Customizing new trading strategy in R using quantmod - sql

Question

I want to create a new custom TA-indicator to the stock symbol in R. But I have no idea about how to convert my SQL conditional strategy into R self-defined function and add it up to the ChartSeries in R.
The question are listed in the following code as the explanation.
library("quantmod")
library("FinancialInstrument")
library("PerformanceAnalytics")
library("TTR")
stock <- getSymbols("002457.SZ",auto.assign=FALSE,from="2012-11-26",to="2014-01-30")
head(stock)
chartSeries(stock, theme = "white", subset = "2013-07-01/2014-01-30",TA = "addSMA(n=5,col=\"gray\");addSMA(n=10,col=\"yellow\");
addSMA(n=20,col=\"pink\");addSMA(n=30,col=\"green\");addSMA(n=60,col=\"blue\");addVo()")
Question: How can I rewrite the code below to make it available as a function in R?
#Signal Design
#Today's volume is the lowset during the last 20 trading days
lowvolume <- VOL<=LLV(VOL,20);
#seveal moving average lines stick together
X1:=ABS(MA(C,10)/MA(C,20)-1)<0.01;
X2:=ABS(MA(C,5)/MA(C,10)-1)<0.01;
X3:=ABS(MA(C,5)/MA(C,20)-1)<0.01;
#If the follwing condition is satisfied, then the signal appears
MA(C,5)>REF(MA(C,5),1) AND X1 AND X2 AND X3 AND lowvolume;
#Convert the above SQL code into the following R custom function
VOLINE <- function(x) {
}
#Create a new TA function for the chartseries and then add it up.
addVoline <- newTA(FUN=VOLINE,
+ preFUN=Cl,
+ col=c(rep(3,6),
+ rep(”#333333”,6)),
+ legend=”VOLINE”)

Answer 1

I dont think you need sql in this case
Try this
require(quantmod)
# fetch the data
s <- get(getSymbols('yhoo'))
# add the indicators
s$ma5 <- SMA(Cl(s) ,5)
s$ma10 <- SMA(Cl(s) ,10)
s$ma20 <- SMA(Cl(s) ,20)
s$llv <- rollapply(Vo(s), 20, min)
# generate the signal
s$signal <- (s$ma10 / s$ma20 - 1 < 0.01 & s$ma5 / s$ma10 - 1 < 0.01 & s$ma5 / s$ma20 - 1 < 0.01 & Vo(s) == s$llv)
# draw
chart_Series(s)
add_TA(s$signal == 1, on = 1, col='red')
I'm not sure what REF means but i'm sure you can do that by your self.
This is the output (i cant seem to upload the photo but you see a chart with horizontal lines where signal eq 1)

Answer 2

Use the function as a wrapper for sqldf() in the sqldf package. The argument to sqldf() will be a select statement on the data frame that has the data.
A good tutorial for this can be found at Burns Statistics.