[R-SIG-Finance] Need help for calculating 9 period cci

Bharat Kherwa bharatram.mnit at gmail.com
Tue Sep 20 06:35:08 CEST 2011


Hello All

I need some help regarding calculating 9 period cci,

I did it this way:

>library(TTR)
>data(ttrc)
>cci <- CCI(ttrc[,c("High","Low","Close")] , ma = list("SMA", n=20), c=0.015))

Error in do.call(maType, c(list(HLC), maArgs)) :
  'what' must be a character string or a function,

Then I tried calculating ma first: this way:


>ma<-SMA(ttrc[, "Close"], 9);
>cci <- CCI(ttrc[9:nrow(ttrc),c("High","Low","Close")] , ma, c=0.015);

Error in if (n < 1 || n > NROW(x)) stop("Invalid 'n'") :
  missing value where TRUE/FALSE needed


Please let me know how to do this,
any help will be greatly appreciated,

thanks a lot
Bharat



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