我已经在这个问题上苦苦挣扎了几天，所以非常感谢帮助。我在函数中有一行如下：
sig <- which(!ma.sig[1,]==0)&which(!pricebreak[1,]==0) ## Retrieves signals
sig <- which(sig)
for (i in 1:length(sig))
cursig[i] <- cur[i]
}
基本上我正在做的是计算信号，如果这些信号是0或1，我希望R保存相应的变量。例如，这里是信号表的样子：
>ma.sig(MergedData)
Eur JPY GBP CHF AUD CAD NZD SEK NOK
1 0 1 0 1 1 0 0 0
>price.break(MergedData)
Eur JPY GBP CHF AUD CAD NZD SEK NOK
1 0 1 0 1 1 0 1 1
等等29个变量。这里是原始货币，cur，vector：
> cur
[1] "EUR" "JPY" "GBP" "CHF" "AUD" "CAD" "NZD" "SEK" "NOK" "CZK" "HUF" "ILS" "PLN" "RUB" "TRY"
[16] "ZAR" "BRL" "CLP" "COP" "MXN" "PEN" "CNY" "IDR" "INR" "KRW" "MYR" "SGD" "PHP" "THB"
所以基本上我想保存一个变量cursig，这样它只显示信号为1的货币。所以我会这样：
cursig [1]＆＃34; GBP＆＃34; ＆＃34; AUD＆＃34; ＆＃34; CAD＆＃34; ...
依此类推两种信号函数显示1的货币。我的问题是
cursig[i] <- cur[i]
返回信号为真的最后一种货币。我知道这可能是一个非常新的错误，但是在正确的方向上推动会非常感激。
编辑： 这是完整的功能：
new.trend <- function(MergedData)
{
ret <- as.list(rep(NA, length(MergedData)))
ma.sig <- ma.crossover(MergedData)
pricebreak <- price.channel(MergedData)
sig <- which(!ma.sig[1,]==0)&which(!pricebreak[1,]==0) ## Retrieves signals
sig <- which(sig)
cursig <- character() #Preparing to save currency variables
for (i in 1:length(sig)) { #Calculates output variables based on active signals
x <- MergedData[[i]]
x <- xts(x[,-1], order.by=x[,1])
dev20 <- (x[,5]-SMA(x[,5], n=20))/x[,5]*100
dev50 <- (x[,5]-SMA(x[,5], n=50))/x[,5]*100
RSI <- RSI(x[,5], n=14)
cursig <- c(cursig, cur[1])
ret[[i]] <- na.omit(merge(tail(dev20, n=1L), tail(dev50, n=1L), tail(RSI, n=1L)))
}
na.omit(do.call(merge,ret))
}
print(new.trend(MergedData))
我使用for（）循环的原因是因为MergedData包含29个数据帧，因此MergedData [[1]返回类似于：
Date EUR.OPEN EUR.HIGH EUR.LOW EUR.CLOSE EUR.LAST
1 2016-08-30 1.1153 1.1192 1.1153 1.1161 1.1161
2 2016-08-29 1.1158 1.1208 1.1158 1.1189 1.1189
3 2016-08-28 1.1181 1.1341 1.1181 1.1198 1.1198
4 2016-08-27 1.1181 1.1341 1.1181 1.1198 1.1198
5 2016-08-26 1.1181 1.1341 1.1181 1.1198 1.1198
对于列出的29种货币等等。
示例输入在这里：
tzone = "", class = c("POSIXct",
"POSIXt")), PHP.OPEN = c(46.385, 46.283, 46.283, 46.283,
46.283, 46.33, 46.45, 46.45, 46.5, 46.29, 46.29, 46.29, 46.235,
46.28, 46.225, 46.445, 46.455, 46.455, 46.455, 46.365, 46.73,
46.85, 46.423, 46.05, 46.05, 46.05, 46.975, 46.03, 46.035,
46.915, 47.017, 47.017, 47.017, 47.05, 46.825, 47.105, 47.12,
47, 47, 47, 47.055, 46.015, 46.725, 46.675, 46.671, 46.671,
46.671, 47.019, 47, 47.055, 47.033, 47, 47, 47, 46.85, 46.765,
46.765, 46.753, 46.465, 46.465, 46.465, 46.035, 46.49, 45.93,
46.955, 46.51, 46.51, 46.51, 46.475, 46.365, 46.31, 46.3,
44.623, 44.623, 44.623, 46.285, 46.31, 46.073, 46.07, 46.06,
46.06, 46.06, 45.859, 46, 45.728, 46.2, 46.452, 46.452, 46.452,
46.53, 46.64, 46.653, 46.69, 46.614, 46.614, 46.614, 46.429,
46.63, 46.788, 46.69, 46.714, 46.714, 46.714, 46.705, 46.465,
46.325, 46.055, 46.55, 46.55, 46.55, 46.458, 46.53, 46.753,
47.085, 47.085, 47.085, 47.085, 47.118, 46.595, 46.845, 46.225,
46.66, 46.66, 46.66, 46.722, 46.64, 46.728, 46.683, 46.285,
46.285, 46.285, 46.224, 46.04, 46.055, 46.06, 46.049, 46.049,
46.049, 46.154, 45.903, 46.017, 46, 46.12, 46.12, 46.12,
46.07, 46.165, 46.153, 45, 45.95, 45.95, 45.95, 45.91, 46.02,
46.235, 46.325, 46.227, 46.227, 46.227, 46.227, 46.227, 46.16,
