Scanning across a universe of stocks for triggers in R -

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first of all, apologize if basic question, searched here , unable find answer i'm trying. i'm not new programming, new r (and programming bit rusty, i've changed career focus bit).

what i'm trying simple (famous last words):

  • every morning
  • scan across entire universe of stocks (or s&p 500)
  • show me stock within x% of given indicator (eg, approaching lower bollinger band)

this how i'm trying proof of concept, , use launching pad developing own indicators. appreciate , helpful comments, links, etc. in advance all! 

library(quantmod)  # vector of stock tickers @ s <- c("aa", "axp", "ba", "bac", "cat", "csco", "cvx", "dd", "dis",  "ge", "hd", "hpq", "ibm", "intc", "jnj", "jpm", "ko", "mcd",  "mmm", "mrk", "msft", "pfe", "pg", "t", "trv", "unh", "utx",  "vz", "wmt", "xom")  e <- new.env()  # environment hold our data getsymbols(s, from=sys.date()-50, src="yahoo", env=e) # download stock prices  # create parameter pct <- 0.01 # close prices lower 1% above lower bband.  # eapply loops on every object in environment , applies function it. # our function calculates value of lower bband increased "pct" # returns true or false depending on whether stock price below that. # eapply returns list, can `unlist` named vector near.low.band <- unlist(eapply(e, function(x) {   bband.dn <- as.numeric(last(bbands(hlc(x))$dn))   as.numeric(last(cl(x))) <  bband.dn * (1 + pct) }))  # names value true names(near.low.band)[near.low.band] # [1] "xom"  "jnj"  "jpm"  "vz"   "utx"  "intc" "mmm"  "mcd"  "csco" "pfe"  #[11] "ge"   "t"    "bac"  "cvx"  "mrk"  "trv"  "ko"   "pg"   "wmt"  "dis"  #[21] "unh"  "hd"   "ba"   "ibm"   # , ones not below our threshold? names(near.low.band)[!near.low.band] #[1] "dd"   "hpq"  "axp"  "aa"   "cat"  "msft"

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