I am new to R, I would like to calculate the below formula in the zoo xts class object.
formula: 10-day sum of [(close- open)/(high-low) *volume] / 10-day sum of volume
Input df:
df <- getSymbols("0005.HK", auto.assign = FALSE, src = "yahoo")
First I create a new column in the df
df$oneday <- (Cl(df) - Op(df)) / ((Hi(df) - Lo(df)) * Vo(df))
Then I tried to write a function for the above formula
df$tenday <- rollapplyr(df, 10, function (x) df$oneday/Vo(x), by.column = FALSE, fill = NA)
However, Error comes out,
Error in array(ans, c(len.a%/%d2, d.ans), if (!is.null(names(dn.ans)) || : length of 'dimnames' [1] not equal to array extent
Anyone can help, thank you.
