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

Daniel Cegiełka daniel.cegielka at gmail.com
Tue Sep 20 06:54:41 CEST 2011


> getSymbols('RHT')
> CCI(cbind(Hi(RHT), Lo(RHT), Cl(RHT)),n=20,ma="SMA",c=0.015)

best regards,
daniel


2011/9/20 Bharat Kherwa <bharatram.mnit at gmail.com>:
> 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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