Extract (transformed) data from a suitable OHLC object.
Column names must contain the
complete description - either “Open”, “High”,
“Volume”, or “Adjusted” - though may
also contain additional characters. This is the default for objects
returned from most
In the case of functions consisting of combined
Op, Hi, Lo, Cl (e.g.
ClCl(x)) the one period
transformation will be applied.
For example, to return the Open to Close of a
object it is
possible to call
OpCl(x). If multiple periods
are desired a call to the function
seriesHi will return the
low and high, respectively, of a given series.
seriesDecr, return a vector of logicals
indicating if the series is accellerating, decellerating,
increasing, or decreasing. This is managed by
which provides NA fill and suitable re-indexing. These
are here to make trade rules easier to read.
HLC extracts the High, Low, and Close columns.
OHLC extracts the Open, High, Low, and Close columns.
These functions are merely to speed the model specification process. All columns may also be extracted through standard R methods.
Assignment will not work at present.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
A data object with columns containing data to be extracted.
noise threshold (seriesIncr/seriesDecr)
Internally, the code uses grep to locate the appropriate columns. Therefore it is necessary to use inputs with column names matching the requirements in the description section, though the exact naming convention is not as important.
Returns an object of the same class as the original
series, with the appropriately column names
if applicable and/or possible. The only exceptions are for
objects which will be returned as
zoo objects, and calls to
seriesHi which may return a numeric
value instead of the original object type.
Jeffrey A. Ryan
1 2 3 4 5 6 7 8 9 10 11 12
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.