Stocks03

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This is an example of using the quantmod package to make plots of stock market data from yahoo finance.

date()

[1] "Sat Jan 14 11:04:51 2017"

# install.packages("quantmod", dependencies = TRUE)

Start the quantmod package.

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

Loading required package: TTR
Version 0.4-0 included new data defaults. See ?getSymbols.

Goldman Sachs Group Inc

Lets look at Goldman Sachs stock price.

getSymbols("GS", src="yahoo",from="2000-01-01")

    As of 0.4-0, ‘getSymbols’ uses env=parent.frame() and
 auto.assign=TRUE by default.

 This  behavior  will be  phased out in 0.5-0  when the call  will
 default to use auto.assign=FALSE. getOption("getSymbols.env") and 
 getOptions("getSymbols.auto.assign") are now checked for alternate defaults

 This message is shown once per session and may be disabled by setting 
 options("getSymbols.warning4.0"=FALSE). See ?getSymbols for more details.

[1] "GS"

tail(GS)

           GS.Open GS.High GS.Low GS.Close GS.Volume GS.Adjusted
2017-01-06  242.29  246.20 241.37   244.90   3585800      244.90
2017-01-09  243.25  244.69 241.47   242.89   3018600      242.89
2017-01-10  240.87  243.44 239.05   242.57   3404300      242.57
2017-01-11  242.77  245.84 242.00   245.76   3508400      245.76
2017-01-12  245.06  245.47 241.57   243.84   4016700      243.84
2017-01-13  245.43  247.77 242.91   244.30   4167900      244.30

chartSeries(GS)

Here are some plots.

barChart(GS,theme='white.mono',bar.type='hlc')

candleChart(GS,multi.col=TRUE,theme='white')

candleChart(GS,subset='2007-12::2008')

lineChart(GS,line.type='h',TA=NULL)

chartSeries(GS,theme="white",TA="addVo();addBBands();addCCI()")

chartSeries(GS,TA="addVo();addBBands();addCCI();addDEMA();addZLEMA()")

Here are some more plots.

chartSeries(GS,theme="white") #draw the chart

chartSeries(GS)

addBBands() #add Bollinger Bands

addCCI() #add Commodity Channel Index

Last two years, in days

d = Sys.Date() - 366*2
d

[1] "2015-01-13"

Here is the portfolio we will look at.

portfolio = c("GOOG","DOW","F","MSFT","DTO")
#portfolio = c("GOOG","DOW","F","GM","MSFT")

Get the stock symbolds from yahoo.finance.

getSymbols(portfolio, src="yahoo", from=d)

[1] "GOOG" "DOW"  "F"    "MSFT" "DTO" 

google

tail(GOOG)

           GOOG.Open GOOG.High GOOG.Low GOOG.Close GOOG.Volume GOOG.Adjusted
2017-01-06    795.26   807.900  792.204     806.15     1620500        806.15
2017-01-09    806.40   809.966  802.830     806.65     1272400        806.65
2017-01-10    807.86   809.130  803.510     804.79     1174300        804.79
2017-01-11    805.00   808.150  801.370     807.91     1057900        807.91
2017-01-12    807.14   807.390  799.170     806.36     1351000        806.36
2017-01-13    807.48   811.224  806.690     807.88     1090100        807.88

chartSeries(GOOG)

addBBands() #add Bollinger Bands

Dow Jones Industrial Average

tail(DOW)

           DOW.Open DOW.High DOW.Low DOW.Close DOW.Volume DOW.Adjusted
2017-01-06    57.80    57.89   57.11     57.44    4974800        57.44
2017-01-09    57.40    59.08   57.39     57.79   11091000        57.79
2017-01-10    57.71    57.83   57.16     57.67    5892200        57.67
2017-01-11    57.90    58.30   57.43     58.26    5781500        58.26
2017-01-12    58.27    58.61   58.06     58.29    6042200        58.29
2017-01-13    58.27    58.33   57.73     57.80    5757700        57.80

chartSeries(DOW)

addBBands() #add Bollinger Bands

Ford Motor Company

tail(F)

           F.Open F.High F.Low F.Close F.Volume F.Adjusted
2017-01-06  12.80  12.84 12.64   12.76 40247100      12.76
2017-01-09  12.79  12.86 12.63   12.63 39183400      12.63
2017-01-10  12.70  13.02 12.66   12.85 58480500      12.85
2017-01-11  12.71  12.72 12.51   12.67 49482100      12.67
2017-01-12  12.66  12.68 12.35   12.59 36468900      12.59
2017-01-13  12.62  12.67 12.50   12.63 29040300      12.63

chartSeries(F)

addBBands() #add Bollinger Bands

Microsoft

tail(MSFT)

