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PO"Error in mktdata[, keep] : number of dimensions incorrect " due to stock "T" referring to TRUE?
 

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  1. PO"Error in mktdata[, keep] : number of dimensions incorrect " due to stock "T" referring to TRUE?
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    <p>I have a problem when trying to run an example of quantstrat on the stock AT&amp;T referred with the symbole "T". I believe it is because R is somewhere thinking this T is refering to TRUE. Here is my code:</p> <pre><code>library(quantstrat) ticker="T" total_hist.start = as.Date("2006-06-22") total_hist.end = as.Date("2008-06-20") total_hist = total_hist.end - total_hist.start currency("USD") stock(ticker,currency="USD",multiplier=1) getSymbols(ticker,from=total_hist.start,to=total_hist.end,to.assign=TRUE) init.date = initDate=total_hist.start-1 strat.name&lt;- "MyStrat" port.name &lt;- "MyPort" acct.name &lt;- "MyAcct" TradeSize = 1000 initEq=as.numeric( TradeSize*max(Ad(get(ticker)) ) ) port &lt;- initPortf(port.name,ticker,initDate=init.date) acct &lt;- initAcct(acct.name,portfolios=port.name, initDate=init.date, initEq=initEq) ords &lt;- initOrders(portfolio=port.name,initDate=init.date) strat&lt;- strategy(strat.name) strat&lt;- add.indicator(strategy = strat, name = "SMA", arguments = list(x=quote(Ad(mktdata)), n=20),label= "ma20" ) strat&lt;- add.indicator(strategy = strat, name = "SMA", arguments = list(x=quote(Ad(mktdata)), n=50),label= "ma50") strat&lt;- add.signal(strat,name="sigCrossover",arguments = list(columns=c("ma20","ma50"),relationship="gte"),label="ma20.gt.ma50") strat&lt;- add.signal(strat,name="sigCrossover",arguments = list(column=c("ma20","ma50"),relationship="lt"),label="ma20.lt.ma50") strat&lt;- add.rule(strategy = strat,name='ruleSignal', arguments = list(sigcol="ma20.gt.ma50",sigval=TRUE, orderqty=TradeSize, ordertype='market', orderside='long', pricemethod='market'),type='enter', path.dep=TRUE) strat&lt;- add.rule(strategy = strat,name='ruleSignal', arguments = list(sigcol="ma20.lt.ma50",sigval=TRUE, orderqty='all', ordertype='market', orderside='long', pricemethod='market'),type='exit', path.dep=TRUE) out&lt;-try(applyStrategy(strategy=strat, portfolios=port.name)) </code></pre> <p>I now get this error message:</p> <pre><code>Error in mktdata[, keep] : nombre de dimensions incorrect </code></pre> <p>I tried with another stock like Agilent Technologies who's symbol is "A" and I don't get this error so I am almost sure the problem is coming from the fact T is like TRUE. Thanks for the help!</p>
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    1. USBrian G. Peterson
    1. USjeremy.staub
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      1. PO"Error in mktdata[, keep] : number of dimensions incorrect " due to stock "T" referring to TRUE?
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      1. VTUpMod
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      1. PO"Error in mktdata[, keep] : number of dimensions incorrect " due to stock "T" referring to TRUE?
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      1. VTUpMod
    1. COWhich package are you using to give you the `currency`, `stock` functions etc? Or at which function call are you getting the error message? My guess is your call `get(ticker)` in `initEq=as.numeric(...)`, which is saying "get me the value of the variable `T`", being `true`. But without further details it is hard to diagnose.
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      1. PO"Error in mktdata[, keep] : number of dimensions incorrect " due to stock "T" referring to TRUE?
      1. USmathematical.coffee
    2. COTo add to @mathematical.coffee 's comment: what is `mktdata` ? It's not defined in the code you show. The answer might be as simple as `ticker<-as.character(ticker)`
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      1. PO"Error in mktdata[, keep] : number of dimensions incorrect " due to stock "T" referring to TRUE?
      1. USCarl Witthoft
    3. COYou'll get the same issue when you pass 'F' (Ford) to the ticker variable.
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      1. PO"Error in mktdata[, keep] : number of dimensions incorrect " due to stock "T" referring to TRUE?
      1. USMilktrader
 

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