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rquantmod

Invisible indicator addTA Quantmod

When I try to display an indicator on weekly data using Quantmod's addTA function the indicator is invisible. Below is a toy example: 

require(quantmod)

ticker <- c("^GSPC")
getSymbols("^GSPC", src = "yahoo", from = as.Date("1960-01-04")) 

#change to weeklies 
spy <- to.weekly(GSPC)

spyAD <- Ad(spy)

spyDVI <- DVI(spyAD)[,3]

chartSeries(GSPC,theme = chartTheme('white'), TA = NULL, subset = "1995-08::")

addTA(spyDVI)

Is there something that I'm doing wrong? It works perfectly on daily data, but not only weekly or monthly.

Solution

  • It works fine on weekly and monthly data if your chartSeries call uses data of the same frequency. Your example plots daily data, then calls addTA on weekly data.

    For example:

    chartSeries(spy, theme=chartTheme('white'), TA=NULL, subset="1995-08::") 
addTA(spyDVI)

    The lesson is that you have to be very careful if you call addTA with different data than what is supplied to the original chartSeries call.