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Questions - ttr

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 rename column with tq_mutate

When I use tq_transmute, I am able to rename all the columns. When I use tq_mutate, only the first 2 columns are getting renamed. The last two columns remain as it is. Is this a limitation, or am I mi...
test-img

junkone

r

tidyquant

ttr

Votes: 0

Answers: 0

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