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Questions - quantstrat

Why do Close and HLC have different methods to share data?

When I compare the 2 methods, SMA() needs close price as first parameter in xts format and DonchianChannel() needs HL in xts format. However the usage is Cl(mktdata) for SMA vs HLC(mktdata)[, 1:2] f...
test-img

junkone

r

quantstrat

ttr

Votes: 0

Answers: 1

Latest Answer

HLC(mktdata) returns a 3 column xts object (High, Low and Close columns), but in DonchianChannel(HL = ), HL expects 2 columns, containing the high and low prices, or just 1 column (of say close prices...
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FXQuantTrader

Error in using ATR as an indicator in quantstrat

Question 1: I am trying to use the ATR indicator in quantstrat. I am getting error Error in try.xts(HLC, error = as.matrix) : argument "HLC" is missing, with no default add.indicator(strateg...
test-img

junkone

r

quantstrat

ttr

Votes: 0

Answers: 1

Latest Answer

Your arguments list is not right for the ATR() indicator. There is no argument named "atrx" for ATR. Look at formals(ATR)/ the function definition for ATR to see the correct parameter names...
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FXQuantTrader

how to add add_TA with the correct datacolumn

I have 2 symbols in my backtest. I am adding indicator donchianchannel. However when i plot it, add_TA( mktdata$high.DCH, col = 6, lwd = 1.5,on=TRUE) does not pass the associated symbol's data and i e...
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junkone

r

algorithmic-trading

quantitative-finance

quantstrat

Votes: 0

Answers: 1

Latest Answer

Try this instead, at the end of your example : results <- applyStrategy(strategy.st, portfolios = portfolio.st, verbose = TRUE) updatePortf(portfolio.st) updateAcct(account.st) updateEndEq(account...
test-img

FXQuantTrader

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