[R-SIG-Finance] quantmod: addTA is broken?

[Michael Zak]

 > class(CottonSpreadsheet)
[1] "data.frame"

 > colnames(CottonSpreadsheet)
[1] "V1"               "orginal_EMA_High"

I tried to find the error with debug(addTA), without success. As soon  
as I execute addTA() I get this error message. I tried it with a  
vector or a xts object (always with the same length as the OHLC xts  
object is). Funny thing is, I see the EMA values, but some other  
strange curves too (which I don't want!).

I did a screenshot: http://zak.li/linked/quantmod.png

But, oh what a success. I downgraded quantmod from 3.7 to 3.6 and  
everything works fine now.

Thank you all, Michael

On 14.12.2008, at 15:14, Brian Lee Yung Rowe wrote:

> Michael,
>
> It's hard to speculate without knowing what the data you have looks
> like. Can you send the output of
> class(CottonSpreadsheet)
> colnames(CottonSpreadsheet)
> ?
>
> Also, did you run with debug(addTA)? You can probably narrow down the
> problem by stepping through the function yourself.
>
> Brian
>
>
> On Sun, 2008-12-14 at 14:23 +0100, Michael Zak wrote:
>> You're absolutely right. I gave you a wrong example.
>>
>> Let's say I have OHLC data from Cotton over the last 80 days. In a
>> spreadsheet I got from a client the computed EMA values for cotton's
>> daily high. So I import the computed values (the last 80) in R like
>> this:
>>
>> require(quantmod)
>> CottonSpreadsheet <- read.table(...)
>> CottonSpreadsheet <- last(CottonSpredsheet, 80)
>> OHLC <- last(Cotton, 80)
>> chartSeries(OHLC, type = "bars")
>> addTA(CottonSpeadsheet)
>>
>> Now I got this error message:
>>
>> Fehler in tav * 0.975 : nicht-numerisches Argument für binären  
>> Operator
>> Zusätzlich: Warning message:
>> In merge.zoo(lchob at xdata, ta, join = "left", retside = c(FALSE,  :
>>   Index vectors are of different classes: POSIXt POSIXt integer  
>> integer
>>
>> I get the chartSeries(), but without the added addTA. I don't know  
>> why
>> this first line of the error message is in German. I hope you can  
>> help
>> me anyway.
>>
>> Thank you, Michael
>>
>> On 14.12.2008, at 13:40, Gabor Grothendieck wrote:
>>
>>> That's a warning message, not an error message.  This suppresses it:
>>>
>>> suppressWarnings(plot(addTA(min55, on = 1)))
>>>
>>>
>>> On Sun, Dec 14, 2008 at 5:14 AM, Michael Zak <zakdump at gmail.com>
>>> wrote:
>>>> Hi there
>>>>
>>>> I have here some financial charts which I did a couple of months
>>>> ago with
>>>> quantmod. Today, I recharted my data with chartSeries(), which
>>>> works fine.
>>>> As soon as I add some indicators with addTA() I get a error  
>>>> message.
>>>>
>>>> For example:
>>>> require(quantmod)
>>>> require(TTR)
>>>> getSymbols("YHOO")
>>>> chartSeries(YHOO)
>>>> min55 <- runMin(YHOO$YHOO.Low, 55)
>>>> addTA(min55, on = 1)
>>>>
>>>>
>>>> I get this message:
>>>>
>>>> Warning messages:
>>>> 1: In merge.zoo(lchob at xdata, ta, join = "left", retside =  
>>>> c(FALSE,  :
>>>> Index vectors are of different classes: POSIXt POSIXt integer  
>>>> integer
>>>>
>>>>
>>>> How can I solve this?
>>>>
>>>> Thank you, Michael
>>>>
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>>
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