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I think other users of R may find it useful.The issue to be solved was overcoming the problem of missing days in the time series data, e.g. Over the next few posts I am going to outline how I intend to test the Delta Phenomenon and show the eventual results of these tests, but before that I am going to present in this post the 'breakthrough' piece of coding that finally allows me to do so. I had already quite easily coded the Adam Projection and the Natural Market Mirror, Natural Market River and Natural Moving Average from Ocean theory. But however proficient I became at using these last three my programming skills weren't up to coding the Delta Phenomenon, until now that is. Subsequently I also bought the 'The Adam Theory of Markets' and a few years later I bought the ' book, so one could say I own the whole trilogy!When I bought these I was doing my charting by hand on graph paper using prices from the Wall Street Journal, but in due course I got a computer and began using various software programs Excel, Open Office Calc, QtStalker and finally ended up where I am today using.

The second book I ever bought about trading was Welles Wilder's,' which I bought as a result of a recommendation in the first book I ever bought.