R：如何在quantmod图表上添加VWAP？
我正在尝试使用quantmod包将我的图表上的VWAP行添加为指标。我没有得到错误，但没有得到任何东西。请告诉我我做错了什么？
此外，是否可以将VWAP绘制为图表上的点而不是创建指标？
我已经包含了我的代码和数据集。谢谢你的帮助。
我的代码：
#load data
data1<-read.table("EKSO.txt",header=T,sep=",",stringsAsFactors=F)
#calculate total amount traded
data1["TT"]<-data1$Price*data1$Size
#Change the name of Size into Volume
colnames(data1)[4]<-"Volume"
#combine and convert date and time
data1$Date <- strptime(paste(data1$Date, data1$Time), "%m/%d/%Y %H:%M:%S")
#remove Time columns
data1<-data1[-2]
#load xts and zoo library
library(xts)
library(zoo)
library(quantmod)
library(TTR)
#create an xts object
myxts<-xts(data1[,2:4],order.by=as.POSIXct(data1[,1]))
myxts60<-period.apply(myxts, endpoints(myxts, "minutes", 60), function(x) {
cbind(as.numeric(first(x$Price)),
as.numeric(max(x$Price)),
as.numeric(min(x$Price)),
as.numeric(last(x$Price)),
sum(x$Volume),
sum(x$TT))
})
colnames(myxts60)<-c("Open","High","Low","Close","Volume","TT")
#Function to calculate vwap
vwapFct<-function(myxts60){myxts60$TT/myxts60$Volume}
#Draw chart
chartSeries(myxts60,theme=chartTheme('white'),up.col="green",dn.col='red')
#Draw vwap line
addVWAP<-newTA(FUN=vwapFct,on =1, legend="VWAP")
#how to draw VWAP points on Chart
数据集：
Date,Time,Price,Size
02/07/2014,09:30:01,3,500
02/07/2014,09:30:29,3,42
02/07/2014,09:35:56,3,100
02/07/2014,09:37:17,3,100
02/07/2014,09:37:28,3.2,900
02/07/2014,09:37:35,3.2,4900
02/07/2014,09:37:51,3.2,1000
02/07/2014,09:42:11,3.2,500
02/07/2014,10:00:31,3,2400
02/07/2014,10:00:37,3.2,500
02/07/2014,10:00:44,3.2,3347
02/07/2014,10:07:33,3.2,1000
02/07/2014,10:31:42,3.24,1000
02/07/2014,10:33:44,3.24,200
02/07/2014,10:40:28,3.25,300
02/07/2014,10:49:57,3.25,600
02/07/2014,10:53:16,3.25,100
02/07/2014,10:53:32,3.4,1000
02/07/2014,10:54:13,3.4,500
02/07/2014,11:05:37,3.35,1000
02/07/2014,11:11:29,3.25,600
02/07/2014,11:15:26,3.3,60
02/07/2014,11:19:16,3.3,23
02/07/2014,11:21:14,3.25,100
02/07/2014,11:21:22,3.25,100
02/07/2014,11:21:30,3.2,500
02/07/2014,11:21:35,3.2,500
02/07/2014,11:21:43,3.2,500
02/07/2014,11:29:58,3.1,200
02/07/2014,11:35:42,3.19,360
02/07/2014,11:39:51,3.19,1000
02/07/2014,11:52:39,3.15,200
02/07/2014,11:53:51,3.15,100
02/07/2014,11:55:11,3.2,100
02/07/2014,12:17:32,3.2,1500
02/07/2014,12:35:42,3.24,1200
02/07/2014,12:37:53,3.24,100
02/07/2014,12:38:02,3.24,3500
02/07/2014,12:53:57,3.24,400
02/07/2014,13:10:57,3.239,100
02/07/2014,13:11:35,3.24,800
02/07/2014,13:13:41,3.24,1000
02/07/2014,13:39:40,3.24,450
02/07/2014,13:56:04,3.24,500
02/07/2014,14:09:49,3.24,600
02/07/2014,14:11:25,3.24,1000
02/07/2014,14:25:53,3.24,25
02/07/2014,14:30:58,3.24,30
02/07/2014,14:31:36,3.24,30
02/07/2014,14:32:12,3.24,30
02/07/2014,14:33:00,3.24,100
02/07/2014,14:34:49,3.24,1100
02/07/2014,14:36:02,3.24,2000
02/07/2014,14:37:07,3.22,1500
02/07/2014,14:42:30,3.22,3300
02/07/2014,14:42:46,3.22,100
02/07/2014,14:42:54,3.2,1000
02/07/2014,14:53:13,3.23,240
02/07/2014,14:53:27,3.24,500
02/07/2014,14:53:59,3.24,60
02/07/2014,14:54:46,3.2,1500
02/07/2014,14:57:45,3.2,160
02/07/2014,14:57:46,3.2,125
02/07/2014,14:57:54,3.2,100
02/07/2014,15:05:56,3.19,100
02/07/2014,15:22:21,3.19,300
02/07/2014,15:22:28,3.18,150
02/07/2014,15:23:09,3.19,2000
02/07/2014,15:35:23,3.18,1500
02/07/2014,15:44:36,3.18,600
02/10/2014,09:30:02,3.25,100
02/10/2014,09:30:02,3.25,25
02/10/2014,09:30:24,3.25,150
02/10/2014,09:30:40,3.25,100
02/10/2014,09:31:11,3.25,650
02/10/2014,09:35:32,3.24,200
02/10/2014,09:37:59,3.19,100
02/10/2014,09:38:01,3.2,2000
02/10/2014,09:38:09,3.18,185
02/10/2014,09:38:36,3.18,500
02/10/2014,09:39:13,3.18,1042
02/10/2014,09:39:18,3.18,156
02/10/2014,09:39:18,3.17,20
02/10/2014,09:41:24,3.15,100
02/10/2014,09:42:28,3.15,1000
02/10/2014,09:42:28,3.15,1000
02/10/2014,09:42:41,3.15,500
02/10/2014,09:42:57,3.15,100
02/10/2014,09:43:24,3.12,500
02/10/2014,09:43:29,3.12,100
02/10/2014,09:43:32,3.1,5000
02/10/2014,09:44:02,3.1,500
02/10/2014,09:44:19,3.1,500
02/10/2014,09:44:22,3.09,100
02/10/2014,09:44:22,3.09,96
02/10/2014,09:44:55,3.05,100
02/10/2014,09:45:11,3.05,676
02/10/2014,09:45:23,3,150
02/10/2014,09:45:44,2.95,1000
02/10/2014,09:45:53,2.95,1500
02/10/2014,09:47:17,2.95,100
02/10/2014,09:47:46,2.9,100
02/10/2014,09:48:24,2.9,500
02/10/2014,09:48:50,2.9,100
02/10/2014,09:49:11,2.85,386
02/10/2014,09:49:13,2.85,100
02/10/2014,09:49:14,2.8,200
02/10/2014,09:49:15,2.7,100
02/10/2014,09:49:22,2.7,100
02/10/2014,09:49:32,2.7,100
02/10/2014,09:50:09,2.65,2500
02/10/2014,09:50:44,2.66,2500
02/10/2014,09:50:49,2.6,100
02/10/2014,09:50:53,2.7,240
02/10/2014,09:50:54,2.61,1000
02/10/2014,09:50:58,2.65,414
02/10/2014,09:55:24,2.95,100
02/10/2014,09:57:22,2.95,400
02/10/2014,10:07:21,2.95,400
02/10/2014,10:16:28,2.95,250
02/10/2014,10:21:20,2.85,300
02/10/2014,10:32:40,2.94,100
02/10/2014,10:33:18,2.95,426
02/10/2014,10:33:38,2.95,70
02/10/2014,10:33:39,2.94,1900
02/10/2014,10:43:46,2.95,4500
02/10/2014,10:44:00,2.99,200
02/10/2014,10:44:20,2.99,505
02/10/2014,10:49:30,2.96,500
02/10/2014,10:57:22,2.95,2500
02/10/2014,10:57:25,2.95,500
02/10/2014,10:57:40,2.95,500
02/10/2014,11:38:29,3,500
02/10/2014,11:38:35,3.05,500
02/10/2014,11:38:45,3.1,1000
02/10/2014,11:45:08,3.05,100
02/10/2014,11:49:55,3.01,100
02/10/2014,11:50:14,3,1900
02/10/2014,11:50:18,3,100
02/10/2014,12:07:51,3,1000
02/10/2014,12:33:26,3,400
02/10/2014,13:57:20,3.1,150
02/10/2014,13:57:34,3,42
02/10/2014,14:21:42,3.15,500
02/10/2014,14:23:35,3.15,1000
02/10/2014,14:25:40,3.05,200
02/10/2014,14:26:01,3.15,100
02/10/2014,14:50:50,3.15,100
02/10/2014,14:51:00,3.1,100
02/10/2014,14:51:09,3.1,100
02/10/2014,14:51:24,3.05,500