           MSFT.Open MSFT.High MSFT.Low MSFT.Close MSFT.Volume MSFT.Adjusted
2017-01-06     62.30     63.15    62.04      62.84    19897900         62.84
2017-01-09     62.76     63.08    62.54      62.64    20256600         62.64
2017-01-10     62.73     63.07    62.28      62.62    18547000         62.62
2017-01-11     62.61     63.23    62.43      63.19    21462800         63.19
2017-01-12     63.06     63.40    61.95      62.61    20898900         62.61
2017-01-13     62.62     62.87    62.35      62.70    19350400         62.70

chartSeries(MSFT)

addBBands() #add Bollinger Bands

DTO oil

tail(DTO)

           DTO.Open DTO.High DTO.Low DTO.Close DTO.Volume DTO.Adjusted
2017-01-06   104.99   106.20  103.40    105.06       4300       105.06
2017-01-09   107.28   111.00  107.28    111.00       5100       111.00
2017-01-10   109.88   114.18  109.88    113.93      11000       113.93
2017-01-11   113.06   114.20  108.20    110.89       8300       110.89
2017-01-12   106.93   108.50  106.00    108.50       5000       108.50
2017-01-13   109.70   110.22  109.23    109.65       1300       109.65

chartSeries(DTO)

addBBands() #add Bollinger Bands

Last 30 days

d = Sys.Date() - 30
d

[1] "2016-12-15"

getSymbols(portfolio, from=d)

[1] "GOOG" "DOW"  "F"    "MSFT" "DTO" 

tail(GOOG)

           GOOG.Open GOOG.High GOOG.Low GOOG.Close GOOG.Volume GOOG.Adjusted
2017-01-06    795.26   807.900  792.204     806.15     1620500        806.15
2017-01-09    806.40   809.966  802.830     806.65     1272400        806.65
2017-01-10    807.86   809.130  803.510     804.79     1174300        804.79
2017-01-11    805.00   808.150  801.370     807.91     1057900        807.91
2017-01-12    807.14   807.390  799.170     806.36     1351000        806.36
2017-01-13    807.48   811.224  806.690     807.88     1090100        807.88

chartSeries(GOOG,theme="white")

tail(DOW)

           DOW.Open DOW.High DOW.Low DOW.Close DOW.Volume DOW.Adjusted
2017-01-06    57.80    57.89   57.11     57.44    4974800        57.44
2017-01-09    57.40    59.08   57.39     57.79   11091000        57.79
2017-01-10    57.71    57.83   57.16     57.67    5892200        57.67
2017-01-11    57.90    58.30   57.43     58.26    5781500        58.26
2017-01-12    58.27    58.61   58.06     58.29    6042200        58.29
2017-01-13    58.27    58.33   57.73     57.80    5757700        57.80

chartSeries(DOW,theme="white")

tail(F)

           F.Open F.High F.Low F.Close F.Volume F.Adjusted
2017-01-06  12.80  12.84 12.64   12.76 40247100      12.76
2017-01-09  12.79  12.86 12.63   12.63 39183400      12.63
2017-01-10  12.70  13.02 12.66   12.85 58480500      12.85
2017-01-11  12.71  12.72 12.51   12.67 49482100      12.67
2017-01-12  12.66  12.68 12.35   12.59 36468900      12.59
2017-01-13  12.62  12.67 12.50   12.63 29040300      12.63

chartSeries(F,theme="white")

tail(MSFT)

           MSFT.Open MSFT.High MSFT.Low MSFT.Close MSFT.Volume MSFT.Adjusted
2017-01-06     62.30     63.15    62.04      62.84    19897900         62.84
2017-01-09     62.76     63.08    62.54      62.64    20256600         62.64
2017-01-10     62.73     63.07    62.28      62.62    18547000         62.62
2017-01-11     62.61     63.23    62.43      63.19    21462800         63.19
2017-01-12     63.06     63.40    61.95      62.61    20898900         62.61
2017-01-13     62.62     62.87    62.35      62.70    19350400         62.70

chartSeries(MSFT,theme="white")

tail(DTO)

           DTO.Open DTO.High DTO.Low DTO.Close DTO.Volume DTO.Adjusted
2017-01-06   104.99   106.20  103.40    105.06       4300       105.06
2017-01-09   107.28   111.00  107.28    111.00       5100       111.00
2017-01-10   109.88   114.18  109.88    113.93      11000       113.93
2017-01-11   113.06   114.20  108.20    110.89       8300       110.89
2017-01-12   106.93   108.50  106.00    108.50       5000       108.50
2017-01-13   109.70   110.22  109.23    109.65       1300       109.65

chartSeries(DTO,theme="white")