Question

I’m very new to R and Quantmod.

Is it possible to add an indicator like MACD and save the timeseries as csv?

Displaying the chart is very easy:

getSymbols("AAPL",src="yahoo") 
barChart(AAPL)
addMACD()

But I want to add the indicators to the timeseries (save it as csv) and don’t want to display it 🙂

Thanks!

How to do I tell the moving average to use the close-column?
e <- cbind( AAPL, SMA( AAPL, n=50) )

and how do I add additional columns to csv?

Answer 1

You can just use cbind to add the signal.

library(quantmod)
getSymbols("AAPL",src="yahoo")
d <- cbind( AAPL, MACD( AAPL ) )
write.csv(
  data.frame( date=index(d), coredata(d) ),
  row.names=FALSE,
  file="tmp.csv"
)