02/10/2014,14:51:43,3,100
02/10/2014,14:52:04,2.95,100
02/10/2014,14:52:15,2.99,25
02/10/2014,14:52:17,2.95,100
02/10/2014,14:52:33,2.9,500
02/10/2014,14:52:47,2.95,600
02/10/2014,14:52:49,2.85,100
02/10/2014,14:52:51,2.85,1000
02/10/2014,14:53:08,2.82,500
02/10/2014,14:53:24,2.85,500
02/10/2014,14:53:43,2.84,5400
02/10/2014,14:53:48,2.85,100
02/10/2014,15:00:48,2.99,64
02/10/2014,15:04:08,2.99,412
02/10/2014,15:11:42,2.99,100
02/10/2014,15:11:46,2.99,100
02/10/2014,15:12:06,2.99,100
02/10/2014,15:20:35,3.04,500
02/10/2014,15:30:28,3,500
02/10/2014,15:36:58,2.95,2000
02/10/2014,15:38:09,3,550
02/10/2014,15:39:48,2.97,2000
02/11/2014,09:30:04,3.2,100
02/11/2014,09:30:18,3.2,2000
02/11/2014,10:03:07,3.18,1000
02/11/2014,10:21:35,3.18,26
02/11/2014,10:27:09,3.15,500
02/11/2014,10:37:22,3.15,1108
02/11/2014,10:37:22,3.15,1054
02/11/2014,10:37:23,3.1,100
02/11/2014,10:42:26,3.05,1000
02/11/2014,10:42:57,3.02,1000
02/11/2014,10:43:29,3.02,1000
02/11/2014,10:48:27,3.02,100
02/11/2014,10:50:36,3.01,1000
02/11/2014,10:51:33,3.01,1000
02/11/2014,10:51:43,3.01,1000
02/11/2014,10:52:17,3.01,1000
02/11/2014,10:53:55,3.01,500
02/11/2014,10:54:31,3.05,40
02/11/2014,10:55:41,3.01,100
02/11/2014,10:55:44,3,3300
02/11/2014,10:55:44,3,100
02/11/2014,10:55:44,3,5000
02/11/2014,10:55:44,3,230
02/11/2014,10:56:21,3,100
02/11/2014,11:01:20,3,100
02/11/2014,11:01:21,3,50
02/11/2014,11:17:30,2.99,600
02/11/2014,11:17:34,3,500
02/11/2014,11:18:49,2.99,3000
02/11/2014,11:25:55,3.03,500
02/11/2014,11:29:59,2.99,400
02/11/2014,11:30:08,2.99,100
02/11/2014,11:30:18,2.99,100
02/11/2014,11:30:46,2.99,200
02/11/2014,11:38:48,2.95,100
02/11/2014,11:44:55,2.98,325
02/11/2014,12:32:09,3,500
02/11/2014,12:32:55,3,50
02/11/2014,13:15:49,3.1,1000
02/11/2014,14:16:16,3.05,350
02/11/2014,14:29:12,2.99,650
02/11/2014,14:32:23,2.99,335
02/11/2014,14:32:29,2.99,500
02/11/2014,15:25:01,3,1000
02/11/2014,15:49:37,3,500
02/11/2014,15:51:08,2.98,300
02/12/2014,08:46:23,3,1500
02/12/2014,09:10:01,3,2000
02/12/2014,09:21:31,3.1,1500
02/12/2014,09:26:33,3.2,2000
02/12/2014,09:27:58,3.2,2500
02/12/2014,09:30:00,3.2,2000
02/12/2014,09:30:00,3.2,10000
02/12/2014,09:30:01,3.2,500
02/12/2014,09:30:02,3.2,30
02/12/2014,09:30:18,3.2,30
02/12/2014,09:40:51,3.05,100
02/12/2014,09:40:52,3.05,1250
02/12/2014,09:41:01,3.05,806
02/12/2014,09:41:11,3,100
02/12/2014,09:43:48,2.98,1000
02/12/2014,09:44:22,3,4000
02/12/2014,09:44:27,2.98,1000
02/12/2014,09:44:31,2.98,2900
02/12/2014,09:47:43,2.98,110
02/12/2014,09:50:49,2.96,100
02/12/2014,09:50:51,2.8,750
02/12/2014,09:51:11,2.95,100
02/12/2014,09:55:35,2.95,1050
02/12/2014,09:55:56,2.95,100
02/12/2014,09:56:29,3,100
02/12/2014,09:56:43,3,100
02/12/2014,09:57:33,3.05,100
02/12/2014,10:04:50,2.85,2073
02/12/2014,10:09:33,3,500
02/12/2014,10:10:57,3.05,1000
