I have loaded price data for GE and then calculated a 50 day simple moving
average. Then I have a created a ifelse statement that produce a 1 when
GE's closing price is above the simple moving average and a 0 when GE
Closing price is below the 50 day simple moving average.
However, what I really want to do is to produce a 1 for when the price is
above the simple moving average for 3 days and I want it to keep the 1 until
the price moves back below the 50 day simple moving average for 3 days then
I want to return a 0 until the Price closes above the SMA for 3 days.
Thank you,
Douglas
library(quantmod)
getSymbols("GE") # Get Price Data
GEsma <- SMA(GE$GE.Close, n=50) # Simple Moving Average of the closing
price
GEsma[is.na(GEsma)] <- 50 # Make NA's to 50 so ifelse statement works
correctly
aboveSMA <- ifelse(GE$GE.Close > GEsma, 1, 0) # 1 when price is above 50
day moving average
# 0 When below moving average
chartSeries(GE) # Shows Price chart
addSMA(n=50) # adds 50 day moving average to chart
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