[R] Moving average
jim holtman
jholtman at gmail.com
Wed Dec 31 07:08:31 CET 2014
Try this:
> x <- read.csv(text = "Date,Open,High,Low,Close,Volume,Adj Close
+ 2014-12-26,162.27,163.09,162.01,162.34,1912200,162.34
+ 2014-12-24,162.88,162.99,161.61,161.82,1868100,161.82
+ 2014-12-23,162.23,162.90,161.61,162.24,4043300,162.24
+ 2014-12-22,158.33,161.91,158.33,161.44,4682500,161.44", as.is = TRUE)
> require(lubridate)
> x$Date <- ymd(x$Date) # convert to a date field
> x <- x[order(x$Date), ] # sort by date
> x$two_day <- filter(x$Close, c(0.5, 0.5)) # compute moving average
> x
Date Open High Low Close Volume Adj.Close two_day
4 2014-12-22 158.33 161.91 158.33 161.44 4682500 161.44 161.84
3 2014-12-23 162.23 162.90 161.61 162.24 4043300 162.24 162.03
2 2014-12-24 162.88 162.99 161.61 161.82 1868100 161.82 162.08
1 2014-12-26 162.27 163.09 162.01 162.34 1912200 162.34 NA
Jim Holtman
Data Munger Guru
What is the problem that you are trying to solve?
Tell me what you want to do, not how you want to do it.
On Sun, Dec 28, 2014 at 8:31 AM, Rolf Edberg <rolfe at algonet.se> wrote:
> Thank you for trying to help!!
>
>
>
> I am very new to the R code. So need help with every step.
>
>
>
> The goal is to use technical analysis on stock prices. Not only MA but if
> I understand the principle with that I hope I can use the other techniques
> as well.
>
>
>
> I found R-adamant but do not know how to use it.
>
>
>
> I downloaded 4 days of IBM prices from yahoo in a csv-file..
>
> I don’t know what ‘dput’ is.
>
>
>
> Here is the IBM prices in a text string:
>
> Date,Open,High,Low,Close,Volume,Adj Close
>
> 2014-12-26,162.27,163.09,162.01,162.34,1912200,162.34
>
> 2014-12-24,162.88,162.99,161.61,161.82,1868100,161.82
>
> 2014-12-23,162.23,162.90,161.61,162.24,4043300,162.24
>
> 2014-12-22,158.33,161.91,158.33,161.44,4682500,161.44
>
>
>
> I would like the date in sorted with the oldest at the top.
>
>
>
> I would like to add a column with the technical indicator, in this case
> 2-days MA of Close.
>
>
>
> And I would like to have the result in a csv file. I will use the file in
> another program.
>
>
>
> Thank you !!
>
>
>
> Rolf
>
>
>
> *From:* jim holtman [mailto:jholtman at gmail.com]
> *Sent:* Sunday, December 28, 2014 4:45 PM
> *To:* Rolf Edberg
> *Cc:* R mailing list
> *Subject:* Re: [R] Moving average
>
>
>
> could not read the data you posted; try 'dput' next time.
>
>
>
> If it is just a 2 day moving average, try the 'filter' function:
>
>
>
> > x <- 1:20
>
> > x
>
> [1] 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
>
> > filter(x, c(.5,.5))
>
> Time Series:
>
> Start = 1
>
> End = 20
>
> Frequency = 1
>
> [1] 1.5 2.5 3.5 4.5 5.5 6.5 7.5 8.5 9.5 10.5 11.5 12.5 13.5 14.5
> 15.5 16.5 17.5 18.5 19.5 NA
>
> >
>
>
>
>
>
> Jim Holtman
> Data Munger Guru
>
> What is the problem that you are trying to solve?
> Tell me what you want to do, not how you want to do it.
>
>
>
> On Sun, Dec 28, 2014 at 6:56 AM, Rolf Edberg <rolfe at algonet.se> wrote:
>
>
>
> How do I add a new column with 2-days moving average (from
> r-adamant(https://github.com/TotallyBullshit/radamant)) on IBM prices in a
> csv-file (ibm.csv) and then save all in a new csv file(ibm2.csv)?
>
>
>
>
> Prices
>
>
>
>
>
> Date
>
> Open
>
> High
>
> Low
>
> Close
>
> Volume
>
> Adj Close*
>
>
> Dec 26, 2014
>
> 162.27
>
> 163.09
>
> 162.01
>
> 162.34
>
> 1,912,200
>
> 162.34
>
>
> Dec 24, 2014
>
> 162.88
>
> 162.99
>
> 161.61
>
> 161.82
>
> 1,868,100
>
> 161.82
>
>
> Dec 23, 2014
>
> 162.23
>
> 162.90
>
> 161.61
>
> 162.24
>
> 4,043,300
>
> 162.24
>
>
> Dec 22, 2014
>
> 158.33
>
> 161.91
>
> 158.33
>
> 161.44
>
> 4,682,500
>
> 161.44
>
>
> Dec 19, 2014
>
> 157.49
>
> 160.41
>
> 157.49
>
> 158.51
>
> 8,864,900
>
> 158.51
>
>
>
>
> [[alternative HTML version deleted]]
>
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