CODEWITHSUNDEEP
rxtsquantmodindicator
Joe
Joe

Reputation: 1768

R (quantmod), plot own indicator, Error in seq.default

I want to plot my own simple indicator in quantmod like so:

own.ind <- as.matrix(c(1,2,3), ncol=1, nrow=3)
rownames(own.ind) <- c("2017-01-23", "2017-01-24", "2017-01-25")
own.ind <- as.xts(own.ind)
getSymbols("AAPL", from = as.Date("2017-01-23"), to = as.Date("2017-01-25"))
chartSeries(AAPL)
addTA(own.ind)

But it earned me an error saying

Error in seq.default(min(tav * 0.975, na.rm = TRUE), max(tav * 1.05, na.rm = TRUE),  : 
'from' cannot be NA, NaN or infinite

and two additional warnings:

1: In min(tav * 0.975, na.rm = TRUE) :  no non-missing arguments to min; returning Inf
2: In max(tav * 1.05, na.rm = TRUE) :  no non-missing arguments to max; returning -Inf

What's wrong?

Upvotes: 1

Views: 130

Answers (2)

Joshua Ulrich
Joshua Ulrich

Reputation: 176648

The problem is that the index for your own.ind object does not align with any of the index values in the AAPL object. This is because as.xts converts the rownames of your matrix to POSIXct by default. POSIXct objects have a timezone, and Date objects don't have a timezone.

R> merge(Cl(AAPL), own.ind)
           AAPL.Close own.ind
2017-01-23     120.08      NA
2017-01-23         NA       1
2017-01-24     119.97      NA
2017-01-24         NA       2
2017-01-25     121.88      NA
2017-01-25         NA       3

So you either need to specify the dateFormat argument to as.xts or use the xts constructor and as.Date directly.

# use dateFormat
own.ind <- as.matrix(c(1,2,3), ncol=1, nrow=3)
rownames(own.ind) <- c("2017-01-23", "2017-01-24", "2017-01-25")
own.ind <- as.xts(own.ind, dateFormat = "Date")
merge(Cl(AAPL), own.ind)
#            AAPL.Close own.ind
# 2017-01-23     120.08       1
# 2017-01-24     119.97       2
# 2017-01-25     121.88       3

# use xts constructor and as.Date
own.ind <- xts(1:3, as.Date(c("2017-01-23", "2017-01-24", "2017-01-25")))
merge(Cl(AAPL), own.ind)
#            AAPL.Close own.ind
# 2017-01-23     120.08       1
# 2017-01-24     119.97       2
# 2017-01-25     121.88       3

Now you can use addTA without having to create a function as the other answer says you must.

chartSeries(AAPL, TA="addTA(own.ind)")

enter image description here

Upvotes: 1

hvollmeier
hvollmeier

Reputation: 2986

Joe, you have to create a function to add the series as indicator. To create an indicator which adds 1 per trading day as in your example do the following:

myInd <- function(x) {
  x <- 1:NROW(x)
  return(x)
}

create the new indicator:

addMyInd <- newTA(FUN = myInd, legend = "MyInd")

to check class:

> class(addMyInd)
[1] “function”

Now let’s chart the new indicator below the price chart:

getSymbols("AAPL", from = "2017-01-23", to = "2017-01-25")
chartSeries(AAPL,TA=NULL)
addMyInd()

enter image description here

Upvotes: 0

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