I am having trouble with selecting themes in quantmod
getSymbols("GS")
chartSeries(GS, theme=chartTheme('white.mono'),type="line")
How many themes (predefined) exist?
Best,
Costas
___
R-SIG-Finance@r-project.org mailing list
https://stat.ethz.ch/mail
I have a problem with getting data from fRED under windows with getSymbols.
Any clues?
Thanks in advance,
Costas
> version
_
platform i386-pc-mingw32
arch i386
os mingw32
system i386, mingw32
status
major 2
minor 13.0
year
Hi,
I am not sure I understand the output:
> table.Drawdowns(ret, top=10)
From Trough To Depth Length To Trough Recovery
1 1999-07-19 2000-09-29 2008-10-09 -0.4059 2323 306 2017
2 2009-03-10 2009-07-13-0.372154887 NA
3 1987-10-20 198
:03, Brian G. Peterson wrote:
> On Tue, 2011-05-10 at 15:48 +0000, Costas Vorlow wrote:
> > I am not sure I understand the output:
> >
> > > table.Drawdowns(ret, top=10)
> > From Trough To Depth Length To Trough Recovery
> > 1 1999-07-19
Hello,
When I try to run example(charts.PerformanceSummary) I get an error
message. I think there is some sort of incompatibility with the data
type and the drawdown part of the command. Maybe the locale?
Any clues would be greatly appreciated
Many thanks in advance,
Costas
> example(charts
s on zoo/xts/POSIX
> --
> Sent from my Android phone with K-9 Mail. Please excuse my brevity.
>
> Costas Vorlow wrote:
>>
>> Hello, When I try to run example(charts.PerformanceSummary) I get an error
>> message. I think there is some sort of incompatibility with the
Hi,
I am having a bit of trouble with the following code:
require(PerformanceAnalytics)
require(quantmod)
getSymbols("^GSPC", from="1990-01-01")
retorig<-Return.calculate(Cl(GSPC),method="simple")
retroc<-ROC(Cl(GSPC), type="discrete")
strategiestest<-merge(retorig,retroc)
cha
0
> 1990-01-09 -0.011786653 -0.011786653
>> which(strategiestest[,1]!=strategiestest[,2])
> integer(0)
>
>
>
> On Sun, Jun 12, 2011 at 3:20 PM, Costas Vorlow
> wrote:
>>
>> Hi,
>>
>> I am having a bit of trouble with the following code:
>>
&
Hello,
I want to put in order (preferably as a zoo or xts object with a
suitable timestamp)
the open anc closing prices of an (say) index downloaded from YAHOO finance:
require(quantmod)
getSymbols('^GSPC',from='1990-01-01')
medata<- tail((GSPC),400)
opens<-Op(medata)
closes<-Cl(medata)
i.e.
ndex(closes) <- index(closes) + (60*60*15)
>> newdata <- rbind(opens,closes)
>> colnames(newdata) <- "GSPC.OC"
>> > tail(newdata)
>> GSPC.OC
>> 2011-09-20 08:30:00 1204.50
>> 2011-09-20 15:00:00 1202.09
>> 2011-09-21
8:25 AM, G See wrote:
>>>>>>
>>>>>> Hi Costas,
>>>>>> You need an indexClass that can handle times. By default
>>>>>> getSymbols.yahoo
>>>>>> gives you an object with 'Date' indexClass which you need t
Hello,
What is the "best" way to convert an timeSeries object to .zoo?
Say I have the following timeSeries object:
> is(x)
[1] "timeSeries" "structure" "vector"
> head(x)
GMT
DAAA
1983-01-03 11.77
1983-01-04 11.79
1983-01-05 11.79
1983-01-06 11.74
1983-01-07 11.74
1983-01-10 11.7
emp<-(as.zoo(as.timeSeries(x))
index(temp)<-as.Date(index(temp))
return(temp)
}
Is this a "good" way to do it?
On 17 April 2012 20:39, Joshua Ulrich wrote:
> On Tue, Apr 17, 2012 at 12:27 PM, Costas Vorlow
> wrote:
>> Hello,
&g
Hello,
I have trouble connecting times with dates to create a "proper" time sequence:
5/22/2012 1640318295
5/22/2012 1641432517
5/22/2012 1642328233
5/22/2012 1643444692
5/22/2012 1644217440
5/22/2012 1645650593
5/22/2012 16462
ke a POSIXct (time) object
> converting them using the format specification.
>
> Hope that helps,
>
> Michael
>
> On Fri, May 25, 2012 at 12:35 PM, Costas Vorlow
> wrote:
>> Hello,
>>
>> I have trouble connecting times with dates to create a "prop
Hello,
When I plot more than a day's xts time series data on a stock (intra-daily
frequency) I get gaps during the non-trading hours.
I placed some examples here:
http://users.hol.gr/~laurarvc/Costas/R/
Can I homogenize the plots i.e., skip those gaps so I have more continuous
plots of high fr
Hello,
I have the following data (xts) (last two columns refer to up and down
volumes).
> head(test,20)
[,1] [,2] [,3]
2012-09-12 16:30:00 144.39 3000
2012-09-12 16:30:00 144.39 5000
2012-09-12 16:30:00 144.39 3000
2012-09-12 16:30:00 144.39 4000
2012-09-
Hello,
Following a previous post,
http://www.mail-archive.com/r-sig-finance@r-project.org/msg03727.html
I am having trouble with the hours format as it is picked up by the
read.csv() command.
The following data:
"Date","Time","Open","High","Low","Close","Up","Down"
04/27/2012,0930,12.24,12.24,1
e. no daylight saving time.
>
> --
> Joshua Ulrich | about.me/joshuaulrich
> FOSS Trading | www.fosstrading.com
>
>
> > -Original Message-
> > From: r-sig-finance-boun...@r-project.org
> > [mailto:r-sig-finance-boun...@r-project.org] On Behalf Of Costas
Anybody encountered the same problems?
Best,
Costas
--
__________
*Costas Vorlow *
*http://www.linkedin.com/in/costasvorlow*
*http://www.vorlow.com* <http://www.vorlow.com>
*
*
[[a
e or month or year. Is there a way
implicitly to plot only (say) months/years on the x-axis, omitting the hour
time stamp?
Many thanks in advance.
Costas
______
*Costas Vorlow
<http://www.gravatar.com/avatar/49a9dee59073b1ed4a36440a0
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