1 Data Prep

TPT.IDX %>% 
  filter(Ticker == "^JKSE") %>% 
  arrange(DateTime) %>% 
  head()
##   Ticker   Close   DateTime     Trend    SO SOSignal  Ch1D YestCh Ch5D Ch20D
## 1  ^JKSE 6850.20 2022-02-16 Downtrend 78.17  Buy Now  0.63   1.08 0.23  3.57
## 2  ^JKSE 6835.12 2022-02-17 Downtrend 85.25  Buy Now -0.22   0.63 0.17  3.69
## 3  ^JKSE 6892.82 2022-02-18 Downtrend 92.73  Buy Now  0.84  -0.22 1.13  4.01
## 4  ^JKSE 6902.96 2022-02-21 Downtrend 90.61  Buy Now  0.15   0.84 2.50  2.63
## 5  ^JKSE 6861.99 2022-02-22 Downtrend 63.85  Buy Now -0.59   0.15 0.80  3.11
## 6  ^JKSE 6920.06 2022-02-23 Downtrend 80.19  Buy Now  0.85  -0.59 1.02  5.36
##   Ch60D YTDRet         Volume ChTurnover ChTurnover5D AvgCondition   RCTrend
## 1  1.89   4.08 Above Previous       0.04        -0.14       Low TO U/P Trend
## 2  2.35   3.85 Above Previous       0.06        -0.18       Low TO U/P Trend
## 3  3.14   4.73 Above Previous       0.02         0.05       Low TO U/P Trend
## 4  3.04   4.88 Above Previous       0.00         0.16       Low TO U/P Trend
## 5  4.58   4.26 Above Previous      -0.16        -0.06       Low TO U/P Trend
## 6  4.72   5.14 Above Previous       0.05        -0.05       Low TO U/P Trend
##   RCMomentum RCTrendSignal RCMomentumSignal KairiMABB20 KairiMABB60
## 1        ---           ---              ---           0           0
## 2        ---           ---              ---           0           0
## 3        ---           ---              ---           0           0
## 4        ---           ---              ---           0           0
## 5        ---           ---              ---           0           0
## 6        ---           ---              ---           0           0
##   KairiMABB200 Prev.KairiMABB200 OP.Trend.Start    BB Bandwidth    F1D     F2D
## 1            0                 0            --- 88.37      5.36 957.26 1573.24
## 2            0                 0            --- 81.02      5.32 430.34 1387.59
## 3            0                 0            --- 91.48      5.56 845.00 1275.34
## 4            0                 0            --- 89.07      5.94 706.10 1551.10
## 5            0                 0            --- 76.08      5.98 730.30 1436.39
## 6            0                 0            --- 87.51      5.74 862.60 1592.90
##      F1Wk     F1Mo   MTTrend WkESOValue     WkESO PriceVolumeCond Last1DPVCond
## 1 4095.33 11782.29 Downtrend      96.72 Alert Buy          Real +       fake -
## 2 2955.67 11929.71 Downtrend      91.83 Alert Buy          Real +       fake -
## 3 3017.35 12606.24 Downtrend      84.43 Alert Buy          Real +       fake -
## 4 3554.67 13168.47 Downtrend      47.96 Alert Buy          Real +       fake -
## 5 3668.99 13907.21 Downtrend      51.11 Alert Buy          Real +       fake -
## 6 3574.33 13788.97 Downtrend      60.67 Alert Buy          Real +       fake -
##   Last2DPVCond RC.JKSE MA.RC RC.BB PrevRC.BB Corr20D Corr60D Corr5D KairiMA20
## 1       fake -    1000  1000    NA        NA       1       1      1      2.02
## 2       fake -    1000  1000    NA        NA       1       1      1      1.62
## 3       fake -    1000  1000    NA        NA       1       1      1      2.25
## 4       fake -    1000  1000    NA        NA       1       1      1      2.27
## 5       fake -    1000  1000    NA        NA       1       1      1      1.54
## 6       fake -    1000  1000    NA        NA       1       1      1      2.11
##   KairiMA60 KairiMA200 MA20Direction MA60Direction MA200Direction LTTrend
## 1      2.95       7.73         11.81          2.11           4.45 Uptrend
## 2      2.70       7.46         12.16          2.62           4.30 Uptrend
## 3      3.47       8.17         13.30          3.49           4.40 Uptrend
## 4      3.56       8.24          8.83          3.39           4.54 Uptrend
## 5      2.91       7.63         10.34          5.01           4.55 Uptrend
## 6      3.65       8.33         17.59          5.20           4.78 Uptrend
##   MoESOValue   MoESO MarketCap Turnover AvgMOTurnover TurnoverRatio
## 1      91.63 Buy Now         0 147623.7      137857.1           Inf
## 2      92.54 Buy Now         0 156352.8      140018.5           Inf
## 3      59.14 Buy Now         0 159874.5      142799.9           Inf
## 4      33.48 Buy Now         0 159285.8      145626.0           Inf
## 5      35.62 Buy Now         0 134314.2      146474.0           Inf
## 6      55.09 Buy Now         0 140764.6      146513.7           Inf
##   AvgMOTurnoverRatio IDXSector IDXIndustry                   Candle
## 1                 NA       IDX       Index Marubozu - Closing White
## 2                 NA       IDX       Index Marubozu - Closing White
## 3                 NA       IDX       Index Marubozu - Closing White
## 4                 NA       IDX       Index Marubozu - Closing White
## 5                 NA       IDX       Index Marubozu - Closing White
## 6                 NA       IDX       Index Marubozu - Closing White

