Re: [R] why doesn't ifelse work ?

From: eric <ericstrom_at_aol.com>
Date: Thu, 28 Apr 2011 19:28:29 -0700 (PDT)

equire(quantmod)
require(PerformanceAnalytics)

rm(list=ls())
getSymbols("^GSPC", src="yahoo", from="1990-01-01", to=Sys.Date()) GSPC <-na.omit(Ad(GSPC))
ind <- rollapply(GSPC, 200, mean)
signal <- ifelse(diff(ind, 5) > 0 , 1 , -1) signal[is.na(signal)] <- 0

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Received on Fri 29 Apr 2011 - 03:56:58 GMT

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