Signal Analysis on S&P 500 using dc.js & crossfilter

With Help from R and slidify

library(reshape2)
library(plyr)
library(quantmod)
library(TTR)
library(PerformanceAnalytics)
library(rCharts)

spx <- na.omit(getSymbols("^GSPC", from = "1950-01-01", auto.assign = FALSE)[, 
    4])

spx.melt <- melt(data.frame(index(spx), coredata(spx)), id.vars = 1)
colnames(spx.melt) <- c("date", "name", "price")

spx.melt <- ddply(spx.melt, c("name"), transform, rsi = RSI(price, n = 14))
# lag our signal
spx.melt$rsi <- as.vector(lag(as.xts(spx.melt$rsi, order.by = spx.melt$date), 
    k = 1))

spx.melt <- ddply(spx.melt, c("name"), transform, ret = ROC(price, n = 1, type = "discrete"))