Hello, I'd like to integrate the Fibonacci graph as a TA indicator for stock analysis. So fat I wasn't able to do so. From the web, I found something (below) but it didn't work either.
My goal is to develop a function that uses the price column of a data frame along with the start and end dates of the period of interest, which are obtained from either its index or a given data frame column. From these data the Fibonacci levels from the indicator are plotted. https://stackoverflow.com/questions/20192913/how-to-create-a-technical-indicator-in-quantmod-package/79737478#79737478 The Fibonacci function and indicator are below, Fibonacci <- function(x) { x <- try.xts(x, error = as.matrix) n <- nrow(x)min <- runMin(x,n=n)max <- runMax(x,n=n) high <- 0.62*(max-min) + min middle <- 0.5*(max-min) + min low <- 0.38*(max-min) + min res <-cbind(na.spline(min),na.spline(max),na.spline(high), na.spline(middle),na.spline(low)) colnames(res)<- c("min","max","high","middle","low") reclass (res, x)} addFibonacci <- function (..., on = 1, legend = "auto") { #lchob <- get.current.chob() lchob <- quantmod:::get.current.chob() x <- as.matrix(lchob@xdata) x <- Fibonacci(x = x) yrange <- NULL chobTA <- new("chobTA") if (NCOL(x) == 1) { chobTA@TA.values <- x[lchob@xsubset] } else chobTA@TA.values <- x[lchob@xsubset, ] chobTA@name <- "chartTA" if (any(is.na(on))) { chobTA@new <- TRUE } else { chobTA@new <- FALSE chobTA@on <- on } chobTA@call <- match.call() legend.name <- gsub("^add", "", deparse(match.call())) gpars <- c(list(...), list())[unique(names(c(list(), list(...))))] chobTA@params <- list(xrange = lchob@xrange, yrange = yrange, colors = lchob@colors, color.vol = lc...@color.vol, multi.col = lc...@multi.col, spacing = lchob@spacing, width = lchob@width, bp = lchob@bp, x.labels = lchob@x.labels, time.scale = lchob@time.scale, isLogical = is.logical(x), legend = legend, legend.name = legend.name, pars = list(gpars)) if (is.null(sys.call(-1))) { TA <- lc...@passed.args$TA lc...@passed.args$TA <- c(TA, chobTA) lchob@windows <- lchob@windows + ifelse(chobTA@new, 1, 0) chartSeries.chob <- chartSeries.chob do.call("chartSeries.chob", list(lchob)) invisible(chobTA) } else { return(chobTA) }} Using the TA indicator function suggested I got, R> getSymbols("AAPL") [1] "AAPL" R> addFibonacci <- newTA(Fibonacci,on=1) R> chartSeries(AAPL, TA="addFibonacci()") Error in runMin(x, n = n) (from #4) : ncol(x) > 1. runMin only supports univariate 'x' R> R> Fibonacci(AAPL) Error in runMin(x, n = n) (from #4) : ncol(x) > 1. runMin only supports univariate 'x' R> Any help is greatly appreciated. Regards, -- André Luiz Tietbohl Ramos, PhD [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide https://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
