Question

我有一个OHLC数据框，并尝试计算RSI而不用R表示。

希望做同样的事情但是对于RSI;

BBands(HLC(stock))

> RSI(HLC(stock))
Error in `[.xts`(up, which.dn) : subscript out of bounds
> RSI(Close(stock))
Error in inherits(x, "xts") : could not find function "Close"
> RSI(C(stock))
Error in C(stock) : object not interpretable as a factor

head(stock)
                   minutes.Open minutes.High minutes.Low minutes.Close

2014-08-04 01:00:00      102.561      102.581     102.486       102.537
2014-08-04 05:00:00      102.536      102.677     102.530       102.673
2014-08-04 09:00:00      102.668      102.713     102.537       102.597
2014-08-04 13:00:00      102.591      102.656     102.578       102.578
2014-08-04 17:00:00      102.570      102.572     102.438       102.487
2014-08-04 21:00:00      102.481      102.584     102.460       102.584

chartSeries(stock)
addBBands()

Answer 1

安装包TTR

require(TTR)
rsi <- RSI(stock$minutes.Close)

R - 没有图表计算RSI的公式？

1 个答案: