Package 'rtsplot'

Title:	Time Series Plot
Description:	A fast and elegant time series visualization package. In addition to the standard R plot types, this package supports candle sticks, open-high-low-close, and volume plots. Useful for visualizing any time series data, e.g., stock prices and technical indicators.
Authors:	RTSVizTeam [aut, cph], Irina Kapler [cre]
Maintainer:	Irina Kapler <[email protected]>
License:	MIT + file LICENSE
Version:	0.1.5
Built:	2024-12-17 06:31:58 UTC
Source:	CRAN

Help Index

Theme

Description

Setup theme

Usage

register.theme(
  grid.color = "gray90",
  colors = "Set1",
  col.border = "black",
  col.up = "green",
  col.dn = "red",
  col.x.highlight = "orange",
  col.y.highlight = "orange",
  cex = 1,
  legend.bg.col = grDevices::adjustcolor("white", 200/255)
)

rtsplot.theme()

rtsplot.theme.set(...)

rtsplot.colors(n)
register.theme(
  grid.color = "gray90",
  colors = "Set1",
  col.border = "black",
  col.up = "green",
  col.dn = "red",
  col.x.highlight = "orange",
  col.y.highlight = "orange",
  cex = 1,
  legend.bg.col = grDevices::adjustcolor("white", 200/255)
)

rtsplot.theme()

rtsplot.theme.set(...)

rtsplot.colors(n)

Arguments

`grid.color`	color for grid lines, defaults to 'gray90'
`colors`	RColorBrewer set to generate colors, defaults to "Set1" in RColorBrewer
`col.border`	border color for drawing candles, defaults to 'black'
`col.up`	up color for drawing candles, defaults to 'green'
`col.dn`	down color for drawing candles, defaults to 'red'
`col.x.highlight`	color for highlighting along x axis, defaults to 'orange'
`col.y.highlight`	color for highlighting along y axis, defaults to 'orange'
`cex`	font size, defaults to 1
`legend.bg.col`	background legend color, defaults to grDevices::adjustcolor('white', 200/255)
`...`	additional settings
`n`	number of colors to generate

Value

None

'rtsplot' - Time series plot with base R Graphics.

Description

Plot time series data with base R Graphics.

The 'rtsplot' package is **fast** time series plot package with base R Graphics.

Usage

rtsplot(
  y,
  main = NULL,
  plotX = TRUE,
  LeftMargin = 0,
  grid = "xy",
  x.highlight = NULL,
  y.highlight = NULL,
  y.highlight.col = NULL,
  las = 1,
  type = "l",
  xlab = "",
  ylab = "",
  ylim = NULL,
  log = "",
  skip.breaks = FALSE,
  xaxis.map = rtsplot.create.xaxis.map,
  ...
)
rtsplot(
  y,
  main = NULL,
  plotX = TRUE,
  LeftMargin = 0,
  grid = "xy",
  x.highlight = NULL,
  y.highlight = NULL,
  y.highlight.col = NULL,
  las = 1,
  type = "l",
  xlab = "",
  ylab = "",
  ylim = NULL,
  log = "",
  skip.breaks = FALSE,
  xaxis.map = rtsplot.create.xaxis.map,
  ...
)

Arguments

`y`	`xts` object
`main`	plot title
`plotX`	flag to display X axis
`LeftMargin`	to plot second Y axis, set LeftMargin=3, defaults to 0
`grid`	which grid lines to draw, defaults to 'xy'
`x.highlight`	segments to highlight along X axis, defaults to NULL
`y.highlight`	segments to highlight along Y axis, defaults to NULL
`y.highlight.col`	color to highlight segments Y axis, defaults to NULL
`las`	rotation of Y axis labels, defaults to 1, for more info see `par`
`type`	plot type, defaults to 'l', for more info see `plot` also support 'ohlc', 'hl', 'candle', 'volume' types
`xlab`	X label, defaults to ”, for more info see `plot`
`ylab`	Y label, defaults to ”, for more info see `plot`
`ylim`	range on Y values, defaults to NULL
`log`	log scale x, y, xy axes, defaults to ”
`skip.breaks`	flag to skip plotting missing date/times (i.e. nights and weekends), defaults to FALSE
`xaxis.map`	xaxis map function used if skip.breaks is TRUE, defaults to rtsplot.create.xaxis.map
`...`	additional parameters to the `plot`

Value

nothing

Author(s)

