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<p>Hi, <br>
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<p>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:
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<pre tabindex="0" class="GGHFMYIBMOB" id="rstudio_console_output" style="font-family: 'Lucida Console'; font-size: 10pt !important; outline: none; border: none; word-break: break-all; margin: 0px; -webkit-user-select: text; white-space: pre-wrap !important; line-height: 1.2;"><span class="GGHFMYIBCOB ace_keyword" style="color: blue;">head(J.DCE)
</span> 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
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In my quantstrat set up, I simply set up this as an indicator:</p>
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<div>add.indicator(strategy.st, name = "getHMM",<br>
arguments = list(x = quote(getPrice( mktdata, prefer = "hmmState"))),<br>
label = "HMMState")</div>
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getHMM is a simple function I wrote to pass on the data as an indicator, anyhow the error occurs at the getting data part:
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<pre tabindex="0" class="GGHFMYIBMOB" id="rstudio_console_output" style="font-family: 'Lucida Console'; font-size: 10pt !important; outline: none; border: none; word-break: break-all; margin: 0px; -webkit-user-select: text; white-space: pre-wrap !important; line-height: 15px; color: rgb(0, 0, 0); font-style: normal; font-variant: normal; font-weight: normal; letter-spacing: normal; orphans: auto; text-align: -webkit-left; text-indent: 0px; text-transform: none; widows: auto; word-spacing: 0px; -webkit-text-stroke-width: 0px; background-color: rgb(255, 255, 255);"><span class="GGHFMYIBCPB ace_keyword" style="color: blue; white-space: pre; -webkit-user-select: text;">> </span><span class="GGHFMYIBCOB ace_keyword" style="color: blue;">test <- applyIndicators(strategy.st, OHLC(J.DCE))
</span><div class="GGHFMYIBHNC ace_console_error" style="position: relative; overflow: hidden; margin: 5px 5px 5px 0px; padding: 5px 0px 5px 5px; background-color: rgb(229, 229, 229);"><div class="GGHFMYIBINC" style="top: 5px; float: right; margin-right: 10px; margin-left: 5px; margin-bottom: 15px; line-height: 10px; position: relative; -webkit-user-select: none;"><div><img size="0" contenttype="image/png" style="max-width: 99.9%; -moz-user-select: none;" id="img135910" crossorigin="anonymous" aria-expanded="false" tabindex="0" src="cid:8fd55500-6086-462a-9497-66ddfba6c0e0"> <a class="GGHFMYIBKNC" style="font-family: 'Segoe UI'; font-size: 11px; opacity: 0.5; cursor: pointer;">Show Traceback</a></div> <div><img size="0" contenttype="image/png" style="max-width: 99.9%; -moz-user-select: none;" id="img970849" crossorigin="anonymous" aria-expanded="false" tabindex="0" src="cid:f10ca1b2-aa9d-4283-afe3-337661d8b54a"> <a class="GGHFMYIBKNC" style="font-family: 'Segoe UI'; font-size: 11px; opacity: 0.5; cursor: pointer;">Rerun with Debug</a></div></div> <div class="GGHFMYIBLNC GGHFMYIBGOB ace_constant" style="display: inline; word-wrap: break-word; word-break: break-word; margin-left: 0.3em; color: rgb(197, 6, 11);">Error in getPrice(mktdata, prefer = "hmmState") :
subscript out of bounds, no price was discernible from the data</div> </div></pre>
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<p>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??</p>
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<p>thanks<br>
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