pacman::p_load(quantmod,plotly)
# Get data
stock <- getSymbols("MSFT", auto.assign = F)
dts <- index(stock)
df <- data.frame(stock, row.names = NULL)
df$dates <- dts
names(df) <- c("Open", "High", "Low", "Close", "Volume", "Adjusted", "dates")
# Subset to after Jan 2016
df <- subset(df, dates > "2016-01-01")
# Color or volume bars
barcols <- c()
for (i in 1:length(df$dates)) {
if (i == 1) {barcols[i] <- "#F95959"}
if (i > 1) {
x <- ifelse(df$Close[i] > df$Close[i - 1], "#455D7A", "#F95959")
barcols[i] <- x
}
}
# Moving Avg line
MA <- runMean(df$Close)
# Range selector
rangeselectorlist = list(
x = 0, y = 0.9,
bgcolor = "#0099cc",
font = list(color = "white"),
buttons = list(
list(count = 1, label = "reset", step = "all"),
list(count = 1, label = "1yr", step = "year", stepmode = "backward"),
list(count = 3, label = "3 mo", step = "month", stepmode = "backward"),
list(count = 1, label = "1 mo", step = "month", stepmode = "backward"),
list(step = "all")
)
)BASE CANDLESTICK CHART WITH VOLUME PANEL
plot_ly(df, type = "candlestick",
x = ~dates,
open = ~Open, high = ~High, low = ~Low, close = ~Close,
yaxis = "y",
increasing = list(line = list(color = "#455D7A")),
decreasing = list(line = list(color = "#F95959")),
name = "Price",
height = 600, width = 1024) %>%
add_bars(data = df, x = ~dates, y = ~Volume,
marker = list(color = barcols),
yaxis = "y2", inherit = F, name = "Vol") %>%
add_lines(x = df$dates, y = MA,
line = list(width = 3, dash = "5px", color = "#33bbff"),
inherit = F, name = "Mov Avg") %>%
layout(
plot_bgcolor = "rgb(250,250,250)",
xaxis = list(title = "", domain = c(0,0.95),
rangeslider = list(visible = F),
rangeselector = rangeselectorlist),
yaxis = list(domain = c(0.22, 0.9)),
yaxis2 = list(domain = c(0, 0.18), side = "right"),
showlegend = F,
annotations = list(
list(x = 0, y = 1, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("<b>Microsoft</b>"),
font = list(size = 30, family = "serif"),
showarrow = FALSE),
list(x = 0.8, y = 0.95, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("[", paste(range(df$dates),collapse = " / "), "]"),
font = list(size = 15, family = "serif"),
showarrow = FALSE),
list(x = 0, y = 0.18, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("<b>Volume</b>"),
font = list(size = 15, family = "serif"),
showarrow = FALSE)
)
)Fig. 30
BASE CANDLESTICK CHART WITH BOLLINGER BANDS
BB <- as.data.frame(BBands(df$Close))
plot_ly(df, type = "candlestick",
x = ~dates,
open = ~Open, high = ~High, low = ~Low, close = ~Close,
yaxis = "y",
increasing = list(line = list(color = "#455D7A")),
decreasing = list(line = list(color = "#F95959")),
name = "Price",
height = 600, width = 1024) %>%
add_bars(data = df, x = ~dates, y = ~Volume,
marker = list(color = barcols),
yaxis = "y2", inherit = F, name = "Vol") %>%
# MA
add_lines(x = df$dates, y = BB$mavg,
line = list(width = 3, dash = "5px", color = "#33bbff"),
inherit = F, name = "Mov Avg") %>%
# Upper and Lower bounds
add_lines(x = df$dates, y = BB$up,
line = list(width = 1, dash = "5px", color = "#737373"),
fill = "tonexty", fillcolor = "rgba(194, 240, 240, 0.2)",
inherit = F, name = "Bollinger") %>%
add_lines(x = df$dates, y = BB$dn,
line = list(width = 1, dash = "5px", color = "#737373"),
fill = "tonexty", fillcolor = "rgba(194, 240, 240, 0.2)",
inherit = F, name = "Bollinger") %>%
layout(
plot_bgcolor = "rgb(250,250,250)",
xaxis = list(title = "", domain = c(0,0.95),
rangeslider = list(visible = F),
rangeselector = rangeselectorlist),
yaxis = list(domain = c(0.22, 0.9)),
yaxis2 = list(domain = c(0, 0.18), side = "right"),
showlegend = F,
annotations = list(
list(x = 0, y = 1, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("<b>Microsoft</b>"),
font = list(size = 30, family = "serif"),
showarrow = FALSE),
list(x = 0.8, y = 0.95, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("[", paste(range(df$dates),collapse = " / "), "]"),
font = list(size = 15, family = "serif"),
showarrow = FALSE),
list(x = 0, y = 0.18, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("<b>Volume</b>"),
font = list(size = 15, family = "serif"),
showarrow = FALSE)
)
)Fig. 30
BASE CANDLESTICK CHART WITH CHAIKIN MONEY FLOW
CKD <- CMF(df[,c("High", "Low", "Close")], volume = df$Volume)
CKD.pos <- CKD
CKD.pos[CKD.pos < 0] <- 0
CKD.neg <- CKD
