Question

我想在滞后价格上使用SMI，所以一开始我写了这么简单的代码： SPY$SMI3MA <- SMI(SPY[,c("SPY.High","SPY.Low","SPY.Close")], maType=list(list(SMA), list(EMA, wilder=TRUE), list(SMA)) )然后我使用此行将此列转换为已编译的列： SPY$SMI3MA_T <- Lag(SPY$SMI3MA , k = 1 )
但我只得到MA结果，而不是SMI，如下面的输出中所示。如何修复此代码，以便在滞后价格上获得SMI结果？这是代码：

spy<-getSymbols(("SPY") , src = 'yahoo', from = '2007-01-01', auto.assign = T)

 spy<-cbind(SPY)
 SPY$SMI3MA <- SMI(SPY[,c("SPY.High","SPY.Low","SPY.Close")], maType=list(list(SMA), list(EMA, wilder=TRUE), list(SMA)) )
 SPY$SMI3MA_T <- Lag(SPY$SMI3MA  , k = 1 )
 tail(SPY)
           SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted        SMI    SMI3MA  SMI3MA_T
2016-02-11   182.34   184.10  181.09    182.86  210592800       182.86 -16.107562 -14.38172 -15.34089
2016-02-12   184.96   186.65  183.96    186.63  124459300       186.63 -17.289562 -14.03284 -14.38172
2016-02-16   188.77   189.81  187.63    189.78  112124300       189.78 -16.383093 -13.93242 -14.03284
2016-02-17   191.16   193.32  191.01    192.88  131884500       192.88 -13.668168 -13.79414 -13.93242
2016-02-18   193.20   193.27  191.72    192.09   98872300       192.09 -10.379016 -13.59036 -13.79414
2016-02-19   191.17   192.18  190.45    192.00  111764300       192.00  -7.307641 -13.22583 -13.59036

如何在滞后价格上使用SMI功能

0 个答案: