user3773444 user3773444 - 2 months ago 17
R Question

R - formula to calculate RSI without charting?

I have a OHLC data frame, and trying to calculate the RSI without charting witin R.

Looking to do the same thing as below but for RSI;

BBands(HLC(stock))

> RSI(HLC(stock))
Error in `[.xts`(up, which.dn) : subscript out of bounds
> RSI(Close(stock))
Error in inherits(x, "xts") : could not find function "Close"
> RSI(C(stock))
Error in C(stock) : object not interpretable as a factor

head(stock)
minutes.Open minutes.High minutes.Low minutes.Close

2014-08-04 01:00:00 102.561 102.581 102.486 102.537
2014-08-04 05:00:00 102.536 102.677 102.530 102.673
2014-08-04 09:00:00 102.668 102.713 102.537 102.597
2014-08-04 13:00:00 102.591 102.656 102.578 102.578
2014-08-04 17:00:00 102.570 102.572 102.438 102.487
2014-08-04 21:00:00 102.481 102.584 102.460 102.584

chartSeries(stock)
addBBands()

Answer

Install package TTR

require(TTR)
rsi <- RSI(stock$minutes.Close)