quantmod Questions

5

Solved

On running a gam model using the mgcv package, I encountered a strange error message which I am unable to understand: “Error in model.frame.default(formula = death ~ pm10 + Lag(resid1, 1) + : va...
History asked 4/11, 2013 at 15:37

1

Solved

I've been facing in R the error message for days using getSymbols of the quantmod package: Error in new.session() : Could not establish session after 5 attempts. getSymbols(tick, from = date_from,...
Bolingbroke asked 29/4, 2022 at 11:35

3

I have daily prices series over a wide range of products; I want to convert to a new dataframe with weekly or monthly data. I first used xts in order to apply the to.weekly function...which works ...
Indeterminism asked 8/5, 2013 at 13:46

1

How do I use MoreArgs properly with chart_Series? p.txt s,n ABBV,AbbVie BMY,Bristol LLY,EliLily MRK,Merck PFE,Pfizer sof.r # R --silent --vanilla < sof.r library(quantmod) options("getSymbo...
Humphreys asked 14/7, 2019 at 0:57

1

Let's assume that you would like to get the data from a lot of equities (>100) from Yahoo and Alpha Vantage (AV) since 2000. I was wondering if somebody did investigate any of the following 2 que...
Reviere asked 15/10, 2018 at 12:16

2

Solved

I want to add vertical lines on several dates on a certain graph. So far I haven't managed to achieve this simple task. This is what I tried: > s <- get(getSymbols('nvmi'))["2012::"] > d...
Paladin asked 13/3, 2013 at 11:48

1

Here is an example of a multi-timeframe strategy I'm working on with quantstrat. Is this the correct way of doing a multi-timeframe strategy or am I doing it all wrong? I haven't come across any ot...
Piety asked 18/8, 2015 at 5:12

2

Solved

I'm running a rolling regression very similar to the following code: library(PerformanceAnalytics) library(quantmod) data(managers) FL <- as.formula(Next(HAM1)~HAM1+HAM2+HAM3+HAM4) MyRegressio...
Definitive asked 13/4, 2011 at 15:52

1

Solved

I would like to plot heatmap(s) below quantmod::chart_Series(). How to add the below heatmap to chart_Series (or xts::plot.xts): library(quantmod) # Get data fro symbol from Google Finance symbol...
Wateriness asked 6/7, 2017 at 10:44

6

I'm trying to download data from Yahoo using this code: library(quantmod) getSymbols("WOW", auto.assign=F) This has worked for me in the past in every occasion except now, 5 days before my group...
Folly asked 17/5, 2017 at 4:48

1

I have not found any good answers on how to go about finding Support/Resistance levels in R. Essentially I would like clusters/areas or pivots where the stock is consolidating, but have found it di...
Avelar asked 27/12, 2016 at 7:24

1

I noticed that Quantstrat typically takes indicators that are based on price. However, I would like to load several indicators that have been externally calculated along with the price data. For in...
Bozovich asked 22/12, 2016 at 16:22

1

Solved

I am trying to plot two charts on one chartSeries in quantmod in R. I am having some difficulty doing this. library(quantmod) tickers <- c('GLD', 'GDX') data <- new.env() getSymbols(ticker...
Overeager asked 1/7, 2016 at 2:17

3

Solved

I am downloading data from FRED with the quantmod library (author Jeffrey A. Ryan). With Yahoo and Google data, I am able to set start and end dates. Can the same be done for FRED data? The help ...
Artima asked 10/4, 2013 at 17:42

4

Solved

I started to experience an error today with the quantmod package. Anybody else have the same error when running this code (or requesting symbols in general)? library(quantmod) getSymbols("CPIAUCNS...
Chungchungking asked 2/7, 2015 at 14:57

1

Solved

Utilizing the chartSeries function in the quantmod package, I want to modify the RSI oscillator. Given an xts object containing OHLC price data, here is the call that I am using: chartSeries(plot_...
Tabasco asked 4/9, 2015 at 18:9

2

Solved

I'm constructing a trading strategy and am stuck at two key areas. When using Stoch and MACD in quantmod, I am trying to create a signal when the slow stochastic crosses over the fast stochastic (1...
Fluker asked 21/5, 2015 at 4:45

1

I tried to plot with chartSeries in the R package quantmod, and add SMI lines using the addSMI() method. SMI generates two lines - the solid line is visible while the dotted line is not. Can anybod...
Divinize asked 21/5, 2015 at 18:29

1

Solved

I used getSymbols to obtain stock data, and it returned something like this: > require(quantmod) > getSymbols(AAPL) > head(AAPL) AAPL.Open AAPL.High AAPL.Low AAPL.Close 2007-01-03 ...
Infestation asked 15/2, 2015 at 22:33

1

Solved

I need to modify this example code for using it with intraday data which I should get from here and from here. As I understand, the code in that example works well with any historical data (or not?...
Medicament asked 17/1, 2015 at 14:9

2

I am trying to do some market analysis using R. Is there any way to get real time stock quotes at minutely intervals using a package? I am familiar with quantmod and have used the getSymbols(...
Skyla asked 19/11, 2014 at 20:18

1

I just downloaded the package Quantmod and have been playing with getSymbols. I want to be able to get data for multiple stocks as in this question: getSymbols and using lapply, Cl, and merge to ex...
Vaughn asked 31/12, 2013 at 1:7

1

Solved

I'm a newbie to R and I am facing some problems with the creation of a technical indicator. More specifically, I want to create an indicator, Fibonacci, which will be added to the chartSeries and w...
Sixfold asked 25/11, 2013 at 12:19

1

Solved

Hi: I have an xts object as such: AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted 2013-09-09 505.00 507.92 503.48 506.17 12116200 506.17 2013-09-10 506.20 507.45 489.50 494.64 ...
Benignant asked 25/10, 2013 at 21:41

2

Solved

Does Python has a similar library like quantmod in R that can download financial statement data? I want to download the historical revenue of each stock in Python. Can someone give me a hint?...
Constable asked 16/8, 2013 at 14:8

© 2022 - 2025 — McMap. All rights reserved.