hlc {futile}R Documentation

Get a matrix containing the Hi-Low-Close of a zoo/xts object

Description

This is a convenience method to convert an xts object containing OHLC time series data to a TTR-compatible matrix.

Usage

hlc(market)

Arguments

market An xts object created by calling (quantmod) getSymbols.

Value

An object containing just the Hi, Low, Close values

Note

See quantmod and TTR for more information on how data is constructed and used.

Author(s)

Brian Lee Yung Rowe

References

Quantmod, TTR

Examples

  require(quantmod)
  getSymbols('IBM')
  ibm <- hlc(IBM)

[Package futile version 1.0.2 Index]