我是 R 的新手,在创建技术指标时遇到一些问题。更具体地说,我想创建一个指标,Fibonacci
,这将被添加到chartSeries
由 5 条水平线组成。我正在使用的数据是股票的收盘价。因此,我想要创建的图表将在最高收盘价点有一条水平线,在最低收盘价点有一条水平线,前两条水平线之间有三条水平线。我为了获取股票收盘价时间序列的五个值而编写的代码如下:
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)
}
我还编写了以下代码,以便将技术指标添加到现有的chartSeries
情节quantmod
包裹 :
addFibonacci<- function(col = "red",overlay = TRUE){
stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
lchob <- quantmod:::get.current.chob()
x <- as.matrix(lchob@xdata)
chobTA <- new("chobTA")
chobTA@new <- !overlay
if (!is.OHLC(x))
stop("Fibonacci requires HL series")
else {
fibon <- Fibonacci(Cl(x))
}
[email protected] /cdn-cgi/l/email-protection <- fibon[lchob@xsubset]
chobTA@call <- match.call()
chobTA@on <- 1
chobTA@params <- list(xrange = lchob@xrange, colors = lchob@colors,
color.vol = [email protected] /cdn-cgi/l/email-protection, multi.col = [email protected] /cdn-cgi/l/email-protection,
spacing = lchob@spacing, width = lchob@width, bp = lchob@bp,
x.labels = [email protected] /cdn-cgi/l/email-protection, time.scale = [email protected] /cdn-cgi/l/email-protection,
col = col)
if (is.null(sys.call(-1))) {
TA <- [email protected] /cdn-cgi/l/email-protection$TA
[email protected] /cdn-cgi/l/email-protection$TA <- c(TA, chobTA)
lchob@windows <- lchob@windows + ifelse(chobTA@new, 1,
0)
chartSeries.chob <- quantmod:::chartSeries.chob
do.call(chartSeries.chob, list(lchob))
invisible(chobTA)
}
else {
return(chobTA)
}
}
问题是该指标没有添加到图表中,并且我还收到以下错误消息:
Error in do.call([email protected] /cdn-cgi/l/email-protection$TA[[j]]@name, list([email protected] /cdn-cgi/l/email-protection$TA[[j]])) :
'what' must be a character string or a function
对于我做错了什么有什么想法吗?