Moving Average 3 days vs. 5 days with tidyquant

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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## Version 0.4-0 included new data defaults. See ?getSymbols.

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 </>

startdt<-  cbind("2010","-01","-01")
startdt <- paste(startdt, collapse="")
startdt

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

enddt<-  cbind("2021","-01","-06")
enddt <- paste(enddt, collapse="")
enddt

## [1] "2021-01-06"

start_time <- Sys.time()

tickers<-c("^DJI","DAL","SPY","AAPL","GOOG","WB","FB","BABA","NFLX","TSLA","BILI",
           "LK","GILD","BYND","SPCE","ZM", "BA","JD","DAL","AAL","CVX","ANPDF","EDU",
           "CSCO","CCL","TTD","XOM","SCI","JBLU","LUV","RCL","SHOP",
           "TCEHY","TAL","GSX","WFC","C","MS","ALNY","BAC","UAL","PDD","COST","NCLH",
           "PPC","SNE","TSN","DELL","SAVE","JPM","JETS","LKQ","NVDA","INTC","TGT",
           "MSFT","ADSK","BAND","NIO","FSLY","NKE","TDOC","XPEV","ABNB","PTON")

ticks<-function(tick){ 
  tick<<-tick
Price<- c(tickers[tick]) %>%
    tq_get(get  = "stock.prices",
           from = startdt,
           to   = enddt) %>%
    group_by(symbol)



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)<15) {
MinMax <- Price %>%
         tq_mutate(mutate_fun = rollapply,
                   width      = 5,
                   FUN        = min_max,
                   by.column  = FALSE,
                   col_rename = c("min", "max"))
}

if (nrow(Price)>=15 & nrow(Price)<20) {
MinMax <- Price %>%
         tq_mutate(mutate_fun = rollapply,
                   width      = 10,
                   FUN        = min_max,
                   by.column  = FALSE,
                   col_rename = c("min", "max"))
}


if (nrow(Price)<252 & nrow(Price)>=20) {
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)]


MA3D<-as.data.frame(TTR::SMA(Price$close,n=3))
colnames(MA3D)<-"SMA3D"

MA5D<-as.data.frame(TTR::SMA(Price$close,n=5))
colnames(MA5D)<-"SMA5D"


#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 14 days lookback period 
RSI<-as.data.frame(TTR:: RSI(Price$close,n=2))
colnames(RSI)<-"RSI"

MinMax<-as.data.frame(MinMax)
#MinMax<-cbind(MinMax, MA3D, MA5D,RSISMA,RSI)
MinMax<-cbind(MinMax, MA3D, MA5D)

MinMax<-xts(MinMax,MinMax$date)


dateWindow <<- c(startdt, enddt)

MinMax<<-MinMax
}

ticks(1)

if ( "downTouch" %in% names(MinMax)==1)  {
dygraph(MinMax[,c("close","SMA3D", "SMA5D")],main = paste0('"', tickers[tick],' 364 days min max, 3 vs.5 MA', '"'))
}

if ( "downTouch" %in% names(MinMax)==1)  {
dygraph(MinMax[,c("close","min","max","downTouch","downTouch.Low","downTouch.Hgh","SMA3D", "SMA5D")],main = paste0('"', tickers[tick],' 364 days min max, 3 vs.5 MA', '"'))%>%
    dyShading(from=startdt ,to=enddt, color="#000000")%>%
    dySeries("downTouch.Low", strokeWidth = .5, label = "TLow")%>%dySeries("downTouch.Hgh", strokeWidth = .5, label = "THgh")%>% dySeries("downTouch",strokeWidth = 4, pointSize = 4, label = "DownTouch")%>%
dySeries("close",strokeWidth = 0.5, label = "close", color="#ffffff")%>%   
dySeries("SMA3D",strokeWidth = 0.5, label = "SMA3D", color="#00ff00")%>%   
dySeries("SMA5D",strokeWidth = 0.5, label = "SMA5D", color="#ffff66")%>% 
  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)
}

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