Hi Marteau, This code has an example which shows how to read a csv input file containing intraday data. http://r.789695.n4.nabble.com/quantstrat-newbie-sigFormula-example-tp4661594.html
It reads Dukascopy time format. You can compare this line: dukasFormat = '%d.%m.%Y %H:%M:%S' to the time data in your csv file. There is a small bit of a Dukascopy csv file attached. For that file you also need to redefine these values: csvPath = '/home/rob/work/csvdata/dukascopy/' # these need to change resultsPath = '/home/rob/work/R/quantstrat/' And see: csvName = '' # assign an empty string to choose daily data from yahoo # example file downloaded from dukascopy for evaluation #csvName = 'AMZN.US_Candlestick_15_m_BID_01.01.2013-12.01.2013.csv' Best regards, Rob -- View this message in context: http://r.789695.n4.nabble.com/quantstrat-custom-intraday-tp4662204p4662222.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ [email protected] 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.
