Dear Peter,
Still no hope. I am doing something wrong. I noticed that the times
are also going through. Maybe that's the problem?
I tried to include them to the area-event-dates list in the function
call but still no shading
> tail(newdata,50)
SP500 Close
2011-08-22 08:30
On Wed, 2011-09-28 at 16:36 -0700, Muhammad Abuizzah wrote:
> premkt <- a1['T06:30/T9:30' ]
premkt <- a1['T06:30/T09:30' ]
the ISO 8601 format is very particular.
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
___
Hi,
I have an xts dataframe called a1. Its tick data for many months. The data is
already in xts format so the first column is the index.
I reviewed the xts manual and on page 5 of the xts package manual it talks
about extracting recurring times between 8:30 to 15:00 using the code
.parseISO
On 28 September 2011 at 14:58, Dirk Eddelbuettel wrote:
| FYI, here is a simple patch I tossed at Jeff earlier today and which he is
Jeff being Jeff, a more compact patch has now been committed. Upgrade to
HEAD of svn also fixes things.
Dirk
--
New Rcpp master class for R and C++ integration
Hi Chandra,
A bug in getSymbols yahoo. Patched in rev 568 on R-forge. exists was
walking up the enclosing frames until it found a bound variable
'adjust' which in this case came from RQuantlib. I added
inherits=FALSE to patch.
Thanks for the report (as well as thanks to Dirk for a suggested fi
Chandra,
FYI, here is a simple patch I tossed at Jeff earlier today and which he is
pondering. In the meantime, apply it to quantmod sources and you're safe
from any interferene from objects named 'adjust' by rewriting the test a
little more conservatively.
Hope this helps, Dirk
Index: pkg/R
In addition to 'nothing to do with R' at present, your affiliation
links back to a private beta, which would make me think you are simply
soliciting opinions for commercial purposes.
While the latter is fine I suppose, you haven't provided anyone
anything to motivate a response.
That said, I'd th
What does this have to do with R?
On Wed, Sep 28, 2011 at 2:15 PM, Stefan Petry wrote:
> I would appreciate some advice on how to best display candle data for
> sporadically traded stocks.
> Is there any standard or best practice on how to represent a candle during
> which there were zero trades
I would appreciate some advice on how to best display candle data for
sporadically traded stocks.
Is there any standard or best practice on how to represent a candle during
which there were zero trades?
The options I can think of are either (i) to draw a candle where OHLC are
all the same as the c
Dear Mirza
There is indeed a mismatch, as the possibility to include any regressor into
the cointegrating regressions was allowed earlier on. Now, with further
developments of the package (the ML estimator), this is unfortunately not
possible anymore.
Note that I do not have the book under the ha
Thanks for the response, John.
I tried this:
> tick(conn, "ESA Index", c("BID", "ASK"), "2011-09-28 10:00:00.000",
> "2011-09-28 10:00:01.000", option_names="useUTCTime",option_values="FALSE")
Error in .jcall("RJavaTools", "Ljava/lang/Object;", "invokeMethod", cl, :
com.bloomberglp.blpapi.NotF
On Wed, 2011-09-28 at 11:25 +0200, Anna Dunietz wrote:
>
> I am interested in plotting my portfolio's performance and don't
> exactly know how to do it. I have built a (not-so-great) model - the
> data below is found below. I used information on each individual S&P
> 500 stock over the past ~10
Hi List!
I am interested in plotting my portfolio's performance and don't exactly
know how to do it. I have built a (not-so-great) model - the data below is
found below. I used information on each individual S&P 500 stock over the
past ~10 years (RSI, moving averages, price changes, and price).
Hi guys,
I am using the off-the-shelf codes from the fPortfolio Rmetrics book and for
some reason when I run CVaR or any other optimization from the book code I
get errors. Can you help how to adjust the code?
R1, R5, R2 are return series of assets.
There are the problems I have:
Error in `co
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