Maintainer: Irina Kapler [email protected]

Authors:

RTSVizTeam [email protected] [copyright holder]

Examples

# generate time series data
y = rtsplot.fake.stock.data(1000)
symbol = 'Test'

sma = TTR::SMA(y, 250)
rsi = TTR::RSI(y, 20)	

# plot candles and RSI charts
layout(c(1,1,1,2))
cols = rtsplot.colors(2)
	
rtsplot(y, type = 'l', plotX = FALSE, col=cols[1],lwd=1.5)
	rtsplot.lines(sma, col=cols[2], lwd=1.5)
	rtsplot.legend(c(symbol, 'SMA(250)'), cols[1:2], list(y,sma))
	
# plot rsi
rtsplot(rsi, type = 'l', ylim=c(0,100),
	y.highlight = c(c(0,30), c(70,100)),
	y.highlight.col = grDevices::adjustcolor(c('green','red'), 50/255)
)	
rtsplot.legend('RSI(20)', 'black', rsi)


y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # simple example
 highlight = which(y < 10)

 # plot
 layout(1)
 rtsplot.theme.set(col.x.highlight=grDevices::adjustcolor('orange', 200/255))
		
 rtsplot(y, type = 'l', main = symbol, x.highlight = highlight)


 # 'skip.breaks' example with daily data
 y = rtsplot.fake.stock.data(10, remove.non.trading = TRUE)
 
 layout(1:2)
 rtsplot(y, type='b')
	rtsplot.legend('skip.breaks=FALSE', text.col='red')
 rtsplot(y, type='b', skip.breaks=TRUE)
	rtsplot.legend('skip.breaks=TRUE', text.col='red')
 

 # 'skip.breaks' example with intra-day data
 y = rtsplot.fake.stock.data(5*24*60, period = 'minute', remove.non.trading = TRUE)
 
 layout(1:2)
 rtsplot(y, type='l')
	rtsplot.legend('skip.breaks=FALSE', text.col='red')
 rtsplot(y, type='l', skip.breaks=TRUE)
	rtsplot.legend('skip.breaks=TRUE', text.col='red')
 

# generate time series data
y = rtsplot.fake.stock.data(1000)
symbol = 'Test'

sma = TTR::SMA(y, 250)
rsi = TTR::RSI(y, 20)	

# plot candles and RSI charts
layout(c(1,1,1,2))
cols = rtsplot.colors(2)
	
rtsplot(y, type = 'l', plotX = FALSE, col=cols[1],lwd=1.5)
	rtsplot.lines(sma, col=cols[2], lwd=1.5)
	rtsplot.legend(c(symbol, 'SMA(250)'), cols[1:2], list(y,sma))
	
# plot rsi
rtsplot(rsi, type = 'l', ylim=c(0,100),
	y.highlight = c(c(0,30), c(70,100)),
	y.highlight.col = grDevices::adjustcolor(c('green','red'), 50/255)
)	
rtsplot.legend('RSI(20)', 'black', rsi)


y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # simple example
 highlight = which(y < 10)

 # plot
 layout(1)
 rtsplot.theme.set(col.x.highlight=grDevices::adjustcolor('orange', 200/255))
		
 rtsplot(y, type = 'l', main = symbol, x.highlight = highlight)


 # 'skip.breaks' example with daily data
 y = rtsplot.fake.stock.data(10, remove.non.trading = TRUE)
 
 layout(1:2)
 rtsplot(y, type='b')
	rtsplot.legend('skip.breaks=FALSE', text.col='red')
 rtsplot(y, type='b', skip.breaks=TRUE)
	rtsplot.legend('skip.breaks=TRUE', text.col='red')
 

 # 'skip.breaks' example with intra-day data
 y = rtsplot.fake.stock.data(5*24*60, period = 'minute', remove.non.trading = TRUE)
 
 layout(1:2)
 rtsplot(y, type='l')
	rtsplot.legend('skip.breaks=FALSE', text.col='red')
 rtsplot(y, type='l', skip.breaks=TRUE)
	rtsplot.legend('skip.breaks=TRUE', text.col='red')

Create Candle Plot

Description

Plot candles if dx is sufficient otherwise ohlc or bars

Usage

rtsplot.candle(
  y,
  col = rtsplot.candle.col(y),
  border = rtsplot.theme()$col.border
)
rtsplot.candle(
  y,
  col = rtsplot.candle.col(y),
  border = rtsplot.theme()$col.border
)

