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rloopsquantmod

MACD signal generator R

Simple loop question. Trying to find a loop (not preferred) or anything else to come up with a signal for stoch. if Diff <1, >-1, 1, else 0. 

library(quantmod)

getSymbols("SPY", src="yahoo", from="2013-01-01", to="2015-05-01")

y <- na.omit(merge(SPY, SMI(Cl(SPY))))

y$diff <- y$SMI - y$signal

# if Diff <1, >-1, then 1, else 0.
Solution

  • If your question regarding your comment to @MrFlick is that you want to map the Difference (y$diff) for values below -1 to -1, values above 1 to 1 and the remaining values to 0 this line will do it:

    y$diff.map <- ifelse(y$diff>1,1,ifelse(y$diff< -1,-1,0))

    In reply to your updated comment the line below will map values between -1 and +1 to 1 and values outside this range to zero.

    y$diff.map <- ifelse(y$diff >= -1 & y$diff <= 1,1,0)