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October 5, 2015 18:38
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| library(RFinanceYJ) | |
| library(quantmod) | |
| aud <- as.xts(read.zoo(quoteFXTsData('AUDJPY=X', '2010-01-01'))) | |
| close <- aud[,4] | |
| sma <- SMA(close,60) | |
| names(sma) <- c('SMA(60)') | |
| dfma <- (close - sma)*100/sma | |
| names(dfma) <- c('DFMA(60)') | |
| tail(dfma) |
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