Matt,
Thanks for this. The package description notes that this code is
considered EXPERIMENTAL CODE and WILL NOT BE SUPPORTED. The shouting
parts of that statement should probably be interpreted as much of it is
broken and is not being worked on or maintained currently.
Specifically, the style
Built into R is ?split or ?aggregate and ?lapply which should serve you well.
Using base R is often the fastest way to skin the cat, if not the prettiest ;-)
library(quantmod) # for Delt
cbind(z,do.call(rbind,lapply(split(z,z$ticker), function(x) Delt(x$prc
tickerdate_f date
I know this issue has been raised before but was unable to find the right
solution. When I am trying to do addTA to a chartSeries plot, from inside a
function, it expects the arguments of addTA to be in the .GlobalEnv. Even
after wrapping the chartSeries call inside plot(), it does not work.
Dear All,
I have received the messages for quite a while, and I find the volume fairly
invasive. The idea is highly commendable, but I need to clear my inbox way too
often.
Is there any way to have me removed from automatic reception?
Many thanks,
Patrick
how about quantmod library..
On Wed, Mar 7, 2012 at 10:30 PM, Michael comtech@gmail.com wrote:
Hi all, Good morning, good afternoon and good evening!
Could anybody please kindly point me to resources in R which shows about
how to use Genetic algorithm to evolve trading strategies?
I
