On Fri, Sep 27, 2013 at 5:33 PM, Joshua Ulrich <[email protected]> wrote: > On Fri, Sep 27, 2013 at 7:17 PM, Mark Knecht <[email protected]> wrote: >> Only slightly financial. Is there a function somewhere that implements >> a real crossing check, as in MA1 crosses above MA2 and not just >> MA1>MA2?. TTR seemed a likely candidate but I haven't found it there. >> > Yes, diff(). > > library(quantmod) > x <- Cl(getSymbols("SPY", auto.assign=FALSE)) > y <- EMA(x,10) > EMA(x,20) > z <- merge(y, diff(y)) > >> I alsa tried sos's findFn for searching, as well as stackoverflow but >> it seems too general a question. >> >> Thanks, >> Mark >> > > -- > Joshua Ulrich | about.me/joshuaulrich > FOSS Trading | www.fosstrading.com
Thanks Joshua. Surprising answer but it certainly works. Cheers, Mark _______________________________________________ [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.
