[R] Custom Indicator Quantstrat Problem

P95 F95 f@bbropietro @ending from y@hoo@it
Sat Jul 14 11:40:57 CEST 2018

```Hi.

I am new in the forum and in R, I would like to ask for help.
I am trying to add a custom indicator in quantstrat for my trading strategy
but something does not work.

When I insert the command:

#out <- applyStrategy(strategy=strategy.st <http://strategy.st/>,portfolios=portfolio.st <http://portfolio.st/>)

I get:

#Error in .xts(e, .index(e1), .indexCLASS = indexClass(e1), .indexFORMAT =
#indexFormat(e1),  :
#index length must match number of observations
#Inoltre: Warning messages:
#1: In match.names(column, colnames(data)) :
#all columns not located in CNOwma for RUT.Open RUT.High RUT.Low RUT.Close
#2: In min(j, na.rm = TRUE) :
#no non-missing arguments to min; returning Inf
#3: In max(j, na.rm = TRUE) :
#no non-missing arguments to max; returning -Inf

The coding of the indicator is:

#wma <-  WMA(Cl(mktdata), 4, wts=c(1:4))
#wmamaxt <- rollmaxr(wma, 30, fill = NA)
#wmamint <- - rollmaxr(- wma, 30, fill = NA)
#CNOwma <- function (mktdata=quote(mktdata),x) {(wma - wmamint) / (wmamaxt -
#wmamint)}

#name = 'CNOwma',
#arguments = list(quote(Cl(mktdata)[,1]), n=4),
#label = 'Channel Normalization Operator smoothed by a LWMA')

The first 32 elements of CNOwma(mktdata) are NA. Could this explain the
problem?

Thank you,

Best regards,

Pietro Fabbro
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