如何使用XTR period.apply（）使用TTR指标功能？
我似乎无法使用来自XTS的period.apply（）的TTR指示器函数direclty。请帮我弄清楚我做错了什么。
> require(TTR)
> require(quantmod)
> require(xts)
> data(sample_matrix)
> period.apply(sample_matrix, endpoints(sample_matrix,"weeks"), RSI)
Error in EMA(c(NA, 0.190714286249097, 0.190459011271606, 0, 0, 0, NA, :
Invalid 'n'
as.xts(sample_matrix)
没有找到相关结果
已邀请:
1 个回复
铰齐插
> RSI(Cl(to.period(sample_matrix, "weeks", 2)),4) [,1] 2007-01-07 NA 2007-01-21 NA 2007-02-04 NA 2007-02-18 NA 2007-03-04 58.42659 2007-03-18 40.25955 2007-04-01 27.12793 2007-04-15 50.26745 2007-04-29 38.97652 2007-05-13 22.03943 2007-05-27 28.75952 2007-06-10 22.21261 2007-06-24 21.58207 2007-06-30 41.69338