46, 46.168, 46.168, 46.168, 46.357, 46.475, 46.61, 46.439,
46.595, 46.595, 46.595, 46.653, 46.835, 46.285, 46.772, 46.861,
46.861, 46.861, 47.02, 47.225, 47.3, 47.525, 47.076, 47.076,
47.076, 47.62, 47.613, 47.575, 47.585, 47.552, 47.552, 47.552,
47.51, 47.45, 47.403, 47.435, 47.45, 47.45, 47.45, 47.375,
47.445, 47, 47.665, 47.665, 47.665, 47.665, 47.719, 47.825,
47.67, 47.623, 47.615, 47.615, 47.615, 47.717, 47.809, 47.869,
47.72, 47.8, 47.8, 47.8, 47.695, 47.67, 47.586, 47.635, 47.63,
47.63, 47.63, 47.55, 47.335, 47.2, 47.233, 46.92, 46.92,
46.92, 46.98, 46.82, 46.875, 47, 47.17, 47.17, 47.17), PHP.HIGH = c(46.535,
46.438, 46.438, 46.438, 46.438, 46.583, 46.645, 46.59, 46.702,
46.488, 46.488, 46.488, 46.41, 46.88, 46.88, 46.77, 46.865,
46.865, 46.865, 46.8, 46.865, 46.975, 47.02, 47.04, 47.04,
47.04, 47.075, 47.358, 47.487, 47.03, 47.135, 47.135, 47.135,
47.18, 47.228, 47.24, 47.228, 47.155, 47.155, 47.155, 47.23,
47.158, 46.96, 46.89, 47.055, 47.055, 47.055, 47.22, 47.435,
47.49, 47.32, 47.585, 47.585, 47.585, 47.112, 47.345, 47.345,
46.895, 47.065, 47.065, 47.065, 47.935, 47.98, 47.95, 47.183,
46.975, 46.975, 46.975, 46.587, 46.64, 46.388, 46.445, 46.475,
46.475, 46.475, 46.455, 46.479, 47.065, 46.222, 46.155, 46.155,
46.155, 46.388, 46.12, 46.265, 46.45, 46.982, 46.982, 46.982,
46.615, 46.79, 47.065, 46.825, 46.71, 46.71, 46.71, 46.788,
46.889, 46.925, 46.86, 46.86, 46.86, 46.86, 46.947, 46.705,
46.457, 46.655, 46.8, 46.8, 46.8, 46.715, 46.75, 47.205,
47.385, 47.385, 47.385, 47.385, 47.245, 47.132, 47.75, 47.041,
46.964, 46.964, 46.964, 46.878, 46.842, 46.94, 46.874, 46.68,
46.68, 46.68, 46.46, 46.225, 46.16, 46.2, 46.25, 46.25, 46.25,
46.306, 46.487, 46.14, 46.18, 46.266, 46.266, 46.266, 46.17,
46.338, 46.295, 46.105, 47.02, 47.02, 47.02, 46.085, 46.262,
46.439, 46.537, 46.463, 46.463, 46.463, 46.463, 46.463, 46.39,
46.577, 46.379, 46.379, 46.379, 46.58, 46.925, 46.83, 46.607,
46.795, 46.795, 46.795, 46.855, 47.025, 47.035, 46.925, 47.125,
47.125, 47.125, 47.252, 47.307, 47.5, 47.605, 47.603, 47.603,
47.603, 47.62, 47.717, 47.66, 47.705, 47.905, 47.905, 47.905,
47.595, 47.695, 47.59, 47.555, 47.74, 47.74, 47.74, 47.488,
47.632, 47.795, 47.757, 47.757, 47.757, 47.757, 47.8, 47.925,
47.79, 47.74, 47.775, 47.775, 47.775, 47.945, 47.995, 48.005,
47.9, 47.911, 47.911, 47.911, 47.958, 47.895, 47.755, 47.885,
47.78, 47.78, 47.78, 47.748, 47.55, 47.46, 47.335, 47.173,
47.173, 47.173, 47.14, 47.062, 47.188, 47.158, 47.17, 47.17,
47.17), PHP.LOW = c(46.385, 46.283, 46.283, 46.283, 46.283,
46.33, 46.45, 46.45, 46.5, 46.29, 46.29, 46.29, 46.235, 46.28,
46.225, 46.445, 46.455, 46.455, 46.455, 46.365, 46.73, 46.85,
46.423, 46.05, 46.05, 46.05, 46.975, 46.03, 46.035, 46.915,
47.017, 47.017, 47.017, 47.05, 46.825, 47.105, 47.12, 47,
47, 47, 47.055, 46.015, 46.725, 46.675, 46.671, 46.671, 46.671,
47.019, 47, 47.055, 47.033, 47, 47, 47, 46.85, 46.765, 46.765,
46.753, 46.465, 46.465, 46.465, 46.035, 46.49, 45.93, 46.955,
46.51, 46.51, 46.51, 46.475, 46.365, 46.31, 46.3, 44.623,
44.623, 44.623, 46.285, 46.31, 46.073, 46.07, 46.06, 46.06,
46.06, 45.859, 46, 45.728, 46.2, 46.452, 46.452, 46.452,