02/12/2014,10:14:16,3.015,1500
02/12/2014,10:15:30,3,100
02/12/2014,10:15:38,2.85,2567
02/12/2014,10:27:05,2.85,2000
02/12/2014,11:02:02,2.9,32
02/12/2014,11:02:50,2.9,200
02/12/2014,11:03:14,2.89,100
02/12/2014,11:07:02,2.9,5000
02/12/2014,11:19:11,2.88,200
02/12/2014,11:19:31,2.88,1000
02/12/2014,11:19:36,2.8,1000
02/12/2014,11:19:40,2.8,1000
02/12/2014,11:19:40,2.86,100
02/12/2014,11:19:48,2.81,100
02/12/2014,11:20:04,2.8,1000
02/12/2014,11:20:05,2.8,1000
02/12/2014,11:20:22,2.76,100
02/12/2014,11:20:25,2.76,100
02/12/2014,11:22:32,2.86,1000
02/12/2014,11:31:36,2.85,1000
02/12/2014,11:42:08,2.85,10000
02/12/2014,11:59:29,2.86,1000
02/12/2014,12:01:34,2.86,1500
02/12/2014,12:01:45,2.85,1500
02/12/2014,12:12:42,2.86,1500
02/12/2014,12:30:57,2.9,400
02/12/2014,12:36:53,2.88,5000
02/12/2014,13:00:25,2.9,500
02/12/2014,15:26:05,3,1000
02/12/2014,15:36:19,3,1800
02/12/2014,15:36:27,3,12260
02/12/2014,15:39:15,3,200
02/12/2014,15:48:51,3,100
02/12/2014,15:48:53,3,500
02/13/2014,09:30:02,3,30
02/13/2014,09:34:31,3,100
02/13/2014,09:34:56,3,100
02/13/2014,09:47:57,2.9,1000
02/13/2014,09:51:42,2.91,3000
02/13/2014,09:59:59,2.92,500
02/13/2014,10:01:48,2.91,1000
02/13/2014,10:08:39,2.92,500
02/13/2014,11:05:38,3,100
02/13/2014,11:12:53,3,100
02/13/2014,11:14:56,3,1000
02/13/2014,11:17:59,3,772
02/13/2014,11:18:07,3,100
02/13/2014,11:18:10,3,500
02/13/2014,11:18:11,2.92,4000
02/13/2014,12:46:55,2.92,500
02/13/2014,13:58:38,3,6128
02/13/2014,14:02:03,3,1000
02/13/2014,14:30:38,3,3500
02/13/2014,14:58:47,3.05,500
02/13/2014,15:10:13,3,100
02/13/2014,15:10:18,3,300
02/13/2014,15:10:18,3,300
02/13/2014,15:10:20,3,10
02/13/2014,15:10:20,3,72
02/13/2014,15:33:25,3,27
02/13/2014,15:39:31,2.85,1000
02/13/2014,15:40:46,3,191
02/13/2014,15:41:06,3,100
02/14/2014,09:36:10,3,2200
02/14/2014,09:38:31,3.05,100
02/14/2014,09:42:42,3.15,350
02/14/2014,09:50:56,3.15,100
02/14/2014,09:50:57,3.2,100
02/14/2014,09:51:02,3.2,1532
02/14/2014,09:58:04,3.24,100
02/14/2014,09:58:09,3.24,1000
02/14/2014,09:58:27,3.24,100
02/14/2014,09:58:29,3.25,100
02/14/2014,09:58:31,3.25,4674
02/14/2014,09:59:17,3.29,1000
02/14/2014,09:59:28,3.25,50
02/14/2014,09:59:31,3.29,1000
02/14/2014,09:59:58,3.29,100
02/14/2014,10:00:02,3.3,3300
02/14/2014,10:02:48,3.35,10
02/14/2014,10:04:54,3.35,100
02/14/2014,10:05:05,3.3,500
02/14/2014,10:05:21,3.4,1000
02/14/2014,10:06:05,3.44,1000
02/14/2014,10:06:19,3.44,1000
02/14/2014,10:06:23,3.45,1000
02/14/2014,10:09:52,3.49,500
02/14/2014,10:10:13,3.47,300
02/14/2014,10:10:32,3.45,100
02/14/2014,10:10:33,3.4,1530
02/14/2014,10:12:49,3.26,500
02/14/2014,10:12:57,3.26,4400
02/14/2014,10:18:09,3.3,303
02/14/2014,10:20:06,3.3,400
02/14/2014,10:23:23,3.22,250
02/14/2014,10:23:37,3.24,2000
02/14/2014,10:23:38,3.22,500
02/14/2014,10:23:43,3.24,400
