candle demo.R

chinmay — Jan 21, 2013, 11:28 PM

library(xts)
Loading required package: zoo
Attaching package: 'zoo'
The following object(s) are masked from 'package:base':

as.Date, as.Date.numeric

SF <- structure(c(1.064, 1.07, 1.071, 1.08, 1.08, 1.076, 1.078, 1.08,
1.08, 1.082, 1.081, 1.082, 1.074, 1.07, 1.073, 1.075, 1.081,
1.084, 1.092, 1.091, 1.097, 1.095, 1.099, 1.094, 1.096, 1.097,
1.096, 1.096, 1.097, 1.091, 1.078, 1.083, 1.088, 1.084, 1.081,
1.095, 1.096, 1.085, 1.074, 1.075, 1.073, 1.07, 1.068, 1.072,
1.084, 1.08, 1.081, 1.077, 1.081, 1.083, 1.084, 1.083, 1.082,
1.082, 1.075, 1.074, 1.075, 1.092, 1.086, 1.092, 1.093, 1.098,
1.102, 1.103, 1.099, 1.098, 1.1, 1.101, 1.098, 1.098, 1.1, 1.092,
1.084, 1.087, 1.088, 1.084, 1.096, 1.099, 1.097, 1.086, 1.078,
1.076, 1.076, 1.073, 1.064, 1.069, 1.071, 1.077, 1.075, 1.074,
1.078, 1.078, 1.08, 1.079, 1.078, 1.073, 1.068, 1.07, 1.069,
1.074, 1.08, 1.083, 1.089, 1.09, 1.096, 1.094, 1.092, 1.092,
1.094, 1.094, 1.09, 1.092, 1.088, 1.08, 1.076, 1.078, 1.081,
1.079, 1.08, 1.09, 1.084, 1.072, 1.073, 1.069, 1.066, 1.07, 1.067,
1.072, 1.08, 1.079, 1.076, 1.077, 1.08, 1.08, 1.082, 1.081, 1.081,
1.074, 1.072, 1.073, 1.074, 1.081, 1.084, 1.091, 1.092, 1.097,
1.097, 1.099, 1.095, 1.095, 1.097, 1.097, 1.096, 1.094, 1.091,
1.08, 1.083, 1.086, 1.083, 1.082, 1.095, 1.096, 1.086, 1.074,
1.075, 1.073, 1.071, 1.072), .Dim = c(42L, 4L), .Dimnames = list(
NULL, c("Open", "High", "Low", "Close")), index = structure(c(1353427200,
1353513600, 1353600000, 1353859200, 1353945600, 1354032000, 1354118400,
1354204800, 1354464000, 1354550400, 1354636800, 1354723200, 1354809600,
1355068800, 1355155200, 1355241600, 1355328000, 1355414400, 1355673600,
1355760000, 1355846400, 1355932800, 1356019200, 1356278400, 1356451200,
1356537600, 1356624000, 1356883200, 1357056000, 1357142400, 1357228800,
1357488000, 1357574400, 1357660800, 1357747200, 1357833600, 1358092800,
1358179200, 1358265600, 1358352000, 1358438400, 1358697600), tzone = "", tclass = c("POSIXct",
"POSIXt")), .indexCLASS = c("POSIXct", "POSIXt"), tclass = c("POSIXct",
"POSIXt"), .indexTZ = "", tzone = "", class = c("xts", "zoo"))
SF
            Open  High   Low Close
2012-11-21 1.064 1.068 1.064 1.067
2012-11-22 1.070 1.072 1.069 1.072
2012-11-23 1.071 1.084 1.071 1.080
2012-11-26 1.080 1.080 1.077 1.079
2012-11-27 1.080 1.081 1.075 1.076
2012-11-28 1.076 1.077 1.074 1.077
2012-11-29 1.078 1.081 1.078 1.080
2012-11-30 1.080 1.083 1.078 1.080
2012-12-03 1.080 1.084 1.080 1.082
2012-12-04 1.082 1.083 1.079 1.081
2012-12-05 1.081 1.082 1.078 1.081
2012-12-06 1.082 1.082 1.073 1.074
2012-12-07 1.074 1.075 1.068 1.072
2012-12-10 1.070 1.074 1.070 1.073
2012-12-11 1.073 1.075 1.069 1.074
2012-12-12 1.075 1.092 1.074 1.081
2012-12-13 1.081 1.086 1.080 1.084
2012-12-14 1.084 1.092 1.083 1.091
2012-12-17 1.092 1.093 1.089 1.092
2012-12-18 1.091 1.098 1.090 1.097
2012-12-19 1.097 1.102 1.096 1.097
2012-12-20 1.095 1.103 1.094 1.099
2012-12-21 1.099 1.099 1.092 1.095
2012-12-24 1.094 1.098 1.092 1.095
2012-12-26 1.096 1.100 1.094 1.097
2012-12-27 1.097 1.101 1.094 1.097
2012-12-28 1.096 1.098 1.090 1.096
2012-12-31 1.096 1.098 1.092 1.094
2013-01-02 1.097 1.100 1.088 1.091
2013-01-03 1.091 1.092 1.080 1.080
2013-01-04 1.078 1.084 1.076 1.083
2013-01-07 1.083 1.087 1.078 1.086
2013-01-08 1.088 1.088 1.081 1.083
2013-01-09 1.084 1.084 1.079 1.082
2013-01-10 1.081 1.096 1.080 1.095
2013-01-11 1.095 1.099 1.090 1.096
2013-01-14 1.096 1.097 1.084 1.086
2013-01-15 1.085 1.086 1.072 1.074
2013-01-16 1.074 1.078 1.073 1.075
2013-01-17 1.075 1.076 1.069 1.073
2013-01-18 1.073 1.076 1.066 1.071
2013-01-21 1.070 1.073 1.070 1.072
plot.xts(SF, type='candles')

plot of chunk unnamed-chunk-1