I'm still getting used to working in R and thought constructing a "simple" MACD-screener would be a great way to get into some of the inner workings of R. However, I have encountered the following problem. I've perfectly been able to calculate te MACD and signal line for a seperate stock. So now, in order to be able to scan multiple stocks, I have to generalize the code. My question in: "How can I use a variable (f.e. name of the stock currently being looked at) in the "$-notation"? After this I'm planning to do a "for loop" iterating over the names of stocks in a list-object. Is this a practical way of doing it?
Below I've inserted the code I have till now. In this code I'm looking to replace the "QQQ" with a variable.
library(quantmod)
tickers <- c('QQQ','SPY','APPL','MMM')
ema.s = 12
ema.l = 26
ema.k = 9
ema.t = 200
getSymbols(tickers, from = '2021-01-6',
to = "2021-10-21",warnings = FALSE,
auto.assign = TRUE)
QQQ$QQQ.EMA.S <- EMA(QQQ[,6], n = ema.s)
QQQ$QQQ.EMA.L <- EMA(QQQ[,6], n = ema.l)
QQQ$QQQ.MACD <- QQQ$QQQ.EMA.S - QQQ$QQQ.EMA.L
QQQ$QQQ.SIG <- EMA(QQQ$QQQ.MACD, n = ema.k)
You can use tidyquant to all of this in one go.
library(tidyquant)
ema.s = 12
ema.l = 26
tickers <- c('QQQ','SPY','AAPL','MMM')
# get all the data in a tibble
stock_data <- tq_get(tickers,
from = '2021-01-6',
to = "2021-10-21")
stock_data <- stock_data %>%
group_by(symbol) %>%
tq_mutate(select = adjusted,
mutate_fun = MACD,
n_fast = ema.s,
n_slow = ema.l)
stock_data
# A tibble: 800 x 10
# Groups: symbol [4]
symbol date open high low close volume adjusted macd signal
<chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
1 QQQ 2021-01-06 307 312. 306. 308. 52809600 306. NA NA
2 QQQ 2021-01-07 310. 316. 310. 315. 30394800 314. NA NA
3 QQQ 2021-01-08 317. 319. 315. 319. 33955800 318. NA NA
4 QQQ 2021-01-11 316. 317. 314. 314. 32746400 313. NA NA
5 QQQ 2021-01-12 314. 316. 311. 314. 29266800 313. NA NA
6 QQQ 2021-01-13 314. 317. 314. 316. 22898400 315. NA NA
7 QQQ 2021-01-14 316. 318. 314. 314. 23500100 313. NA NA
8 QQQ 2021-01-15 314. 315. 311. 312. 35118700 311. NA NA
9 QQQ 2021-01-19 314. 317. 313. 316. 24537000 315. NA NA
10 QQQ 2021-01-20 320. 325. 317. 324. 30728100 323. NA NA
If you want to do this in base R functions combined with only quantmod functions, check the quantmod tag, there are a few posts that use lapply to do this. If you don't find what you need, let me know.