02/14/2014,10:23:50,3.2,1500
02/14/2014,10:24:08,3.2,100
02/14/2014,10:24:36,3.15,300
02/14/2014,10:25:08,3.14,50
02/14/2014,10:26:25,3.1,150
02/14/2014,10:27:48,3.15,1000
02/14/2014,10:27:54,3.1,100
02/14/2014,10:27:54,3.06,200
02/14/2014,10:27:58,3,100
02/14/2014,10:28:09,3,300
02/14/2014,10:28:29,2.95,100
02/14/2014,10:28:41,2.95,100
02/14/2014,10:29:19,2.85,350
02/14/2014,10:29:31,2.8,1077
02/14/2014,10:38:21,2.9,100
02/14/2014,11:01:07,2.95,1500
02/14/2014,11:13:54,2.99,2000
02/14/2014,11:15:14,2.99,1000
02/14/2014,11:44:57,2.95,500
02/14/2014,11:45:07,2.91,100
02/14/2014,11:45:18,2.9,5100
02/14/2014,11:45:29,2.86,3000
02/14/2014,11:45:48,2.86,1000
02/14/2014,11:49:44,2.9,700
02/14/2014,13:15:36,2.9,2000
02/14/2014,14:32:36,2.9,500
02/14/2014,14:32:39,2.89,200
02/14/2014,14:35:37,2.95,100
02/14/2014,14:35:41,2.95,100
02/14/2014,14:35:58,2.95,100
02/14/2014,14:35:58,2.95,73
02/14/2014,14:52:46,2.92,3000
02/14/2014,15:12:38,2.99,650
02/14/2014,15:13:22,2.9,1000
02/14/2014,15:41:52,3,3000
02/14/2014,15:47:11,2.95,100
02/14/2014,15:47:20,2.9,100
02/14/2014,15:47:24,2.9,1000
02/14/2014,15:47:28,2.89,1000
02/14/2014,15:47:35,2.88,300
02/14/2014,15:48:05,2.85,1000
02/14/2014,15:51:44,2.85,2000
02/18/2014,09:29:21,3.1,1000
02/18/2014,09:30:01,3.25,500
02/18/2014,09:30:46,3.25,1000
02/18/2014,09:30:57,3.1,100
02/18/2014,09:31:16,3.25,1500
02/18/2014,09:32:43,3.25,1000
02/18/2014,09:33:22,3.25,2620
02/18/2014,09:34:04,3.1,200
02/18/2014,09:34:12,3.05,100
02/18/2014,09:34:42,3.05,100
02/18/2014,09:51:08,2.95,100
02/18/2014,09:51:23,2.95,100
02/18/2014,09:52:56,2.9,1000
02/18/2014,09:53:27,2.9,100
02/18/2014,09:53:37,2.9,900
02/18/2014,09:58:02,2.92,1000
02/18/2014,09:59:29,2.92,100
02/18/2014,10:00:01,2.92,100
02/18/2014,10:00:08,2.92,100
02/18/2014,10:00:34,2.92,100
02/18/2014,10:00:37,2.95,2000
02/18/2014,10:00:37,2.95,100
02/18/2014,10:00:37,2.95,3500
02/18/2014,10:00:45,2.92,100
02/18/2014,10:01:34,2.9,100
02/18/2014,10:03:58,2.92,150
02/18/2014,10:04:39,2.95,1500
02/18/2014,10:04:41,2.92,100
02/18/2014,10:11:35,2.92,350
02/18/2014,10:15:04,2.92,100
02/18/2014,10:15:06,2.92,900
02/18/2014,10:20:41,2.92,100
02/18/2014,10:21:02,2.9,1000
02/18/2014,10:21:22,2.9,1000
02/18/2014,10:28:02,2.95,500
02/18/2014,10:33:05,2.95,200
02/18/2014,10:41:41,2.95,300
02/18/2014,10:42:33,2.99,130
02/18/2014,10:49:03,2.92,340
02/18/2014,10:49:04,2.95,2000
02/18/2014,10:53:34,2.9,1000
02/18/2014,10:53:37,2.9,3660
02/18/2014,10:53:53,2.9,100
02/18/2014,10:53:58,2.89,1000
02/18/2014,10:54:06,2.85,3000
02/18/2014,10:54:08,2.85,500
02/18/2014,10:54:10,2.85,100
02/18/2014,10:54:33,2.85,100
02/18/2014,10:55:00,2.894,100
02/18/2014,10:55:04,2.9,900
02/18/2014,11:04:31,2.9,3500
02/18/2014,11:10:05,2.9,200
02/18/2014,11:11:08,2.9,100
02/18/2014,11:18:37,2.93,1000
02/18/2014,11:24:51,2.93,500
