Candlestick Charts in R
How to create candlestick charts in R.
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Basic Candlestick
library(plotly)
library(quantmod)
getSymbols("AAPL",src='yahoo')
## [1] "AAPL"
# basic example of ohlc charts
df <- data.frame(Date=index(AAPL),coredata(AAPL))
df <- tail(df, 30)
fig <- df %>% plot_ly(x = ~Date, type="candlestick",
open = ~AAPL.Open, close = ~AAPL.Close,
high = ~AAPL.High, low = ~AAPL.Low)
fig <- fig %>% layout(title = "Basic Candlestick Chart")
fig
Candlestick without Rangeslider
library(plotly)
library(quantmod)
getSymbols("AAPL",src='yahoo')
## [1] "AAPL"
df <- data.frame(Date=index(AAPL),coredata(AAPL))
df <- tail(df, 30)
fig <- df %>% plot_ly(x = ~Date, type="candlestick",
open = ~AAPL.Open, close = ~AAPL.Close,
high = ~AAPL.High, low = ~AAPL.Low)
fig <- fig %>% layout(title = "Basic Candlestick Chart",
xaxis = list(rangeslider = list(visible = F)))
fig
Customise the fig ure with Shapes and Annotations
library(plotly)
library(quantmod)
getSymbols("AAPL",src='yahoo')
## [1] "AAPL"
df <- data.frame(Date=index(AAPL),coredata(AAPL))
# annotation
a <- list(text = "Stock Split",
x = '2014-06-06',
y = 1.02,
xref = 'x',
yref = 'paper',
xanchor = 'left',
showarrow = FALSE
)
# use shapes to create a line
l <- list(type = line,
x0 = '2014-06-06',
x1 = '2014-06-06',
y0 = 0,
y1 = 1,
xref = 'x',
yref = 'paper',
line = list(color = 'black',
width = 0.5)
)
fig <- df %>% plot_ly(x = ~Date, type="candlestick",
open = ~AAPL.Open, close = ~AAPL.Close,
high = ~AAPL.High, low = ~AAPL.Low)
fig <- fig %>% layout(title = "Apple Stock",
annotations = a,
shapes = l)
fig
Custom Candlestick Colors
library(plotly)
library(quantmod)
getSymbols("AAPL",src='yahoo')
## [1] "AAPL"
# basic example of ohlc charts
df <- data.frame(Date=index(AAPL),coredata(AAPL))
df <- tail(df, 30)
# cutom colors
i <- list(line = list(color = '#FFD700'))
d <- list(line = list(color = '#0000ff'))
fig <- df %>% plot_ly(x = ~Date, type="candlestick",
open = ~AAPL.Open, close = ~AAPL.Close,
high = ~AAPL.High, low = ~AAPL.Low,
increasing = i, decreasing = d)
fig
Add a Trace to Candlestick Chart
library(plotly)
library(quantmod)
getSymbols("AAPL",src='yahoo')
## [1] "AAPL"
df <- data.frame(Date=index(AAPL),coredata(AAPL))
df <- tail(df, 365)
fig <- df %>% plot_ly(x = ~Date, type="candlestick",
open = ~AAPL.Open, close = ~AAPL.Close,
high = ~AAPL.High, low = ~AAPL.Low)
fig <- fig %>% add_lines(x = ~Date, y = ~AAPL.Open, line = list(color = 'black', width = 0.75), inherit = F)
fig <- fig %>% layout(showlegend = FALSE)
fig
Candlestick Using Segments
library(plotly)
library(quantmod)
msft <- getSymbols("MSFT", auto.assign = F)
dat <- as.data.frame(msft)
dat$date <- index(msft)
dat <- subset(dat, date >= "2016-01-01")
names(dat) <- sub("^MSFT\\.", "", names(dat))
fig <- plot_ly(dat, x = ~date, xend = ~date, color = ~Close > Open,
colors = c("red", "forestgreen"), hoverinfo = "none")
fig <- fig %>% add_segments(y = ~Low, yend = ~High, size = I(1))
fig <- fig %>% add_segments(y = ~Open, yend = ~Close, size = I(3))
fig <- fig %>% layout(showlegend = FALSE, yaxis = list(title = "Price"))
fig <- fig %>% rangeslider()
fig
Add Bollinger Bands and Buttons
library(plotly)
library(quantmod)
# get data
getSymbols("AAPL",src='yahoo')
## [1] "AAPL"
df <- data.frame(Date=index(AAPL),coredata(AAPL))
# create Bollinger Bands
bbands <- BBands(AAPL[,c("AAPL.High","AAPL.Low","AAPL.Close")])
# join and subset data
df <- subset(cbind(df, data.frame(bbands[,1:3])), Date >= "2015-02-14")
# colors column for increasing and decreasing
for (i in 1:length(df[,1])) {
if (df$AAPL.Close[i] >= df$AAPL.Open[i]) {
df$direction[i] = 'Increasing'
} else {
df$direction[i] = 'Decreasing'
}
}
i <- list(line = list(color = '#17BECF'))
d <- list(line = list(color = '#7F7F7F'))
# plot candlestick chart
fig <- df %>% plot_ly(x = ~Date, type="candlestick",
open = ~AAPL.Open, close = ~AAPL.Close,
high = ~AAPL.High, low = ~AAPL.Low, name = "AAPL",
increasing = i, decreasing = d)
fig <- fig %>% add_lines(x = ~Date, y = ~up , name = "B Bands",
line = list(color = '#ccc', width = 0.5),
legendgroup = "Bollinger Bands",
hoverinfo = "none", inherit = F)
fig <- fig %>% add_lines(x = ~Date, y = ~dn, name = "B Bands",
line = list(color = '#ccc', width = 0.5),
legendgroup = "Bollinger Bands", inherit = F,
showlegend = FALSE, hoverinfo = "none")
fig <- fig %>% add_lines(x = ~Date, y = ~mavg, name = "Mv Avg",
line = list(color = '#E377C2', width = 0.5),
hoverinfo = "none", inherit = F)
fig <- fig %>% layout(yaxis = list(title = "Price"))
# plot volume bar chart
fig2 <- df
fig2 <- fig2 %>% plot_ly(x=~Date, y=~AAPL.Volume, type='bar', name = "AAPL Volume",
color = ~direction, colors = c('#17BECF','#7F7F7F'))
fig2 <- fig2 %>% layout(yaxis = list(title = "Volume"))
# create rangeselector buttons
rs <- list(visible = TRUE, x = 0.5, y = -0.055,
xanchor = 'center', yref = 'paper',
font = list(size = 9),
buttons = list(
list(count=1,
label='RESET',
step='all'),
list(count=1,
label='1 YR',
step='year',
stepmode='backward'),
list(count=3,
label='3 MO',
step='month',
stepmode='backward'),
list(count=1,
label='1 MO',
step='month',
stepmode='backward')
))
# subplot with shared x axis
fig <- subplot(fig, fig2, heights = c(0.7,0.2), nrows=2,
shareX = TRUE, titleY = TRUE)
fig <- fig %>% layout(title = paste("Apple: 2015-02-14 -",Sys.Date()),
xaxis = list(rangeselector = rs),
legend = list(orientation = 'h', x = 0.5, y = 1,
xanchor = 'center', yref = 'paper',
font = list(size = 10),
bgcolor = 'transparent'))
fig