Changing symbol in quantmod code - r

Question

I have the following code that creates a stock chart using data from Yahoo using the R package quantmod. The symbol retrieved in the code is "KR" in my example.
How can I change the code so that I can retrieve other stock symbols without having to replace each incidence of "KR" with the new stock symbol?
library(quantmod)
library(TTR)
getSymbols("KR", src="yahoo")
KR <- adjustOHLC(KR, use.Adjusted=TRUE)
KR.EMA.9<- EMA(KR$KR.Close, n=5)
KR.EMA.34<- EMA(KR$KR.Close, n=50)
KR.EMA.200 <- EMA(KR$KR.Close, n=200)
candleChart(KR, theme="white",
subset='2015-09::2015-10')
addTA(KR.EMA.9, on=1, col = "red")
addTA(KR.EMA.34, on=1, col = "blue")
addTA(KR.EMA.9 - KR.EMA.34,col='blue', type='h',legend="9-34 MA")

Answer 1

This can be achieved with the option auto.assign=FALSE. Here's an example.
library(quantmod)
my_tickers <- c("KR","AAPL", "MSFT") #store the tickers in a vector
my_xts <- getSymbols(my_tickers[1], src="yahoo", auto.assign=FALSE)
tail(my_xts)
# KR.Open KR.High KR.Low KR.Close KR.Volume KR.Adjusted
#2016-03-16 37.87 38.69 37.82 38.61 6208100 38.61
#2016-03-17 38.45 38.56 37.98 38.09 9445400 38.09
#2016-03-18 38.14 38.88 38.00 38.56 9809000 38.56
#2016-03-21 38.38 38.60 38.09 38.13 5911400 38.13
#2016-03-22 38.18 38.32 37.69 37.95 7988000 37.95
#2016-03-23 37.92 38.02 37.35 37.59 9089000 37.59
The same code can be used to select another ticker by just changing the index of my_tickers[]:
my_xts <- getSymbols(my_tickers[2], src="yahoo", auto.assign=FALSE)
tail(my_xts)
# AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume AAPL.Adjusted
#2016-03-16 104.61 106.31 104.59 105.97 37893800 105.97
#2016-03-17 105.52 106.47 104.96 105.80 34244600 105.80
#2016-03-18 106.34 106.50 105.19 105.92 43402300 105.92
#2016-03-21 105.93 107.65 105.14 105.91 35180800 105.91
#2016-03-22 105.25 107.29 105.21 106.72 32232600 106.72
#2016-03-23 106.48 107.07 105.90 106.13 25452600 106.13
Therefore the code could be run, for example, with a loop of the type
for (i in 1:length(my_tickers)) {
my_xts <- getSymbols(my_tickers[i], src="yahoo", auto.assign=FALSE)
# perform analysis of the time series my_xts here
}
The closing price can be selected using Cl() (there are corresponding functions to select other columns, see ?OHLC.Transformations for more details).
It is thereby possible to calculate the EMA and other indicators based on the close data like this:
EMA.9 <- EMA(Cl(my_xts), 9)
tail(EMA.9)
# EMA
#2016-03-16 102.6959
#2016-03-17 103.3167
#2016-03-18 103.8374
#2016-03-21 104.2519
#2016-03-22 104.7455
#2016-03-23 105.0224