02/18/2014,11:35:00,2.93,5000
02/18/2014,11:48:00,2.91,5000
02/18/2014,11:53:04,2.94,2500
02/18/2014,11:54:35,2.94,2500
02/18/2014,11:58:40,2.95,2000
02/18/2014,12:03:45,3,1333
02/18/2014,12:07:17,3,100
02/18/2014,12:15:41,2.94,100
02/18/2014,12:15:55,2.93,2900
02/18/2014,12:18:40,2.95,1800
02/18/2014,12:19:01,2.99,250
02/18/2014,12:19:18,2.92,3200
02/18/2014,12:27:55,2.99,200
02/18/2014,12:44:24,2.99,1000
02/18/2014,12:44:57,2.99,500
02/18/2014,12:53:41,3.05,1000
02/18/2014,12:54:22,2.99,320
02/18/2014,12:54:34,2.99,100
02/18/2014,13:06:06,2.99,1000
02/18/2014,13:16:41,2.92,1000
02/18/2014,13:22:07,2.99,88
02/18/2014,13:31:57,3,10
02/18/2014,13:38:23,3,500
02/18/2014,13:47:55,3,125
02/18/2014,13:56:42,3,1365
02/18/2014,13:57:06,3,100
02/18/2014,13:57:40,3.05,100
02/18/2014,13:57:49,3.06,1200
02/18/2014,13:59:37,3.2,500
02/18/2014,14:01:01,3.2,400
02/18/2014,14:01:18,3.15,100
02/18/2014,14:01:49,3.16,1000
02/18/2014,14:02:03,3.16,2500
02/18/2014,14:02:06,3.15,1000
02/18/2014,14:03:59,3.24,1000
02/18/2014,14:05:42,3.18,200
02/18/2014,14:06:24,3.24,1000
02/18/2014,14:08:26,3.24,1800
02/18/2014,14:09:41,3.2,800
02/18/2014,14:09:41,3.2,500
02/18/2014,14:09:46,3.18,600
02/18/2014,14:09:58,3.15,100
02/18/2014,14:11:06,3.1,3000
02/18/2014,14:11:09,3.15,82
02/18/2014,14:11:59,3.1,400
02/18/2014,14:12:37,3.01,1000
02/18/2014,14:25:13,3.15,100
02/18/2014,14:25:21,3.15,100
02/18/2014,14:25:34,3.2,50
02/18/2014,14:25:50,3.2,100
02/18/2014,14:27:20,3.2,100
02/18/2014,14:28:10,3.2,300
02/18/2014,14:29:47,3.2,100
02/18/2014,14:31:39,3.21,1000
02/18/2014,14:31:43,3.24,100
02/18/2014,14:32:53,3.25,100
02/18/2014,14:33:30,3.24,700
02/18/2014,14:34:36,3.2,400
02/18/2014,14:34:46,3.1,295
02/18/2014,14:34:53,3.05,100
02/18/2014,14:35:09,3.02,1000
02/18/2014,14:35:29,3.05,150
02/18/2014,14:37:02,3.05,327
02/18/2014,14:37:26,3.05,4423
02/18/2014,14:37:41,3.1,305
02/18/2014,14:44:08,3.15,100
02/18/2014,14:44:09,3.24,900
02/18/2014,14:46:11,3.24,200
02/18/2014,14:46:32,3.1,500
02/18/2014,14:46:44,3.1,500
02/18/2014,14:51:05,3.2,200
02/18/2014,14:52:27,3.15,100
02/18/2014,14:52:49,3.11,500
02/18/2014,14:53:00,3.1,100
02/18/2014,14:53:59,3.07,100
02/18/2014,14:54:01,3.07,300
02/18/2014,14:54:05,3.05,500
02/18/2014,14:54:07,3.05,40
02/18/2014,14:55:12,3.05,100
02/18/2014,14:57:35,3.05,100
02/18/2014,15:01:09,3.05,250
02/18/2014,15:09:00,3.05,1000
02/18/2014,15:11:51,3.05,2610
02/18/2014,15:14:18,3.1,1000
02/18/2014,15:21:54,3.1,500
02/18/2014,15:22:02,3.1,161
02/18/2014,15:30:10,3.1,1000
02/18/2014,15:31:22,3.1,100
02/18/2014,15:32:08,3.1,500
02/18/2014,15:34:01,3.1,1600
02/18/2014,15:34:15,3.1,75
02/18/2014,15:34:23,3.1,100
02/18/2014,15:34:54,3.14,900
02/18/2014,15:40:50,3.23,100
02/18/2014,15:41:07,3.23,30
02/18/2014,15:46:42,3.15,1000
