Simple Moving Average Strategy in R with pipes and widgets

code.R

# calculate moving average system in R with pipes

#devtools::install_github("renkun-ken/pipeR")
library(pipeR) # feel free to library(magrittr)
library(quantmod)
#devtools::install_github("rstudio/dygraphs")
library(dygraphs)
#devtools::install_github("ramnathv/htmlwidgets)
library(htmlwidgets)

"^GSPC" %>>%
  getSymbols( from = "1900-01-01", auto.assign=F ) %>>%
  ( ~  sp500  ) %>>%  # save so reduce traffic on yahoo! finance
  ( prices ~
      runMean( prices[,6], n = 250 ) %>>%
      ( merge( prices[,6], .) ) %>>%
      (
        stats::lag( ifelse( .[,1] > .[,2], 1, 0 ), k = 1 ) *
        (.[,1] / stats::lag(.[,1]) - 1)
      ) %>>%
      na.fill(0) %>>%
      (cumprod(1+.)) %>>%
      '*'(as.numeric(prices[1,6])) %>>%
      structure(dimnames = list(NULL,"MovAvgStrat")) %>>%
      (merge(prices[,6], .)) 
  ) %>>%
  dygraph (
    main = " Piped Moving Average Strategy on S&P 500"
    ,height = 400
    ,width = 600
  ) %>>% (~ dG )

#dG %>>% saveWidget("temp.html",selfcontained=T) %>>% (~rCharts:::publish_.gist(files="temp.html",description="Simple Moving Average Strategy in R with pipes and widgets",id=NULL))