@j_s wrote:
i have got a code for one stock and would like to apply the code for another stock.
How to apply a code for another stock ?
Below is the code for 1 stock.#> A code chunk library(tseries) IBM<-tail(get.hist.quote("IBM"),1000) class(IBM) #> convert to dataframe. IBM <- data.frame(IBM) library(tidyverse) which_max_in_window = function(x, size){ out = vector(mode = "numeric", length = length(x)) win = seq(1, size) out[win] = which.max(x[win]) for( i in seq(size + 1, length(x)) ){ first = i - size + 1 last = i win = seq(first, last) out[i] = which.max(x[win]) + first - 1 } return(out) } IBM = IBM %>% mutate(Serial = seq(1, nrow(.)), Max_Val_Serial_No = which_max_in_window(x = Close, size = 100)) IBM_max = tibble(x = IBM %>% select(Max_Val_Serial_No) %>% distinct %>% pull, y = IBM %>% select(Close) %>% slice(x) %>% pull) which_min_in_window = function(x, size){ out = vector(mode = "numeric", length = length(x)) win = seq(1, size) out[win] = which.min(x[win]) for( i in seq(size + 1, length(x)) ){ first = i - size + 1 last = i win = seq(first, last) out[i] = which.min(x[win]) + first - 1 } return(out) } IBM = IBM %>% mutate(Serial = seq(1, nrow(.)), Min_Val_Serial_No = which_min_in_window(x = Close, size = 100)) IBM_min = tibble(x = IBM %>% select(Min_Val_Serial_No) %>% distinct %>% pull, y = IBM %>% select(Close) %>% slice(x) %>% pull)
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