02/18/2014,15:51:54,3.15,100
02/18/2014,15:52:13,3.15,500
02/18/2014,15:53:06,3.15,900
02/18/2014,15:53:51,3.15,2200
02/18/2014,15:54:42,3.15,500
02/18/2014,15:54:45,3.14,100
02/18/2014,15:54:52,3.14,100
02/18/2014,15:55:34,3.15,25
02/18/2014,15:56:26,3.05,100
02/18/2014,15:56:28,3,10125
02/18/2014,15:56:56,3.01,500
02/18/2014,15:57:05,3.01,500
02/18/2014,15:57:05,3.01,500
02/18/2014,15:57:05,3.01,1000
02/18/2014,15:57:12,3,1000
02/18/2014,15:57:12,3,2500
02/18/2014,15:59:06,3,200
02/18/2014,16:03:16,3.01,675
02/19/2014,09:30:01,3.01,50
02/19/2014,09:30:01,3.01,500
02/19/2014,09:30:33,3.01,100
02/19/2014,09:30:53,3.01,100
02/19/2014,09:30:54,3.01,100
02/19/2014,09:31:44,3.3,50
02/19/2014,09:31:46,3.3,100
02/19/2014,09:31:47,3.3,100
02/19/2014,09:32:51,3.25,800
02/19/2014,09:33:23,3.25,200
02/19/2014,09:33:24,3.29,200
02/19/2014,09:33:26,3.29,800
02/19/2014,09:33:28,3.3,200
02/19/2014,09:33:28,3.3,175
02/19/2014,09:33:57,3.3,200
02/19/2014,09:34:33,3.3,300
02/19/2014,09:36:24,3.24,50
02/19/2014,09:37:50,3.2,600
02/19/2014,09:38:05,3.1,4000
02/19/2014,09:38:51,3.19,700
02/19/2014,09:40:33,3.19,100
02/19/2014,09:40:42,3.19,200
02/19/2014,09:40:49,3.19,1300
02/19/2014,09:41:31,3.15,1500
02/19/2014,09:42:36,3.2,50
02/19/2014,09:45:50,3.15,1000
02/19/2014,09:49:55,3.11,4000
02/19/2014,09:53:22,3.1,800
02/19/2014,09:53:28,3.1,100
02/19/2014,09:54:17,3.14,30
02/19/2014,09:54:17,3.14,1000
02/19/2014,09:54:19,3.1,100
02/19/2014,09:54:19,3.1,2000
02/19/2014,09:56:27,3.14,1000
02/19/2014,10:03:48,3.15,100
02/19/2014,10:03:55,3.2,1487
02/19/2014,10:13:26,3.2,500
02/19/2014,10:13:34,3.25,50
02/19/2014,10:13:34,3.25,200
02/19/2014,10:13:35,3.25,350
02/19/2014,10:13:35,3.25,560
02/19/2014,10:14:26,3.25,1500
02/19/2014,10:15:13,3.25,1500
02/19/2014,10:15:21,3.25,300
02/19/2014,10:15:54,3.25,1300
02/19/2014,10:17:46,3.25,849
02/19/2014,10:22:01,3.25,2000
02/19/2014,10:22:49,3.28,100
02/19/2014,10:25:31,3.28,400
02/19/2014,10:33:12,3.2,500
02/19/2014,10:33:53,3.25,1000
02/19/2014,10:34:30,3.24,42
02/19/2014,10:34:50,3.2,100
02/19/2014,10:34:54,3.18,44
02/19/2014,10:34:54,3.18,100
02/19/2014,10:36:33,3.22,660
02/19/2014,10:41:47,3.2,325
02/19/2014,10:46:23,3.23,200
02/19/2014,10:46:57,3.23,200
02/19/2014,10:59:17,3.2,150
02/19/2014,10:59:23,3.17,300
02/19/2014,10:59:30,3.18,1000
02/19/2014,10:59:31,3.16,550
02/19/2014,11:00:30,3.22,100
02/19/2014,11:03:08,3.2,700
02/19/2014,11:05:06,3.2,100
02/19/2014,11:06:01,3.2,100
02/19/2014,11:06:35,3.19,900
02/19/2014,11:15:14,3.19,100
02/19/2014,11:15:21,3.15,2000
02/19/2014,11:15:25,3.13,1000
02/19/2014,11:15:27,3.22,100
02/19/2014,11:15:49,3.2,100
02/19/2014,11:15:59,3.27,1000
02/19/2014,11:16:00,3.27,1000
02/19/2014,11:16:26,3.23,400
02/19/2014,11:17:06,3.25,100
02/19/2014,11:17:10,3.17,1500
02/19/2014,11:18:38,3.25,14900
