equire(quantmod)
require(PerformanceAnalytics)
rm(list=ls())
getSymbols("^GSPC", src="yahoo", from="1990-01-01", to=Sys.Date())
GSPC <-na.omit(Ad(GSPC))
ind <- rollapply(GSPC, 200, mean)
signal <- ifelse(diff(ind, 5) > 0 , 1 , -1)
signal[is.na(signal)] <- 0-- View this message in context: http://r.789695.n4.nabble.com/why-doesn-t-ifelse-work-tp3482680p3482737.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