46.53, 46.64, 46.653, 46.69, 46.614, 46.614, 46.614, 46.429,
46.63, 46.788, 46.69, 46.714, 46.714, 46.714, 46.705, 46.465,
46.325, 46.055, 46.55, 46.55, 46.55, 46.458, 46.53, 46.753,
47.085, 47.085, 47.085, 47.085, 47.118, 46.595, 46.845, 46.225,
46.66, 46.66, 46.66, 46.722, 46.64, 46.728, 46.683, 46.285,
46.285, 46.285, 46.224, 46.04, 46.055, 46.06, 46.049, 46.049,
46.049, 46.154, 45.903, 46.017, 46, 46.12, 46.12, 46.12,
46.07, 46.165, 46.153, 45, 45.95, 45.95, 45.95, 45.91, 46.02,
46.235, 46.325, 46.227, 46.227, 46.227, 46.227, 46.227, 46.16,
46, 46.168, 46.168, 46.168, 46.357, 46.475, 46.61, 46.439,
46.595, 46.595, 46.595, 46.653, 46.835, 46.285, 46.772, 46.861,
46.861, 46.861, 47.02, 47.225, 47.3, 47.525, 47.076, 47.076,
47.076, 47.62, 47.613, 47.575, 47.585, 47.552, 47.552, 47.552,
47.51, 47.45, 47.403, 47.435, 47.45, 47.45, 47.45, 47.375,
47.445, 47, 47.665, 47.665, 47.665, 47.665, 47.719, 47.825,
47.67, 47.623, 47.615, 47.615, 47.615, 47.717, 47.809, 47.869,
47.72, 47.8, 47.8, 47.8, 47.695, 47.67, 47.586, 47.635, 47.63,
47.63, 47.63, 47.55, 47.335, 47.2, 47.233, 46.92, 46.92,
46.92, 46.98, 46.82, 46.875, 47, 47.17, 47.17, 47.17), PHP.CLOSE = c(46.46,
46.36, 46.36, 46.36, 46.36, 46.345, 46.535, 46.45, 46.58,
46.45, 46.45, 46.45, 46.28, 46.41, 46.88, 46.455, 46.6, 46.6,
46.6, 46.79, 46.75, 46.85, 46.835, 46.9, 46.9, 46.9, 47.02,
47.035, 46.961, 46.94, 47.11, 47.11, 47.11, 47.07, 47.18,
47.14, 47.15, 47.12, 47.12, 47.12, 47.077, 46.725, 46.94,
46.714, 46.85, 46.85, 46.85, 47.05, 47.21, 47.321, 47.31,
47.125, 47.125, 47.125, 47, 47.03, 47.03, 46.775, 46.915,
46.915, 46.915, 47.085, 46.965, 46.895, 47.03, 46.95, 46.95,
46.95, 46.51, 46.475, 46.38, 46.335, 46.425, 46.425, 46.425,
46.43, 46.43, 46.31, 46.08, 46.13, 46.13, 46.13, 46.055,
46.01, 46.11, 46.225, 46.465, 46.465, 46.465, 46.53, 46.64,
46.75, 46.75, 46.635, 46.635, 46.635, 46.69, 46.785, 46.92,
46.788, 46.75, 46.75, 46.75, 46.8, 46.66, 46.42, 46.46, 46.555,
46.555, 46.555, 46.647, 46.555, 46.757, 47.09, 47.09, 47.09,
47.09, 47.24, 47.08, 46.89, 46.965, 46.89, 46.89, 46.89,
46.77, 46.78, 46.76, 46.85, 46.645, 46.645, 46.645, 46.44,
46.225, 46.093, 46.185, 46.065, 46.065, 46.065, 46.25, 46.085,
46.018, 46.122, 46.135, 46.135, 46.135, 46.1, 46.2, 46.26,
46.08, 46.015, 46.015, 46.015, 46.07, 46.028, 46.35, 46.34,
46.395, 46.395, 46.395, 46.395, 46.395, 46.285, 46.33, 46.36,
46.36, 46.36, 46.38, 46.785, 46.83, 46.595, 46.62, 46.62,
46.62, 46.695, 46.855, 46.958, 46.92, 46.946, 46.946, 46.946,
47.125, 47.298, 47.35, 47.558, 47.515, 47.515, 47.515, 47.62,
47.625, 47.635, 47.619, 47.665, 47.665, 47.665, 47.55, 47.45,
47.573, 47.45, 47.74, 47.74, 47.74, 47.45, 47.47, 47.671,
47.665, 47.665, 47.665, 47.665, 47.775, 47.86, 47.685, 47.69,
47.65, 47.65, 47.65, 47.743, 47.815, 47.997, 47.89, 47.805,
47.805, 47.805, 47.935, 47.89, 47.67, 47.706, 47.745, 47.745,
47.745, 47.64, 47.542, 47.45, 47.269, 47.158, 47.158, 47.158,
47.01, 47.025, 46.89, 47.125, 47.17, 47.17, 47.17), PHP.LAST = c(46.46,
46.36, 46.36, 46.36, 46.36, 46.345, 46.535, 46.45, 46.58,
46.45, 46.45, 46.45, 46.28, 46.41, 46.88, 46.455, 46.6, 46.6,
46.6, 46.79, 46.75, 46.85, 46.835, 46.9, 46.9, 46.9, 47.02,
