On Sat, 22 Jun 2013 07:19:38 -0700
BBands bba...@gmail.com wrote:
Good morning,
I am interested in doing some work on clustering stocks and would like
to chat with anyone who has had some experience in the area. I am
primarily interested in creating industry groups from larger lists of
I am trying to use getSymbols(...,src='google') from the quantmod
package for downloading google finance data for about 1600 symbols, once
a week. Some of that will be used in several quantstrat strategies.
I am seeing that after having gotten about 500 symbols, trying to
download more will
Use google finance data to make investment
decisions ? Who whould do such a thing ? not me :)
getSymbols has for years included a pause between requests for
multiple symbols
Ah, interesting, but I am not seeing such a pause anywhere in the
getSymbols.google() source (quantmod version 0.4-0
Hi Stergios
I believe it is your ratios. They have to be integers.
your second one is
ratio = 1.06
You will have to calculate the most feasible rational approximation to
your beta of
-1.06/1
One solution would be
-21/20 ~ -1.05
So you could set
leg1: ratio = 21
leg2: ratio = 20
Dear Bhavna
I had quick look at your code. If you define your T3 function like
this (as Brian has already suggested), the whole thing runs fine (and
fast), as long as you also reduce your 'nseData' to a single column,
i.e. the Close. If you need all OHLC columns then you need to have a
closer
:11 -0500
Joshua Ulrich josh.m.ulr...@gmail.com wrote:
It's not clear to me what you're trying to do. An example would help.
My guess is that you're looking for something like this:
x - xts(1:10, Sys.Date()-10:1)
rbind(x, xts(NA_integer_,Sys.Date()-11))
Best,
--
Joshua Ulrich | FOSS
it
allows me to load only 2 days worth of data, which I think it might
be a limit for the demo users. I am attaching the program below, if
you will be kind to look at it and give me your feedback.
Also, another small manner, when I execute the command tws-
twsconnect(), I get a pop-up
Dear Noah
one way to find out if your order was filled (and how much of it, and
at what price) is to use reqExecutions(). It is documented in the IB API
reference guide. The 'IBrokers' package implements it as a function, so
you can look at it's source there. An example of how to read execution
-match(NA, idxcol[[1]] )
fill it with the data from newbar
mmapPrices[iifree,1] - .index(newbar)
mmapPrices[iifree,2] - coredata(newbar)[1,1]
This has been working fine for me.
Cheers
Soren
censix.com
On Wed, 29 Feb 2012 09:58:18 +
Wolfgang Wu wobw...@gmail.com wrote:
Hello everyone,
I
.
save(list='SOMESYMBOL_xts' , file='SOMESYMBOL.rdata')
HTH
Soren
Hi there,
I am now trying the qsiblive by Soren, and it requires a daily marketdata
file, just I have not figured out how to create such a rdata file, what
kind
of data to be included? can anyone give me a hint
to bother.
I am trying to use rgarch package. But I have problems to load it. Could
you please give me some guidance?
I download the rgarch package from
https://r-forge.r-project.org/R/?group_id=339 and then put it in the
library
but it still doesn't work. saying,
errors in library(rgarch
Hi
well, I am currently testing an intraday version of the 'qsiblive'
function collection. For now everything above the 30sec bars seems to be
working fine (looking at realTimeBars only). One has to be mindful of
indicator and signal calculations though. If these slow things down to
much, using
Hi,
I have the following time series in xts
getSymbols(SBUX);
[1] SBUX
Warning message:
In download.file(paste(yahoo.URL, s=, Symbols.name, a=, from.m, :
downloaded length 53650 != reported length 200
Then I tried to compute something row-wise. In my below example, I
simple compute
Playing around a little with the lowess smoother. I tried the following
and
it doesn't seem to work. What am I doing wrong ?
require(quantmod)
getSymbols(^GSPC, src=yahoo, from=2000-01-01, to=Sys.Date())
GSPC -na.omit(Ad(GSPC))
ind - rollapply(GSPC, 200, lowess , align=right)
Hi to the list
I am looking into inter-process communication between one or more
instances of R (i.e. one process to receive marketdata, the other one to
execute a strategy and place orders)
I have seen that, with the 'bigmemory' package, a matrix defined as
shared - big.matrix()
can be
that
problem for the community (read: won't likely be me), it too will be a
solid cross-platform solution.
Jeff
On Thu, Mar 17, 2011 at 12:40 PM, m...@censix.com wrote:
Hi to the list
I am looking into inter-process communication between one or more
instances of R (i.e. one process
help from the list. I have attached my slightly
modified version of applyRules and am hoping to get some comments that
will make me see the light here.
Thanks and best regards
Soren
IBapplyRules.r
Description: Binary data
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