52 low price review

library(ggplot2,forecast)
library(astsa)
library(zoo,lmtest)

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library(fUnitRoots)

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library(FitARMA)

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library(strucchange)

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library(reshape)
library(Rmisc)

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library(fBasics)
library(tsoutliers)

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library(TSA)

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library(dygraphs)
library(quantmod)

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library(lubridate)

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library(DT)
library(dplyr)

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library(quantstrat)

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library(xml2)
library(tidyverse)

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library(tidyquant)

## ══ Need to Learn tidyquant? ════════════════════════════════════════════════════
## Business Science offers a 1-hour course - Learning Lab #9: Performance Analysis & Portfolio Optimization with tidyquant!
## </> Learn more at: https://university.business-science.io/p/learning-labs-pro </>

start_time <- Sys.time()
startdt<-  cbind("2010","-01","-01")
startdt <- paste(startdt, collapse="")
startdt

## [1] "2010-01-01"

enddt<-  cbind("2021","-10","-14")
enddt <- paste(enddt, collapse="")
enddt

## [1] "2021-10-14"

tickers<-c("^DJI","DAL","SPY","QQQ","TVIX", "UAL", "SNEJF", "GOOG", "AAPL", "COST", "SBUX", "NFLX", "FB",   "MSFT", "NVDA", "RCL",  "DIS",  "BA",   "LMT",  "TSLA", "CHGG", "EDU",  "HD",   "SCI",  "BABA", "AMZN", "CSCO", "ROKU", "PDD",  "ADBE", "MDB",  "BILI", "SHOP", "ICE",  "IIPR", "MA",   "PYPL", "V",    "ISRG", "NVTA", "FN",   "SE",   "AMD",  "SNPS", "SQ",   "TTD",  "WIX","TPL", "SAVE", "HLT", "VRTX", "TWTR", "MRVL", "TTDKY", "MRAAY","FDX","AMAT","WB", "ANET", "WW", "QRVO", "SQ", "HEES", "SAP", "APPN", "NTNX", "QCOM", "DELL", "HUBS", "SEDG", "NTDOY", "UBER", "AMD", "PINS", "NVTA", "OKTA", "TAL", "TDOC","KO", "ABBV", "T", "MMM", "PEP", "LUV", "MRK", "ZNGA", "ATVI", "INTU", "ARCE", "DVA", "TGNA", "AVID", "JNJ", "AGNPF", "UNH", "CMCSA", "MU" , "C", "JPM", "BAC", "FIS", "CRM","BMY") 

# for (i in 94: 103) {
tick<-1  

                 
Price<- c(tickers[tick]) %>%
    tq_get(get  = "stock.prices",
           from = startdt,
           to   = enddt) %>%
    group_by(symbol)
# }
Price<-Price[complete.cases(Price), ]

min_max<-function(data){
  data=timetk::tk_tbl(data, silent = TRUE)
min.close<-min(data$close)
max.close<-max(data$close)
cbind(min.close,max.close)
}

if (nrow(Price)<252) {
MinMax <- Price %>%
         tq_mutate(mutate_fun = rollapply,
                   width      = 20,
                   FUN        = min_max,
                   by.column  = FALSE,
                   col_rename = c("min", "max"))
}
if (nrow(Price)>=252) {
MinMax <- Price %>%
         tq_mutate(mutate_fun = rollapply,
                   width      = 252,
                   FUN        = min_max,
                   by.column  = FALSE,
                   col_rename = c("min", "max"))
}
MinMax$minRange<-MinMax$min*1.02
MinMax$downTouch <- NA
MinMax$downTouch.Low<-NA
MinMax$downTouch.Hgh<-NA

MinMax$downTouch[which(MinMax$low<=MinMax$min)]<-MinMax$low[which(MinMax$low<=MinMax$min)]
MinMax$downTouch.Low[which(MinMax$low<=MinMax$minRange)]<-MinMax$low[which(MinMax$low<=MinMax$minRange)]
MinMax$downTouch.Hgh[which(MinMax$low<=MinMax$minRange)]<-MinMax$high[which(MinMax$low<=MinMax$minRange)]


MA<-as.data.frame(TTR::SMA(Price$close,n=200))
colnames(MA)<-"SMA"


#RSI based on 200 days lookback period with simple moving average
RSISMA<-as.data.frame(TTR:: RSI(Price$close, n=200, maType="SMA"))
colnames(RSISMA)<-"RSI.SMA"

#RSI based on 200 days lookback period 
RSI<-as.data.frame(TTR:: RSI(Price$close,n=200))
colnames(RSI)<-"RSI"

MinMax<-as.data.frame(MinMax)
MinMax<-cbind(MinMax, MA,RSISMA,RSI)

MinMax<-xts(MinMax,MinMax$date)


dateWindow <- c(startdt, enddt)


if ( "downTouch" %in% names(MinMax)==1)  {
dygraph(MinMax[,c("close","min","max")], main = paste0('"', tickers[tick],' 364 days min max', '"'))%>%
  dyRangeSelector(dateWindow = dateWindow)%>%dyLegend(show =  "onmouseover", labelsDiv = NULL,labelsSeparateLines = FALSE, hideOnMouseOut = TRUE, width=500)
}

if ( "downTouch" %in% names(MinMax)==1)  {
dygraph(MinMax[,c("close","min","max","downTouch","downTouch.Low","downTouch.Hgh","SMA")],main = paste0('"', tickers[tick],' 364 days min max, 200 MA RSI', '"'))%>%dySeries("downTouch.Low", strokeWidth = .5, label = "TLow")%>%dySeries("downTouch.Hgh", strokeWidth = .5, label = "THgh")%>% dySeries("downTouch",strokeWidth = 4, pointSize = 4, label = "DownTouch")%>%
  dyRangeSelector(dateWindow = dateWindow)%>%dyLegend(show =  "onmouseover", labelsDiv = NULL,labelsSeparateLines = FALSE, hideOnMouseOut = TRUE, width=500)
}

if ( "downTouch" %in% names(MinMax)==0)  {
dygraph(MinMax[,c("close","min","max")], main = paste0('"', tickers[tick],' 364 days min max', '"'))%>%
  dyRangeSelector(dateWindow = dateWindow)%>%dyLegend(show =  "onmouseover", labelsDiv = NULL,labelsSeparateLines = FALSE, hideOnMouseOut = TRUE, width=500)
}

end_time <- Sys.time()
end_time - start_time

## Time difference of 23.64443 mins