47.035, 46.961, 46.94, 47.11, 47.11, 47.11, 47.07, 47.18,
47.14, 47.15, 47.12, 47.12, 47.12, 47.077, 46.725, 46.94,
46.714, 46.85, 46.85, 46.85, 47.05, 47.21, 47.321, 47.31,
47.125, 47.125, 47.125, 47, 47.03, 47.03, 46.775, 46.915,
46.915, 46.915, 47.085, 46.965, 46.895, 47.03, 46.95, 46.95,
46.95, 46.51, 46.475, 46.38, 46.335, 46.425, 46.425, 46.425,
46.43, 46.43, 46.31, 46.08, 46.13, 46.13, 46.13, 46.055,
46.01, 46.11, 46.225, 46.465, 46.465, 46.465, 46.53, 46.64,
46.75, 46.75, 46.635, 46.635, 46.635, 46.69, 46.785, 46.92,
46.788, 46.75, 46.75, 46.75, 46.8, 46.66, 46.42, 46.46, 46.555,
46.555, 46.555, 46.647, 46.555, 46.757, 47.09, 47.09, 47.09,
47.09, 47.24, 47.08, 46.89, 46.965, 46.89, 46.89, 46.89,
46.77, 46.78, 46.76, 46.85, 46.645, 46.645, 46.645, 46.44,
46.225, 46.093, 46.185, 46.065, 46.065, 46.065, 46.25, 46.085,
46.018, 46.122, 46.135, 46.135, 46.135, 46.1, 46.2, 46.26,
46.08, 46.015, 46.015, 46.015, 46.07, 46.028, 46.35, 46.34,
46.395, 46.395, 46.395, 46.395, 46.395, 46.285, 46.33, 46.36,
46.36, 46.36, 46.38, 46.785, 46.83, 46.595, 46.62, 46.62,
46.62, 46.695, 46.855, 46.958, 46.92, 46.946, 46.946, 46.946,
47.125, 47.298, 47.35, 47.558, 47.515, 47.515, 47.515, 47.62,
47.625, 47.635, 47.619, 47.665, 47.665, 47.665, 47.55, 47.45,
47.573, 47.45, 47.74, 47.74, 47.74, 47.45, 47.47, 47.671,
47.665, 47.665, 47.665, 47.665, 47.775, 47.86, 47.685, 47.69,
47.65, 47.65, 47.65, 47.743, 47.815, 47.997, 47.89, 47.805,
47.805, 47.805, 47.935, 47.89, 47.67, 47.706, 47.745, 47.745,
47.745, 47.64, 47.542, 47.45, 47.269, 47.158, 47.158, 47.158,
47.01, 47.025, 46.89, 47.125, 47.17, 47.17, 47.17)), .Names = c("Date",
"PHP.OPEN", "PHP.HIGH", "PHP.LOW", "PHP.CLOSE", "PHP.LAST"
), row.names = c(NA, -243L), class = "data.frame"), structure(list(
Date = structure(c(1472533200, 1472446800, 1472360400,
1472274000, 1472187600, 1472101200, 1472014800, 1471928400,
1471842000, 1471755600, 1471669200, 1471582800, 1471496400,
1471410000, 1471323600, 1471237200, 1471150800, 1471064400,
1470978000, 1470891600, 1470805200, 1470718800, 1470632400,
1470546000, 1470459600, 1470373200, 1470286800, 1470200400,
1470114000, 1470027600, 1469941200, 1469854800, 1469768400,
1469682000, 1469595600, 1469509200, 1469422800, 1469336400,
1469250000, 1469163600, 1469077200, 1468990800, 1468904400,
1468818000, 1468731600, 1468645200, 1468558800, 1468472400,
1468386000, 1468299600, 1468213200, 1468126800, 1468040400,
1467954000, 1467867600, 1467781200, 1467694800, 1467608400,
1467522000, 1467435600, 1467349200, 1467262800, 1467176400,
1467090000, 1467003600, 1466917200, 1466830800, 1466744400,
1466658000, 1466571600, 1466485200, 1466398800, 1466312400,
1466226000, 1466139600, 1466053200, 1465966800, 1465880400,
1465794000, 1465707600, 1465621200, 1465534800, 1465448400,
1465362000, 1465275600, 1465189200, 1465102800, 1465016400,
1464930000, 1464843600, 1464757200, 1464670800, 1464584400,
1464498000, 1464411600, 1464325200, 1464238800, 1464152400,
1464066000, 1463979600, 1463893200, 1463806800, 1463720400,
1463634000, 1463547600, 1463461200, 1463374800, 1463288400,
1463202000, 1463115600, 1463029200, 1462942800, 1462856400,
1462770000, 1462683600, 1462597200, 1462510800, 1462424400,
1462338000, 1462251600, 1462165200, 1462078800, 1461992400,
1461906000, 1461819600, 1461733200, 1461646800, 1461560400,
1461474000, 1461387600, 1461301200, 1461214800, 1461128400,
1461042000, 1460955600, 1460869200, 1460782800, 1460696400,
1460610000, 1460523600, 1460437200, 1460350800, 1460264400,
1460178000, 1460091600, 1460005200, 1459918800, 1459832400,
1459746000, 1459659600, 1459573200, 1459486800, 1459400400,
1459314000, 1459227600, 1459141200, 1459054800, 1458968400,
1458882000, 1458795600, 1458709200, 1458622800, 1458536400,
1458450000, 1458363600, 1458277200, 1458190800, 1458104400,
1458018000, 1457931600, 1457848800, 1457762400, 1457676000,
1457589600, 1457503200, 1457416800, 1457330400, 1457244000,
1457157600, 1457071200, 1456984800, 1456898400, 1456812000,
1456725600, 1456639200, 1456552800, 1456466400, 1456380000,
1456293600, 1456207200, 1456120800, 1456034400, 1455948000,
1455861600, 1455775200, 1455688800, 1455602400, 1455516000,
1455429600, 1455343200, 1455256800, 1455170400, 1455084000,
1454997600, 1454911200, 1454824800, 1454738400, 1454652000,
1454565600, 1454479200, 1454392800, 1454306400, 1454220000,
1454133600, 1454047200, 1453960800, 1453874400, 1453788000,
1453701600, 1453615200, 1453528800, 1453442400, 1453356000,
1453269600, 1453183200, 1453096800, 1453010400, 1452924000,
1452837600, 1452751200, 1452664800, 1452578400, 1452492000,
1452405600, 1452319200, 1452232800, 1452146400, 1452060000,
1451973600, 1451887200, 1451800800, 1451714400, 1451628000
), tzone = "", class = c("POSIXct", "POSIXt")), THB.OPEN = c(34.53,
34.596, 34.506, 34.506, 34.506, 34.539, 34.573, 34.564,
34.607, 34.528, 34.528, 34.528, 34.531, 34.577, 34.52,
34.577, 34.696, 34.696, 34.696, 34.731, 34.738, 34.911,
34.901, 34.796, 34.796, 34.796, 34.886, 34.739, 34.74,
34.72, 34.8, 34.8, 34.8, 34.84, 34.951, 34.98, 34.905,
34.87, 34.87, 34.87, 34.95, 34.97, 34.931, 34.918, 34.907,
34.907, 34.907, 35.029, 35.13, 35.103, 35.049, 35.169,
35.169, 35.169, 35.145, 35.149, 35.012, 35.011, 35.06,
35.06, 35.06, 35.097, 35.175, 35.238, 35.257, 35.114,
35.114, 35.114, 35.146, 35.173, 35.15, 35.162, 35.225,
35.225, 35.225, 35.151, 35.24, 35.12, 35.16, 35.147,
35.147, 35.147, 35.085, 35.189, 35.217, 35.26, 35.545,
35.545, 35.545, 35.57, 35.64, 35.691, 35.69, 35.56, 35.56,
35.56, 35.571, 35.625, 35.664, 35.56, 35.622, 35.622,
35.622, 35.641, 35.486, 35.32, 35.341, 35.311, 35.311,
35.311, 35.217, 35.19, 35.193, 35.09, 35.126, 35.126,
35.126, 35.075, 34.99, 34.83, 34.83, 34.885, 34.885,
34.885, 35.007, 35.09, 35.08, 35.052, 35.02, 35.02, 35.02,
34.883, 34.825, 34.88, 35.01, 35.051, 35.051, 35.051,
35.024, 34.951, 35.005, 35.04, 35.09, 35.09, 35.09, 35.15,
35.214, 35.237, 35.12, 35.09, 35.09, 35.09, 35.159, 35.189,
35.323, 35.274, 35.265, 35.265, 35.265, 35.188, 34.917,
34.88, 34.85, 34.745, 34.745, 34.745, 34.77, 34.99, 35.07,
35.05, 35.064, 35.064, 35.064, 35.239, 35.287, 35.365,
35.349, 35.385, 35.385, 35.385, 35.476, 35.54, 35.588,
35.618, 35.63, 35.63, 35.63, 35.65, 35.69, 35.715, 35.717,
35.54, 35.54, 35.54, 35.537, 35.6, 35.59, 35.552, 35.228,
35.228, 35.228, 35.228, 35.3, 35.388, 35.495, 35.48,
