Hi all, Gabor came up with a very nice of code for my request:
Lines <- "Date Time Open High Low Close 1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495 1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525 1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553 1/2/2005 17:25 1.355 1.3556 1.355 1.3555 2/13/2006 5:20 1.18895 1.18925 1.18835 1.1885" library(zoo) library(chron) z <- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2), FUN = function(d,t) as.chron(paste(d, t), format = "%m/%d/%Y %H:%M")) z$New <- z$Open + z$High zz <- z[hours(time(z)) >= 2 & hours(time(z)) <= 8] The result is: > zz Open High Low Close New (02/13/06 05:20:00) 1.19 1.19 1.19 1.19 2.38 However, my original code needs a for loop. Any ideas on how to identify the z positions where time is between 2:00:00 and 07:55:00. Could i do it with the following structure? Lines<- "Date Time Open High Low Close 1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495 1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525 1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553 1/2/2005 17:25 1.355 1.3556 1.355 1.3555 2/13/2006 5:20 1.18895 1.18925 1.18835 1.1885" library(zoo) library(chron) z<- read.zoo(textConnection(Lines), header = TRUE, index = list(1, 2), FUN = function(d,t) as.chron(paste(d, t), format = "%m/%d/%Y %H:%M")) n=5 entrytrade<-function(k) { new[k]<<-open[k]+high[k] } for (x in seq(from=1,to=n,by=1)) { while (z[time(x)>=2 && time(x)<=7:55]) { entrytrade(x) } } Based on what i have seen the problem lies in the for loop and more specifically in the while statement. That's the error i get: Error in while (z[time(x) >= 2 && time(x) <= 7:55]) { : argument is of length zero Thanks -- View this message in context: http://r.789695.n4.nabble.com/Time-and-xts-tp3219825p3224058.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.