# Load required packages
#install.packages(c("quantmod", "xts", "lubridate"))
library(quantmod)
## Loading required package: xts
## Loading required package: zoo
## 
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
## 
## ################################### WARNING ###################################
## # We noticed you have dplyr installed. The dplyr lag() function breaks how    #
## # base R's lag() function is supposed to work, which breaks lag(my_xts).      #
## #                                                                             #
## # If you call library(dplyr) later in this session, then calls to lag(my_xts) #
## # that you enter or source() into this session won't work correctly.          #
## #                                                                             #
## # All package code is unaffected because it is protected by the R namespace   #
## # mechanism.                                                                  #
## #                                                                             #
## # Set `options(xts.warn_dplyr_breaks_lag = FALSE)` to suppress this warning.  #
## #                                                                             #
## # You can use stats::lag() to make sure you're not using dplyr::lag(), or you #
## # can add conflictRules('dplyr', exclude = 'lag') to your .Rprofile to stop   #
## # dplyr from breaking base R's lag() function.                                #
## ################################### WARNING ###################################
## Loading required package: TTR
## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo
library(xts)
library(lubridate)
## 
## Attaching package: 'lubridate'
## The following objects are masked from 'package:base':
## 
##     date, intersect, setdiff, union
# Read data
etf56 <- read.table("C:\\Users\\emman\\Downloads\\tw0056_20070101_20191231(1).txt", header = TRUE)
etf56 <- etf56[c(3, 7)]
colnames(etf56) <- c("date", "price")

# Convert to xts object
etf56.xts <- xts(etf56$price, order.by = as.Date(as.character(etf56$date), format = "%Y%m%d"))
colnames(etf56.xts) <- 'price'

# Simple Moving Average (SMA) Calculation
md <- 50
sma <- SMA(etf56.xts, n = md)

# Generate Buy/Sell Signals based on SMA crossover
signals <- ifelse(etf56.xts > sma, 1, 0)  # 1 for buy, 0 for sell

# Plot the data and SMA
plot(etf56.xts, main = "TW56 ETF Prices", type = "l")  # Use type = "l" for a line plot

lines(sma, col = "red")

# Plot Buy/Sell Signals
points(index(etf56.xts), signals * max(etf56.xts), 
       col = ifelse(signals == 1, "green", "red"), pch = 19)

R Markdown

This is an R Markdown document. Markdown is a simple formatting syntax for authoring HTML, PDF, and MS Word documents. For more details on using R Markdown see http://rmarkdown.rstudio.com.

When you click the Knit button a document will be generated that includes both content as well as the output of any embedded R code chunks within the document. You can embed an R code chunk like this:

summary(cars)
##      speed           dist       
##  Min.   : 4.0   Min.   :  2.00  
##  1st Qu.:12.0   1st Qu.: 26.00  
##  Median :15.0   Median : 36.00  
##  Mean   :15.4   Mean   : 42.98  
##  3rd Qu.:19.0   3rd Qu.: 56.00  
##  Max.   :25.0   Max.   :120.00

Including Plots

You can also embed plots, for example:

Note that the echo = FALSE parameter was added to the code chunk to prevent printing of the R code that generated the plot.