35.48, 35.48, 35.55, 35.77, 35.579, 35.591, 35.684, 35.684,
35.684, 35.775, 35.77, 35.89, 35.925, 36.026, 36.026,
36.026, 36.235, 36.272, 36.26, 36.29, 36.28, 36.28, 36.28,
36.256, 36.237, 36.235, 36.25, 36.17, 36.17, 36.17, 36.226,
36.103, 36.08, 36.033, 36.02, 36.02, 36.02), THB.HIGH = c(34.655,
34.72, 34.601, 34.601, 34.601, 34.675, 34.69, 34.676,
34.764, 34.671, 34.671, 34.671, 34.69, 34.737, 34.65,
34.82, 34.86, 34.86, 34.86, 34.838, 34.967, 35.005, 35.065,
34.93, 34.93, 34.93, 35.039, 34.95, 34.84, 34.91, 34.92,
34.92, 34.92, 34.967, 35.074, 35.086, 35.08, 35, 35,
35, 35.088, 35.09, 35.04, 35.03, 35.085, 35.085, 35.085,
35.23, 35.257, 35.206, 35.225, 35.264, 35.264, 35.264,
35.239, 35.281, 35.198, 35.125, 35.16, 35.16, 35.16,
35.228, 35.295, 35.371, 35.435, 35.546, 35.546, 35.546,
35.244, 35.29, 35.24, 35.284, 35.356, 35.356, 35.356,
35.254, 35.39, 35.303, 35.295, 35.295, 35.295, 35.295,
35.24, 35.241, 35.327, 35.411, 35.64, 35.64, 35.64, 35.704,
35.77, 35.755, 35.8, 35.701, 35.701, 35.701, 35.68, 35.795,
35.787, 35.706, 35.736, 35.736, 35.736, 35.8, 35.625,
35.557, 35.461, 35.466, 35.466, 35.466, 35.34, 35.294,
35.267, 35.166, 35.193, 35.193, 35.193, 35.19, 35.184,
34.94, 34.934, 35.009, 35.009, 35.009, 35.16, 35.195,
35.222, 35.17, 35.095, 35.095, 35.095, 35.095, 34.949,
35.02, 35.11, 35.12, 35.12, 35.12, 35.211, 35.055, 35.07,
35.112, 35.234, 35.234, 35.234, 35.253, 35.31, 35.39,
35.29, 35.175, 35.175, 35.175, 35.262, 35.365, 35.44,
35.408, 35.365, 35.365, 35.365, 35.395, 35.13, 34.963,
34.952, 34.925, 34.925, 34.925, 34.975, 35.145, 35.15,
35.151, 35.26, 35.26, 35.26, 35.31, 35.393, 35.47, 35.495,
35.46, 35.46, 35.46, 35.559, 35.656, 35.655, 35.763,
35.707, 35.707, 35.707, 35.714, 35.759, 35.776, 35.781,
35.75, 35.75, 35.75, 35.63, 35.68, 35.671, 35.69, 35.64,
35.64, 35.64, 35.325, 35.428, 35.539, 35.612, 35.651,
35.651, 35.651, 35.755, 35.87, 35.771, 35.77, 35.861,
35.861, 35.861, 35.885, 35.874, 36.045, 36.055, 36.253,
36.253, 36.253, 36.29, 36.327, 36.325, 36.382, 36.374,
36.374, 36.374, 36.345, 36.338, 36.375, 36.345, 36.327,
36.327, 36.327, 36.35, 36.257, 36.177, 36.19, 36.033,
36.033, 36.033), THB.LOW = c(34.53, 34.596, 34.506, 34.506,
34.506, 34.539, 34.573, 34.564, 34.607, 34.528, 34.528,
34.528, 34.531, 34.577, 34.52, 34.577, 34.696, 34.696,
34.696, 34.731, 34.738, 34.911, 34.901, 34.796, 34.796,
34.796, 34.886, 34.739, 34.74, 34.72, 34.8, 34.8, 34.8,
34.84, 34.951, 34.98, 34.905, 34.87, 34.87, 34.87, 34.95,
34.97, 34.931, 34.918, 34.907, 34.907, 34.907, 35.029,
35.13, 35.103, 35.049, 35.169, 35.169, 35.169, 35.145,
35.149, 35.012, 35.011, 35.06, 35.06, 35.06, 35.097,
35.175, 35.238, 35.257, 35.114, 35.114, 35.114, 35.146,
35.173, 35.15, 35.162, 35.225, 35.225, 35.225, 35.151,
35.24, 35.12, 35.16, 35.147, 35.147, 35.147, 35.085,
35.189, 35.217, 35.26, 35.545, 35.545, 35.545, 35.57,
35.64, 35.691, 35.69, 35.56, 35.56, 35.56, 35.571, 35.625,
35.664, 35.56, 35.622, 35.622, 35.622, 35.641, 35.486,
35.32, 35.341, 35.311, 35.311, 35.311, 35.217, 35.19,
35.193, 35.09, 35.126, 35.126, 35.126, 35.075, 34.99,
34.83, 34.83, 34.885, 34.885, 34.885, 35.007, 35.09,
