Reputation: 5
library(quantmod)
getSymbols("LT.NS")
plot(LT.NS["2013-12-01::2014-12-01"])
close<-Cl(LT.NS["2013-12-01::2014-12-01"])
open<-Op(LT.NS["2013-12-01::2014-12-01"])
close<-as.matrix(close)
open<-as.matrix(open)
bbands<-addBBands(n=20,sd=2)
values_bbands<[email protected]
values_bbands[is.na(values_bbands)]<-0
bbands<-as.matrix(values_bbands)
up<-bbands[,1]
up<-as.matrix(up)
down<-bbands[,3]
down<-as.matrix(down)
data<-read.table("c:\\temp\\dates.txt")
attach(data)
head(data)
stock<-as.matrix(data)
for(i in 131:261)
{
if(close[i]>down[i])
{
print("the selling date is:")
print(i)
big.red.dot <- xts(open[i], as.Date(stock[i,1]))
points(big.red.dot, col="red", pch=19, cex=0.5 )
}
if(close[i]<up[i])
{
print("the buying date is:")
print(i)
big.green.dot <- xts(open[i], as.Date(stock[i,1]))
points(big.green.dot, col="green", pch=19, cex=0.5 )
}
}
When I run this code in R , I get "****Error in get.current.chob() : improperly set or missing graphics device"****. 2-3 times I could get an output with the proper graph with buy and sell signals indicated on the graph but now when I run the code this error gets displayed I tried it on a different version of R-1.3 too still the error appears. In my above code is bbands<-addBBands(n=20,sd=2) appropriate? Because when i run my code in individual lines the same error gets displayed for this line too. I want final output to be a graph with buy and sell points indicated at respective points.
Upvotes: 0
Views: 2771
Reputation: 176668
No, bbands <- addBBands(n=20,sd=2)
is not appropriate.
addBBands
should be called to add Bollinger Bands to an already-existing graphics device created by chartSeries
. You can also include it directly in your chartSeries
call:
library(quantmod)
getSymbols("LT.NS")
chartSeries(LT.NS, TA="addBBands(n=20)", subset="2013-12-01::2014-12-01")
If you just want to calculate Bollinger Bands, just call TTR::BBands
(which is what addBBands
does).
bbands <- BBands(HLC(LT.NS), n=20, sd=2)
All the other stuff you're doing can be done with a couple calls to addPoints
, after constructing the necessary objects to plot.
# sells
sell <- Op(LT.NS)
is.na(sell) <- which(!Cl(LT.NS) > bbands$dn)
addPoints(1:nrow(sell), sell, col='red', pch=19, cex=0.5)
# buys
buy <- Op(LT.NS)
is.na(buy) <- which(!Cl(LT.NS) < bbands$up)
addPoints(1:nrow(buy), buy, col='green', pch=19, cex=0.5)
But note that your buys and sells are not mutually exclusive.
> head(cbind(buy,sell))
LT.NS.Open LT.NS.Open.1
2007-01-01 1445.9 1445.9
2007-01-02 1447.0 1447.0
2007-01-03 1458.0 1458.0
2007-01-04 1489.7 1489.7
2007-01-05 1500.0 1500.0
2007-01-08 1471.0 1471.0
Upvotes: 4