CKD.neg[CKD.neg > 0] <- 0
plot_ly(df, type = "candlestick",
x = ~dates,
open = ~Open, high = ~High, low = ~Low, close = ~Close,
yaxis = "y",
increasing = list(line = list(color = "#455D7A")),
decreasing = list(line = list(color = "#F95959")),
name = "Price",
height = 600, width = 1024) %>%
# MA
add_lines(x = df$dates, y = BB$mavg,
line = list(width = 3, dash = "5px", color = "#33bbff"),
inherit = F, name = "Mov Avg") %>%
# CKD
add_lines(x = df$dates, y = CKD.pos,
yaxis = "y2",
line = list(width = 1, color = "black"),
fill = "tozeroy", fillcolor = "#47d147",
inherit = FALSE) %>%
add_lines(x = df$dates, y = CKD.neg,
yaxis = "y2",
line = list(width = 1, color = "black"),
fill = "tozeroy", fillcolor = "#ff6666",
inherit = FALSE) %>%
layout(
plot_bgcolor = "rgb(250,250,250)",
xaxis = list(title = "", domain = c(0,0.95),
rangeslider = list(visible = F),
rangeselector = rangeselectorlist),
yaxis = list(domain = c(0.22, 0.9)),
yaxis2 = list(domain = c(0, 0.18), side = "right"),
showlegend = F,
annotations = list(
list(x = 0, y = 1, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("<b>Microsoft</b>"),
font = list(size = 30, family = "serif"),
showarrow = FALSE),
list(x = 0.8, y = 0.95, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("[", paste(range(df$dates),collapse = " / "), "]"),
font = list(size = 15, family = "serif"),
showarrow = FALSE),
list(x = 0, y = 0.18, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("<b>Chaikin Money Flow</b>"),
font = list(size = 15, family = "serif"),
showarrow = FALSE)
)
)Fig. 30
BASE CANDLESTICK CHART WITH MACD
macd <- data.frame(TTR::MACD(df$Close, 12, 26, 9))
macd$diff <- macd$macd - macd$signal
plot_ly(df, type = "candlestick",
x = ~dates,
open = ~Open, high = ~High, low = ~Low, close = ~Close,
yaxis = "y",
increasing = list(line = list(color = "#455D7A")),
decreasing = list(line = list(color = "#F95959")),
name = "Price",
height = 600, width = 1024) %>%
# MA
add_lines(x = df$dates, y = BB$mavg,
line = list(width = 3, dash = "5px", color = "#33bbff"),
inherit = F, name = "Mov Avg") %>%
# MACD
add_lines(x = df$dates, y = macd$macd,
yaxis = "y2",
line = list(width = 1, color = "#8c8c8c"),
inherit = FALSE) %>%
add_lines(x = df$dates, y = macd$signal,
yaxis = "y2",
line = list(width = 1, color = "#ff6666"),
inherit = FALSE) %>%
add_bars(x = df$dates, y = macd$diff,
marker = list(color = "#bfbfbf"),
yaxis = "y2",
inherit = FALSE) %>%
layout(
plot_bgcolor = "rgb(250,250,250)",
xaxis = list(title = "", domain = c(0,0.95),
rangeslider = list(visible = F),
rangeselector = rangeselectorlist),
yaxis = list(domain = c(0.22, 0.9)),
yaxis2 = list(domain = c(0, 0.18), side = "right"),
showlegend = F,
annotations = list(
list(x = 0, y = 1, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("<b>Microsoft</b>"),
font = list(size = 30, family = "serif"),
showarrow = FALSE),
list(x = 0.8, y = 0.95, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("[", paste(range(df$dates),collapse = " / "), "]"),
font = list(size = 15, family = "serif"),
showarrow = FALSE),
list(x = 0, y = 0.18, xanchor = "left", yanchor = "top",
xref = "paper", yref = "paper",
text = paste0("<b>MACD (12, 26, 9)</b>"),
font = list(size = 15, family = "serif"),
showarrow = FALSE)
)
)Fig. 30
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
p <- 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) %>%
add_lines(x = ~Date, y = ~up , name = "B Bands",
line = list(color = '#ccc', width = 0.5),
legendgroup = "Bollinger Bands",
hoverinfo = "none", inherit = F) %>%
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") %>%
add_lines(x = ~Date, y = ~mavg, name = "Mv Avg",
line = list(color = '#E377C2', width = 0.5),
hoverinfo = "none", inherit = F) %>%
layout(yaxis = list(title = "Price"))
# plot volume bar chart
pp <- df %>%
plot_ly(x=~Date, y=~AAPL.Volume, type='bar', name = "AAPL Volume",
color = ~direction, colors = c('#17BECF','#7F7F7F')) %>%
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
p <- subplot(p, pp, heights = c(0.7,0.2), nrows=2,
shareX = TRUE, titleY = TRUE) %>%
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'))
# Create a shareable link to your chart
# Set up API credentials: https://plot.ly/r/getting-started
#chart_link = api_create(p, filename="finance/candlestick-bbands")
#chart_link
pFig. 30