35.08, 35.052, 35.02, 35.02, 35.02, 34.883, 34.825, 34.88,
35.01, 35.051, 35.051, 35.051, 35.024, 34.951, 35.005,
35.04, 35.09, 35.09, 35.09, 35.15, 35.214, 35.237, 35.12,
35.09, 35.09, 35.09, 35.159, 35.189, 35.323, 35.274,
35.265, 35.265, 35.265, 35.188, 34.917, 34.88, 34.85,
34.745, 34.745, 34.745, 34.77, 34.99, 35.07, 35.05, 35.064,
35.064, 35.064, 35.239, 35.287, 35.365, 35.349, 35.385,
35.385, 35.385, 35.476, 35.54, 35.588, 35.618, 35.63,
35.63, 35.63, 35.65, 35.69, 35.715, 35.717, 35.54, 35.54,
35.54, 35.537, 35.6, 35.59, 35.552, 35.228, 35.228, 35.228,
35.228, 35.3, 35.388, 35.495, 35.48, 35.48, 35.48, 35.55,
35.77, 35.579, 35.591, 35.684, 35.684, 35.684, 35.775,
35.77, 35.89, 35.925, 36.026, 36.026, 36.026, 36.235,
36.272, 36.26, 36.29, 36.28, 36.28, 36.28, 36.256, 36.237,
36.235, 36.25, 36.17, 36.17, 36.17, 36.226, 36.103, 36.08,
36.033, 36.02, 36.02, 36.02), THB.CLOSE = c(34.558, 34.601,
34.565, 34.565, 34.565, 34.565, 34.618, 34.64, 34.67,
34.635, 34.635, 34.635, 34.605, 34.7, 34.575, 34.61,
34.81, 34.81, 34.81, 34.76, 34.751, 34.965, 34.974, 34.822,
34.822, 34.822, 34.927, 34.94, 34.75, 34.77, 34.83, 34.83,
34.83, 34.868, 34.97, 35.01, 35.05, 34.93, 34.93, 34.93,
34.995, 34.989, 35.01, 35.005, 34.94, 34.94, 34.94, 35.03,
35.16, 35.138, 35.11, 35.25, 35.25, 35.25, 35.173, 35.214,
35.134, 35.048, 35.086, 35.086, 35.086, 35.138, 35.23,
35.29, 35.35, 35.339, 35.339, 35.339, 35.173, 35.24,
35.173, 35.21, 35.235, 35.235, 35.235, 35.24, 35.25,
35.3, 35.18, 35.26, 35.26, 35.26, 35.21, 35.21, 35.23,
35.28, 35.629, 35.629, 35.629, 35.61, 35.67, 35.705,
35.75, 35.658, 35.658, 35.658, 35.6, 35.71, 35.73, 35.66,
35.679, 35.679, 35.679, 35.71, 35.6, 35.49, 35.37, 35.43,
35.43, 35.43, 35.32, 35.27, 35.236, 35.13, 35.149, 35.149,
35.149, 35.179, 35.184, 34.92, 34.841, 34.92, 34.92,
34.92, 35.02, 35.15, 35.16, 35.11, 35.04, 35.04, 35.04,
35.01, 34.86, 34.91, 35.03, 35.065, 35.065, 35.065, 35.12,
35.036, 35.02, 35.07, 35.12, 35.12, 35.12, 35.205, 35.256,
35.32, 35.263, 35.105, 35.105, 35.105, 35.185, 35.235,
35.426, 35.36, 35.27, 35.27, 35.27, 35.35, 35.118, 34.91,
34.89, 34.85, 34.85, 34.85, 34.78, 35.02, 35.132, 35.08,
35.16, 35.16, 35.16, 35.25, 35.32, 35.425, 35.42, 35.403,
35.403, 35.403, 35.51, 35.57, 35.625, 35.64, 35.64, 35.64,
35.64, 35.68, 35.7, 35.74, 35.755, 35.745, 35.745, 35.745,
35.548, 35.61, 35.61, 35.65, 35.58, 35.58, 35.58, 35.245,
35.36, 35.489, 35.51, 35.497, 35.497, 35.497, 35.56,
35.841, 35.76, 35.605, 35.73, 35.73, 35.73, 35.825, 35.79,
35.908, 36.021, 36.037, 36.037, 36.037, 36.263, 36.3,
36.27, 36.32, 36.366, 36.366, 36.366, 36.313, 36.25,
36.33, 36.28, 36.307, 36.307, 36.307, 36.285, 36.22,
36.15, 36.14, 36.02, 36.02, 36.02), THB.LAST = c(34.558,
34.601, 34.565, 34.565, 34.565, 34.565, 34.618, 34.64,
34.67, 34.635, 34.635, 34.635, 34.605, 34.7, 34.575,
34.61, 34.81, 34.81, 34.81, 34.76, 34.751, 34.965, 34.974,
34.822, 34.822, 34.822, 34.927, 34.94, 34.75, 34.77,
34.83, 34.83, 34.83, 34.868, 34.97, 35.01, 35.05, 34.93,
34.93, 34.93, 34.995, 34.989, 35.01, 35.005, 34.94, 34.94,
34.94, 35.03, 35.16, 35.138, 35.11, 35.25, 35.25, 35.25,
35.173, 35.214, 35.134, 35.048, 35.086, 35.086, 35.086,
