Joshua Ulrich

This seemed familiar to me, and I searched and found [the analysis you did](https://github.com/joshuaulrich/quantmod/issues/211#issuecomment-427912601) for #211. Do you think this is the same or related?

That's a good suggestion and has been raised before. You can find an implementation in the [qmao](https://github.com/gsee/qmao) package by @gsee. I would be interested in your thoughts on the [makePriceFrame()](https://github.com/gsee/qmao/blob/master/R/makePriceFrame.R)...

Related: #39.

Thought: it might be useful to include the original symbol name on *all* objects. Some functions depend on the object name. For example, `adjustOHLC()` uses it to determine the symbol...

It would make it a lot easier to help if you provide a _minimal_ reproducible example (i.e. not your entire Rmd file) and the output you get (the html and/or...

Thanks for the report. I certainly agree that the standard calculation with `n-1` observations looks odd... and the `mean0` calculation was based on that, which is probably why the `n-2`...

> There is no volatility, so the math doesn't work. You get div by zero. While that's true, `stoch()` tries to account for it. It sets `fastK` to 0.5 if...

The error is because the `fastK` calculations creates NAs, not that they're in your original series. That's why the error needs to be more informative... or the case should be...

Why? What was this supposed to address?

Thanks for explaining! I can't confirm your claim with a simple example: ```r library(quantmod) # for HLC data(ttrc) x