[R-SIG-Finance] Problem with R bloomberg.

Hi I currently have the following error msg Error in .jcall(RJavaTools, Ljava/lang/Object;, invokeMethod, cl, : org.findata.blpwrapper.WrapperException: invalid security AA UN when i run the following code tickers - bds(conn, INDU Index, INDX_MEMBERS)[,1] x - bdp(conn, tickers, PX_LAST)

Re: [R-SIG-Finance] Problem with R bloomberg.

When you download the tickers they miss the Equity bit that Bloomberg needs to recognize them. Just add that (don't forget the space so that it look like AA UN Equity) and query it again. It should work. Best,Sergio Date: Mon, 23 Apr 2012 11:12:30 +0100 From: krisanha...@gmail.com To:

Re: [R-SIG-Finance] Problem with R bloomberg.

Hi Krisan, I'm using R - 2.12 along with RBloomberg 0.4-150. If you are using RBloomberg 0.4-149 I'd advise you to upgrade it. Otherwise, I am sure there may be some solutions to your issue out there but a shortcut could be to downgrade your R-Cran to 2.12. Date: Mon, 23 Apr 2012 11:59:54

[R-SIG-Finance] Annotations to chart_Series data

Hi, The following adds text annotations to a chart_Series chart, correctly # test1 - function() { S = getSymbols(YHOO, auto.assign=FALSE)['2012'] plot(chart_Series(S, theme=my.theme)) for (i in seq(1,length(S[,1]),5)) { text(i, Hi(S)[i], H) } #sto =

Re: [R-SIG-Finance] Problem with R bloomberg.

Thanks, works perfectly On Mon, Apr 23, 2012 at 1:51 PM, Sergio Alvarez satel...@hotmail.comwrote: Hi Krisan, I'm using R - 2.12 along with RBloomberg 0.4-150. If you are using RBloomberg 0.4-149 I'd advise you to upgrade it. Otherwise, I am sure there may be some solutions to your issue

Re: [R-SIG-Finance] Annotations to chart_Series data

Thanks Brian. I am surprised that each call to add_* rerenders. What command actually does the rerendering? Isn't it possible to rewrite the functions so that commands accumulate and rendering is done only once? R is already an inefficient language (everything is done via copies as opposed to

Re: [R-SIG-Finance] about an error of xts

Your Cl(GSPC) returns a Close and AdjClose , just choose one: Clx=Cl(GSPC) Cly=Clx[,1] ex.model - specifyModel(T.ind(GSPC) ~ Delt(Cly,k=1:3)) -- View this message in context: http://r.789695.n4.nabble.com/about-an-error-of-xts-tp4579828p4580517.html Sent from the Rmetrics mailing list

Re: [R-SIG-Finance] Annotations to chart_Series data

Gordon, On Mon, Apr 23, 2012 at 9:05 AM, Gordon Erlebacher gordon.erleb...@gmail.com wrote: Thanks Brian. I am surprised that each call to add_* rerenders. What command actually does the rerendering? Isn't it possible to rewrite the functions so that commands accumulate and rendering is done

Re: [R-SIG-Finance] about an error of xts

In addition to what's been said, you could much more easily write: GSPC - getSymbols(^GSPC, from = 2000-01-01, auto.assign = F) which will give names that are (directly) compatible with other quantmod functions and would seem to avoid your problem in the first place. Michael On Mon, Apr 23,

Re: [R-SIG-Finance] about an error of xts

On Mon, 2012-04-23 at 11:03 -0400, R. Michael Weylandt wrote: In addition to what's been said, you could much more easily write: GSPC - getSymbols(^GSPC, from = 2000-01-01, auto.assign = F) I'll make it simpler still... getSymbols(^GSPC, from = 2000-01-01) which will create object 'GSPC'

[R-SIG-Finance] urgent

Hi Could you please take me off the mailing list. Thanks, Nikoi. DISCLAIMER\ \ \ \ The in...{{dropped:25}} ___ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance --

Re: [R-SIG-Finance] urgent

You have to unsubscribe yourself, using the link that's at the bottom of _every_ message to the list. https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com R/Finance 2012: Applied Finance with R www.RinFinance.com On Mon, Apr 23, 2012 at

Re: [R-SIG-Finance] urgent

Quick! before it's too late! Click this link: https://stat.ethz.ch/mailman/listinfo/r-sig-finance Then follow these instructions at the bottom of the page: To unsubscribe from R-SIG-Finance, get a password reminder, or change your subscription options ... On Mon, Apr 23, 2012 at 10:04 AM, NIKOI

Re: [R-SIG-Finance] Annotations to chart_Series data

Thanks Joshua. How about an example of a case using add_TA()? Here is my example, which does not work: Inside a function ... = sto = stoch(Cl(S))[,2] plot(chart_Series(S, TA=add_TA(sto), theme=my.theme)) = ERROR: sto

[R-SIG-Finance] UW Computational Finance Students

To all finance industry R users: R is the primary programming language used throughout the University of Washington's MS degree in Computational Finance and Risk Management (UW MS-CompFin). The program's first cohort of twenty students will graduate in December 2012, and many of them are

[R-SIG-Finance] GARCH

Hi every body, In financial time series is TGARCH the same as a GARCH with dummy variables in variance equation , if not which function fit GARCH in variance equation with dummy variable in it? Thanks, Daadmehr [[alternative HTML version deleted]]

Re: [R-SIG-Finance] Help request

Sameh I am not the author of the IBrokers package, but I use it quite a bit. Concerning the pop-up window asking you to allow connections to the tws, I think there is a IB TWS setting in 'Configuration | API' that allows you to disable this dialog. Your code snippet looks ok. The issue seems to

[R-SIG-Finance] tradeStats vs table.AnnualizedReturns discrepancy

Hello All, I am wondering if anybody can help me to understand why I have a strange discrepancy between tradeStats and AnnulaizedReturns output for my strategy. Here is what I have. I made a simple quantstrat model and as result I've got an array of trades which I feed to tradeStrats function