35.138, 35.23, 35.29, 35.35, 35.339, 35.339, 35.339,
35.173, 35.24, 35.173, 35.21, 35.235, 35.235, 35.235,
35.24, 35.25, 35.3, 35.18, 35.26, 35.26, 35.26, 35.21,
35.21, 35.23, 35.28, 35.629, 35.629, 35.629, 35.61, 35.67,
35.705, 35.75, 35.658, 35.658, 35.658, 35.6, 35.71, 35.73,
35.66, 35.679, 35.679, 35.679, 35.71, 35.6, 35.49, 35.37,
35.43, 35.43, 35.43, 35.32, 35.27, 35.236, 35.13, 35.149,
35.149, 35.149, 35.179, 35.184, 34.92, 34.841, 34.92,
34.92, 34.92, 35.02, 35.15, 35.16, 35.11, 35.04, 35.04,
35.04, 35.01, 34.86, 34.91, 35.03, 35.065, 35.065, 35.065,
35.12, 35.036, 35.02, 35.07, 35.12, 35.12, 35.12, 35.205,
35.256, 35.32, 35.263, 35.105, 35.105, 35.105, 35.185,
35.235, 35.426, 35.36, 35.27, 35.27, 35.27, 35.35, 35.118,
34.91, 34.89, 34.85, 34.85, 34.85, 34.78, 35.02, 35.132,
35.08, 35.16, 35.16, 35.16, 35.25, 35.32, 35.425, 35.42,
35.403, 35.403, 35.403, 35.51, 35.57, 35.625, 35.64,
35.64, 35.64, 35.64, 35.68, 35.7, 35.74, 35.755, 35.745,
35.745, 35.745, 35.548, 35.61, 35.61, 35.65, 35.58, 35.58,
35.58, 35.245, 35.36, 35.489, 35.51, 35.497, 35.497,
35.497, 35.56, 35.841, 35.76, 35.605, 35.73, 35.73, 35.73,
35.825, 35.79, 35.908, 36.021, 36.037, 36.037, 36.037,
36.263, 36.3, 36.27, 36.32, 36.366, 36.366, 36.366, 36.313,
36.25, 36.33, 36.28, 36.307, 36.307, 36.307, 36.285,
36.22, 36.15, 36.14, 36.02, 36.02, 36.02)), .Names = c("Date",
"THB.OPEN", "THB.HIGH", "THB.LOW", "THB.CLOSE", "THB.LAST"
), row.names = c(NA, -243L), class = "data.frame"))
原始函数中列出的两个函数在这里：
price.channel <- function(MergedData)
{
ret <- as.list(rep(NA, length(MergedData)))
for (i in 1:length(MergedData)) {
x<- MergedData[[i]]
x <- xts(x[,-1], order.by=x[,1])
high <- runMax(x[,2], 20)
low <- runMin(x[,3], 20)
mid <- (high+low)/2
channel <- cbind(high, mid, low)
sig <- ifelse(sign(high-x[,5])>=0, sign(high-x[,5]), sign(low-x[,5]))
ret[[i]] <- sig
}
na.omit(do.call(merge, ret))
}
ma.crossover<- function(MergedData){
ma <- as.list(rep(NA, length(MergedData)))
for(i in 1:length(MergedData)) {
x <- MergedData[[i]]
x <- xts(x[,-1], order.by=x[,1])
ma20 <- SMA(x[,3], n=20)
ma50 <- SMA(x[,3], n=50)
ma[[i]] <- sign(ma20 - ma50)
}
na.omit(do.call(merge, ma))
}
我想用new.trend创建一个表，其中包含以下内容：
out.trend <- matrix(new.trend(MergedData), ncol = 3, byrow = TRUE, dimnames = list(paste0(cursig), c("% dev from 20MA", "% dev from 20MA", "RSI")))
答案 0 :(得分：1)
如果我理解您想要获得的内容，则不需要for循环。您可以根据您要查找的条件索引向量
names(ma.sig[ma.sig == 1])
names(price.break[price.break == 1])
这将返回满足两个条件的名称
intersect(names(ma.sig[ma.sig == 1]), names(price.break[price.break == 1]))
[1] "Eur" "GBP" "AUD" "CAD"
答案 1 :(得分：1)
我认为manotheshark的回答是正确的，不需要for循环并使用p {color: blue; //or whatever colors}，你可以这样做而不依赖intersect()：
虚拟数据：
names() Manotheshark的方法，没有ma.sig <- read.table(text = "Eur JPY GBP CHF AUD CAD NZD SEK NOK
1 0 1 0 1 1 0 0 0", header = T)
pricebreak <- read.table(text = "Eur JPY GBP CHF AUD CAD NZD SEK NOK
1 0 1 0 1 1 0 1 1", , header = T)
cur <- c("EUR", "JPY","GBP", "CHF", "AUD", "CAD", "NZD", "SEK", "NOK", "CZK", "HUF", "ILS")
：
names()或者您对sig <- intersect(which(!ma.sig[1,]==0), which(!pricebreak[1,]==0)) ## Retrieves signals
sig
[1] 1 3 5 6
cur[sig]
"EUR" "GBP" "AUD" "CAD"
循环的想法与我的评论：
for