On Wed, Sep 10, 2014 at 10:06 AM, Brian G. Peterson <br...@braverock.com> wrote: > This has been discussed on this list multiple times. > > TTR is taking the column namees of your market data and appending the > indicator. > > so: > > Cl(mktdata) > > will return multiple columns after the first indicator has been applied. > > you most likely want > > quote(Cl(mktdata)[,1]) > > to get only the first column. > > Brian >
Ah, indeed, that does work, although Googling for 'quantstrat' and 'quote(Cl(mktdata)[,1])' doesn't turn up much. None the less, I now see that Cl() is finding all names with 'close' anywhere in the name which indeed isn't want I thought it was doing and the first one is the one I want: > head(Cl(mktdata)) SPY.Close SPY.Close.SMA.50.ind3 SPY.Close.SMA.200.ind4 2008-12-31 82.08 NA NA 2009-01-02 84.56 NA NA 2009-01-05 84.46 NA NA 2009-01-06 85.02 NA NA 2009-01-07 82.47 NA NA 2009-01-08 82.81 NA NA Thanks for the quick (and reasonably friendly!) ;-) response. Cheers, Mark _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.