2 Super Quadrant Stocks

2.1 Full Super Quadrant Stocks

2.2 Super Quadrant Stocks : Consumer and Interest Rate Sector

2.4 New Outperform Trend

2.5 Super Quadrant Stocks : No Facet

2.5.1 Super Quadrant Stocks : Consumer and Interest Rate Sector

2.6 Super Quadrant Stocks : Champion Quadrant & Uptrend

2.7 Super Quadrant Stocks : Outperform Trend (Spring)

2.8 Super Quadrant Stocks : Outperform Momentum (Sunrise)

2.9 Super Quadrant Stocks : Underperform Momentum (Sunset)

2.10 Super Quadrant Stocks : Underperform Trend (Autumn)

2.11 Super Quadrant Stocks : Champion Quadrant (Short Term Return Graphic)

2.12 Super Quadrant Stocks : Champion Quadrant (Medium Term Return Graphic)

2.13 Cluster Stocks in Champion Quadrant and Uptrend

2.13.1 Table

2.13.2 Table (cluster)

2.13.2.1 Super Quadrant Stocks : Champion Quadrant with Cluster (Short Term Return Graphic)

2.13.2.2 Super Quadrant Stocks : Champion Quadrant with Cluster (Medium Term Return Graphic)

3 General Cluster

3.1 1D, 5D, 20D & YTD Return

Table dan Grafik ini menggolongkan saham pada return 1, 5, 20 hari dan YTD (dari sejak awal tahun 2020).

3.1.1 Graph YTD - 5D

3.1.2 Graph YTD - 60D

3.1.3 Graph 60D - 20D

3.1.4 Graph 20D - 5D

3.1.5 Graph 1D - 5D

3.1.6 Table

4 Ch Turnover

5 SuperQuadrant Yesterday

5.1 Super Quadrant Stocks : Consumer and Interest Rate Sector

5.3 Super Quadrant Stocks : Champion Quadrant & Uptrend

5.4 2 Days Comparison Champion Quadrant and Uptrend

5.5 2 Days Comparison Spring

5.6 2 Days Comparison Autumn

5.7 2 Days Comparison Sunrise

5.8 2 Days Comparison Sunset

5.9 Comparing Yesterdays

5.10 Yesterdays

5.11 Comparing Certain Stocks

6 Timetk

stock <- "TLKM"
stocks <- c("TLKM", "ISAT", "EXCL")

6.1 Plot Time Series

TPT.IDX %>% 
  filter(Ticker %in% stocks) %>%
  arrange(DateTime) %>% 
  filter_by_time(.start_date = "2022-10-03") %>%
  group_by(Ticker) %>% 
  plot_time_series(DateTime, Close, Ticker, .smooth = F)
## .date_var is missing. Using: DateTime

6.2 Seasonality

TPT.IDX %>% 
  # filter(Ticker == "TLKM") %>% 
  filter(Ticker %in% stock) %>% 
  arrange(DateTime) %>% 
  plot_seasonal_diagnostics(DateTime, Ch1D)

6.3 Seasonal Decomposition

TPT.IDX %>% 
  # filter(Ticker == "TLKM") %>% 
  filter(Ticker %in% stock) %>% 
  arrange(DateTime) %>% 
  plot_stl_diagnostics(DateTime, Ch1D, .feature_set = c("observed", "trend", "season",  "remainder"))
## frequency = 5 observations per 1 week
## trend = 65 observations per 3 months

7 Graphic Stocks

7.1 Stocks with High Turnover (IDX Sector)

7.2 Stocks with High Turnover and Buy Signs

7.3 Stocks with Positive Change of Turnover

7.4 Stocks with Positive Change of Turnover (Trend)

7.5 Stocks with Trend and Momentum (Best Area only)

8 Versus IDX