为什么 Close 和 HLC 有不同的方法来共享数据？

Question

When I compare the 2 methods, SMA() needs close price as first parameter in xts format and D onchianChannel() needs HL in xts format. However the usage is Cl(mktdata) for SMA vs HLC(mktdata)[, 1:2] for DonchianChannel() .

Why is this so? why cannot i just use HLC(mktdata) ?

add.indicator(strategy = strategy.st,
                  name = "SMA",
                  arguments = list(x = quote(Cl(mktdata)),
                                   n = 30),
                  label = "nSlow")
add.indicator(strategy = strategy.st, 
                  # correct name of function:
                  name = "DonchianChannel",
                  arguments = list(HL = quote(HLC(mktdata)[, 1:2]), 
                                   n = 20),
                  label = "DCH"

)

Answer 1

HLC(mktdata) returns a 3 column xts object (High, Low and Close columns), but in DonchianChannel(HL = ) , HL expects 2 columns, containing the high and low prices, or just 1 column (of say close prices). Not 3 columns.

Look at the source code of the function and you'll see the # of columns guard at the start:

DonchianChannel <- function (HL, n = 10, include.lag = FALSE) 
{
    HL <- try.xts(HL, error = as.matrix)
    if (!(NCOL(HL) %in% c(1, 2))) {
        stop("Price series must be either High-Low, or Close/univariate.")
    }
.........