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growth function does not work #22

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brandco opened this issue Jan 19, 2016 · 0 comments
Open

growth function does not work #22

brandco opened this issue Jan 19, 2016 · 0 comments

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@brandco
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brandco commented Jan 19, 2016

growth() returns NA for all values because growth <- cumprod(1 + ROC(price, ...) * signals) and ROC() returns an NA for the first value in a series. cumprod cannot handle the NA and returns NAs for everything.

Example:
IBM <- getYahooData('IBM')$Open
growth(IBM, rep(1, nrow(IBM)))

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