attach(lll)
library(dtw)
## Loading required package: proxy
##
## Attaching package: 'proxy'
##
## The following objects are masked from 'package:stats':
##
## as.dist, dist
##
## Loaded dtw v1.17-1. See ?dtw for help, citation("dtw") for use in publication.
library(dplyr)
##
## Attaching package: 'dplyr'
##
## The following object is masked from 'package:stats':
##
## filter
##
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union
par(mfrow = c(3,2))
srch <- 226502
srch2 <- srch + 288
trade <- srch + 96
plot(Close[srch:srch2], xlab=Time[srch], ylab="Original", type="l", lwd=2)
abline(h=Close[trade], col="gray")
plot(RSI[srch:srch2], xlab=Time[srch], ylab="Original", xlim=c(0,300), ylim=c(0,100), type="l", lwd=2, col="lightgreen")
i <- 0
while(i <= 260000){
i <- i + 1
n <- i + 96
H4 <- i + 288
if(dtw(RSI[i:n], RSI[226502:226598])$distance < abs(700)){
plot(Close[i:H4], xlab=Time[i], ylab=X[i], type="l")
abline(h=Close[i + 96], col="red")
print(dtw(Close[i:n], Close[226502:226598])$distance)
if(Close[i + 96] < (max(Close[n:H4]) + min(Close[i:H4]))/2){
abline(h=Close[i + 96], col="blue")
}
plot(RSI[i:H4], xlab=Time[i], ylab=X[i], xlim=c(0,300), ylim=c(0,100), type="l")
par(new=T)
plot(RSI[226502:226790], xlab=Time[i], ylab=X[i], xlim=c(0,300), ylim=c(0,100), type="l", col="lightgreen")
i <- i + 15
}
}
## [1] 4238.87
## [1] 4048.079
## [1] 4099.943
## [1] 4118.26
## [1] 4060.233
## [1] 3967.784
## [1] 4243.381
## [1] 4411.58
## [1] 4390.759
## [1] 4495.898
## [1] 4385.883
## [1] 4739.99
## [1] 4883.995
## [1] 4903.842
## [1] 4830.119
## [1] 4834.843
## [1] 4853.097
## [1] 4685.23
## [1] 4732.258
## [1] 4715.319
## [1] 4780.44
## [1] 4815.038
## [1] 4845.177
## [1] 4814.162
## [1] 4815.866
## [1] 4903.729
## [1] 4888.27
## [1] 4845.27
## [1] 4832.766
## [1] 4966.252
## [1] 4980.438
## [1] 4593.143
## [1] 4792.137
## [1] 4772.969
## [1] 4764.938
## [1] 4692.53
## [1] 4598.977
## [1] 4684.267
## [1] 4657.715
## [1] 4658.745
## [1] 4666.763
## [1] 4682.088
## [1] 4665.311
## [1] 4629.709
## [1] 4666.192
## [1] 4823.977
## [1] 4824.517
## [1] 4763.439
## [1] 4845.337
## [1] 4845.854
## [1] 4825.826
## [1] 4794.494
## [1] 4669.381
## [1] 4528.87
## [1] 4366.515
## [1] 3926.891
## [1] 3518.871
## [1] 3516.385
## [1] 3508.275
## [1] 3709.6
## [1] 3620.773
## [1] 3765.605
## [1] 3927.662
## [1] 3925.337
## [1] 4074.704
## [1] 4039.936
## [1] 4043.7
## [1] 4227.278
## [1] 4194.546
## [1] 4280.627
## [1] 4249.609
## [1] 4237.476
## [1] 4252.775
## [1] 4156.703
## [1] 4316.244
## [1] 4275.28
## [1] 4564.338
## [1] 4338.055
## [1] 4333.408
## [1] 4398.789
## [1] 4389.109
## [1] 4135.075
## [1] 4334.652
## [1] 4297.771
## [1] 4432.299
## [1] 4570.277
## [1] 4564.489