02/19/2014,11:19:08,3.27,500
02/19/2014,11:20:26,3.27,1200
02/19/2014,11:21:06,3.27,100
02/19/2014,11:21:09,3.28,630
02/19/2014,11:21:26,3.29,500
02/19/2014,11:29:29,3.25,100
02/19/2014,11:29:39,3.25,100
02/19/2014,11:29:45,3.2,800
02/19/2014,11:41:14,3.24,75
02/19/2014,11:59:44,3.24,1000
02/19/2014,12:01:09,3.2,5000
02/19/2014,12:06:50,3.24,310
02/19/2014,12:12:47,3.24,5000
02/19/2014,12:12:53,3.24,50
02/19/2014,12:13:17,3.24,2500
02/19/2014,12:13:39,3.24,5000
02/19/2014,12:14:11,3.24,2500
02/19/2014,12:15:08,3.24,5300
02/19/2014,12:16:15,3.24,250
02/19/2014,12:20:09,3.25,1000
02/19/2014,12:20:10,3.29,500
02/19/2014,12:20:40,3.29,4000
02/19/2014,12:20:57,3.29,100
02/19/2014,12:20:59,3.3,700
02/19/2014,12:21:32,3.33,500
02/19/2014,12:22:08,3.35,100
02/19/2014,12:22:12,3.34,1054
02/19/2014,12:22:15,3.39,3100
02/19/2014,12:29:13,3.39,100
02/19/2014,12:29:16,3.4,1000
02/19/2014,12:29:36,3.4,100
02/19/2014,12:29:39,3.39,200
02/19/2014,12:29:41,3.31,700
02/19/2014,12:32:42,3.4,100
02/19/2014,12:39:28,3.4,1000
02/19/2014,12:49:33,3.35,200
02/19/2014,12:49:40,3.4,5000
02/19/2014,12:50:00,3.35,1300
02/19/2014,12:52:14,3.4,150
02/19/2014,12:59:59,3.35,100
02/19/2014,13:00:05,3.35,100
02/19/2014,13:06:43,3.35,300
02/19/2014,13:07:14,3.35,10
02/19/2014,13:13:35,3.35,500
02/19/2014,13:22:55,3.35,40
02/19/2014,13:28:01,3.33,400
02/19/2014,13:33:00,3.33,95
02/19/2014,13:33:01,3.33,500
02/19/2014,13:33:25,3.32,100
02/19/2014,13:33:39,3.3,1000
02/19/2014,13:34:58,3.3,2000
02/19/2014,13:39:49,3.3,1050
02/19/2014,13:49:12,3.3,15
02/19/2014,13:51:59,3.3,500
02/19/2014,13:57:03,3.3,500
02/19/2014,13:58:11,3.3,100
02/19/2014,14:18:54,3.3,100
02/19/2014,14:21:53,3.3,500
02/19/2014,14:22:31,3.3,285
02/19/2014,14:22:33,3.3,2000
02/19/2014,14:25:18,3.27,100
02/19/2014,14:25:25,3.25,1000
02/19/2014,14:25:31,3.26,1530
02/19/2014,14:25:40,3.25,2000
02/19/2014,14:25:57,3.25,100
02/19/2014,14:26:10,3.23,100
02/19/2014,14:26:14,3.22,4700
02/19/2014,14:32:48,3.26,92
02/19/2014,14:34:38,3.26,100
02/19/2014,14:34:55,3.26,100
02/19/2014,14:40:19,3.22,1400
2 个答案:
答案 0 :(得分：3)
我认为使用addTA可能会更容易。
chartSeries(myxts60,theme=chartTheme('white'),up.col="green",dn.col='red')
addTA(vwapFct(myxts60), on=1)
答案 1 :(得分：2)
newTA功能会创建新功能。你需要调用那个新函数来实际进行绘图。
# [ subsetting is more robust and faster than $ subsetting for xts objects
vwapFct <- function(myxts60) { myxts60[,"TT"]/myxts60[,"Volume"] }
# Create addVWAP() function
addVWAP <- newTA(FUN=vwapFct, on=1, legend="VWAP")
# Create theme
myTheme <- chartTheme("white", up.col="green", dn.col="red")
# Draw chart
chartSeries(myxts60, TA="addVo();addVWAP()", theme=myTheme)
# Use normal 'par' values to change the plot
chartSeries(myxts60, TA="addVo();addVWAP(type='p',col='blue')", theme=myTheme)
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