrument
>> > ID to portfolio or strategy object. Finally rely on mktdata to look up.
>> > 2) For each tick, I'd like to access all the columns in the xts. A
>> > simplest example would be, I'd like to compute VWAP with 100-trade
>> rolling
>> > window. Then compute the distance betwen current mid price and the
>> running
>> > VWAP. How can I let my add.indicator know that I want a whole row and
>> not
>> > only price? My understanding is that quote(mktData) will try to look for
>> > price only.
>> >
>> > Thank you again for bearing with a newbie like me.
>> >
>> >
>> >
>> >
>> > On Wed, Dec 12, 2012 at 9:54 PM, Aleksey Schukin <
>> > aleksey.schukin@gmail.com <javascript:_e({}, 'cvml',
>> > 'aleksey.schukin@gmail.com');>> wrote:
>> >
>> >> You can use zoo and xts to feed csv files into an xts object using
>> >> read.zoo and as.xts.
>> >>
>> >> Quant strat is very compatible with xts objects.
>> >>
>> >> On Wednesday, December 12, 2012, Robert A'gata wrote:
>> >>
>> >>> Hi,
>> >>>
>> >>> I usually work with TAQ data. Says that it's available in a csv file.
>> Is
>> >>> there any example on quantstrat illustrating how to feed TAQ data into
>> >>> quantstrat? Does the data in quantstrat always assume bar? With
>> specific
>> >>> type of signal, I do not have bar. Or equivalently, each OHLC bar of
>> mine
>> >>> will be each trade itself.
>> >>>
>> >>> Also, is there any example using quantstrat with order book data?
>> Thank
>> >>> you
>> >>> so much in advance.
>> >>>
>> >>> Robert
>> >>>
>> >>>         [[alternative HTML version deleted]]
>> >>>
>> >>> _______________________________________________
>> >>> R-SIG-Finance@r-project.org mailing list
>> >>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> >>> -- Subscriber-posting only. If you want to post, subscribe first.
>> >>> -- Also note that this is not the r-help list where general R
>> questions
>> >>> should go.
>> >>>
>> >>
>> >>
>> >> --
>> >> --*
>> >> Aleksey Schukin*
>> >>
>> >> Macaulay Honors at Baruch College
>> >> Zicklin School of Business
>> >> BBA in Statistics and Quantitative Modeling
>> >>
>> >> Aleksey.Schukin@gmail.com <javascript:_e({}, 'cvml',
>> >> 'Aleksey.Schukin@gmail.com');> | (646) 509-9239
>> >> Linkedin.com/in/alekseyschukin
>> >>
>> >>
>> >
>>
>> --
>> --*
>> Aleksey Schukin*
>>
>> Macaulay Honors at Baruch College
>> Zicklin School of Business
>> BBA in Statistics and Quantitative Modeling
>>
>> Aleksey.Schukin@gmail.com | (646) 509-9239
>> Linkedin.com/in/alekseyschukin
>>
>>         [[alternative HTML version deleted]]
>>
>> _______________________________________________
>> R-SIG-Finance@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.
>>
>
>

	[[alternative HTML version deleted]]