## [1] 4560.292
## [1] 4556.504
## [1] 4489.81
## [1] 4532.632
## [1] 4354.777
## [1] 4308.163
## [1] 4476.483
## [1] 4490.125
## [1] 4553.381
## [1] 4653.115
## [1] 4356.89
## [1] 4283.1
## [1] 4265.302
## [1] 4301.889
## [1] 4192.523
## [1] 4163.19
## [1] 3968.578
## [1] 3795.417
## [1] 3794.72
## [1] 3712.836
## [1] 3408.879
## [1] 3102.912
## [1] 3075.679
## [1] 2739.379
## [1] 2649.322
## [1] 2686.065
## [1] 2330.545
## [1] 2107.113
## [1] 2048.91
## [1] 1691.549
## [1] 1663.45
## [1] 1503.386
## [1] 1589.492
## [1] 1888.626
## [1] 1755.269
## [1] 1746.52
## [1] 1519.74
## [1] 1689.544
## [1] 601.689
## [1] 486.496
## [1] 599.069
## [1] 692.457
## [1] 704.07
## [1] 699.843
## [1] 700.6
## [1] 452.424
## [1] 839.439
## [1] 482.951
## [1] 36.189
## [1] 71.604
## [1] 117.92
## [1] 140.322
## [1] 70.124
## [1] 142.013
## [1] 1063.349
## [1] 831.421
## [1] 809.454
## [1] 367.753
## [1] 308.111
## [1] 345.452
## [1] 273.409
## [1] 751.61
## [1] 743.387
## [1] 696.887
## [1] 501.716
## [1] 756.635
## [1] 884.229
## [1] 643.278
## [1] 610.944
## [1] 456.103
## [1] 441.153
## [1] 331.945
## [1] 501.818
## [1] 562.271
## [1] 767.28
## [1] 779.565
## [1] 718.543
## [1] 624.776
## [1] 322.822
## [1] 302.439
## [1] 133.413
## [1] 23.421
## [1] 181.906
## [1] 101.761
## [1] 78.691
## [1] 155.83
## [1] 154.89
## [1] 105.138
## [1] 249.476
## [1] 192.478
## [1] 430.381
## [1] 381.058
## [1] 381.318
## [1] 412.797
## [1] 547.651
## [1] 587.737
## [1] 599.008
## [1] 535.34
## [1] 532.214
## [1] 441.536
## [1] 569.935
## [1] 537.021
## [1] 523.911
## [1] 460.956
## [1] 32.349
## [1] 76.989
## [1] 65.168
## [1] 93.073
## [1] 16.07
## [1] 16.558
## [1] 16.323
## [1] 10.006
## [1] 100.289
## [1] 77.139
## [1] 106.575
## [1] 46.663
## [1] 74.038
## [1] 17.059
## [1] 88.998
## [1] 231.984
## [1] 250.27
## [1] 14.839
## [1] 80.446
## [1] 44.852
## [1] 41.067
## [1] 206.513
## [1] 228.227
## [1] 5.425
## [1] 3.501
## [1] 10.768
## [1] 111.664
## [1] 22.818
## [1] 121.374
## [1] 68.936
## [1] 75.058
## [1] 8.337
## [1] 45.737
## [1] 60.757
## [1] 32.497
## [1] 2.052
## [1] 88.881
## [1] 8.226
## [1] 6.574
## [1] 4.998
## [1] 1.472
## [1] 0.312
## [1] 0.05
## [1] 0.428
## [1] 16.492
## [1] 53.695
## [1] 81.373
## [1] 5.85
## [1] 172.941
## [1] 9.847
## [1] 5.894
## [1] 363.031
## [1] 376.663
## [1] 433.428
## [1] 615.511
## [1] 610.122
## [1] 823.718
## [1] 997.477
## [1] 1494.919
## [1] 1284.81
## [1] 1013.684
## [1] 975.771
## [1] 1013.452
## [1] 732.608
## [1] 834.005
## [1] 934.695
## [1] 1416.033
## [1] 2561.464
## [1] 2766.441
## [1] 2822.456
## [1] 3100.187
## [1] 3034.269
## [1] 3238.41
## [1] 3244.581
## [1] 3326.915
## [1] 3341.846
## [1] 3386.724
## [1] 3144.79