Arguments

`y`	`xts` object
`col`	color for bars, defaults to rtsplot.candle.col
`border`	border color, defaults to rtsplot.theme()$col.border

Value

nothing

Examples

y = rtsplot.fake.stock.data(50, ohlc=TRUE)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'n')
 rtsplot.candle(y)
rtsplot.legend(symbol, 'black', y)

y = rtsplot.fake.stock.data(50, ohlc=TRUE)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'n')
 rtsplot.candle(y)
rtsplot.legend(symbol, 'black', y)

Bar Colors for Candle and Volume plots

Description

Bar Colors for Candle and Volume plots

Usage

rtsplot.candle.col(y)

rtsplot.volume.col(y)
rtsplot.candle.col(y)

rtsplot.volume.col(y)

Arguments

`y`	`xts` object

Value

colors

Plot corner label

Description

Plot corner label, based on the [text at the upper left corner outside of the plot region](http://r.789695.n4.nabble.com/text-at-the-upper-left-corner-outside-of-the-plot-region-td885675.html)

Usage

rtsplot.corner.label(
  label = NULL,
  col = "black",
  x = -1,
  y = 1,
  xoffset = NA,
  yoffset = NA,
  space = c("plot", "figure"),
  cex = 1,
  border = NA
)
rtsplot.corner.label(
  label = NULL,
  col = "black",
  x = -1,
  y = 1,
  xoffset = NA,
  yoffset = NA,
  space = c("plot", "figure"),
  cex = 1,
  border = NA
)

Arguments

`label`	label
`col`	label color
`x`	x location, defaults to -1
`y`	y location, defaults to 1
`xoffset`	x offset, defaults to NA
`yoffset`	y offset, defaults to NA
`space`	coordinate space, can be "plot" or "figure", defaults to "plot"
`cex`	font size, defaults to 1
`border`	border color, defaults to NA - no color

Value

nothing

Examples

 rtsplot.theme.set(legend.bg.col=grDevices::adjustcolor('orange', 200/255))
 plot(rnorm(20), rnorm(20))

 rtsplot.corner.label('test1', y=-1, space='figure')
 rtsplot.corner.label('test2', y=1, space='figure')
 rtsplot.corner.label('test3', x=1, space='figure')
 rtsplot.corner.label('test4', x=1, y=-1, space='figure')
 rtsplot.theme.set(legend.bg.col=grDevices::adjustcolor('white', 50/255))

rtsplot.theme.set(legend.bg.col=grDevices::adjustcolor('orange', 200/255))
 plot(rnorm(20), rnorm(20))

 rtsplot.corner.label('test1', y=-1, space='figure')
 rtsplot.corner.label('test2', y=1, space='figure')
 rtsplot.corner.label('test3', x=1, space='figure')
 rtsplot.corner.label('test4', x=1, y=-1, space='figure')
 rtsplot.theme.set(legend.bg.col=grDevices::adjustcolor('white', 50/255))

Generate fake stock data

Description

Generate fake stock data for use in rtsplot examples

Usage

rtsplot.fake.stock.data(
  n,
  y0 = 10,
  stdev = 0.1,
  ohlc = FALSE,
  method = c("normal", "adhoc"),
  period = c("day", "minute"),
  remove.non.trading = FALSE
)
rtsplot.fake.stock.data(
  n,
  y0 = 10,
  stdev = 0.1,
  ohlc = FALSE,
  method = c("normal", "adhoc"),
  period = c("day", "minute"),
  remove.non.trading = FALSE
)

Arguments

`n`	number of points to generate
`y0`	starting price, defaults to 10
`stdev`	standard deviation, defaults to 0.1
`ohlc`	generate ohlc data, defaults to FALSE
`method`	method to generate fake stock data, defaults to 'normal' two methods are implemented: * 'normal' - generate fake stock data assuming returns are normally distributed with zero drift * 'uniform' - generate fake stock data assuming returns are uniformly distributed with zero drift
`period`	frequency to generate fake stock data, (possible values: "day", "minute"), defaults to "day"
`remove.non.trading`	flag to remove non trading periods(i.e. weekends and non-trading hours). Note, this flag likely will cause function return less than 'n' observation, defaults to FALSE

Value

xts object with fake stock data

Examples

 rtsplot.fake.stock.data(10)

rtsplot.fake.stock.data(10)

Format numbers using 1000 separator

Description

Format numbers using 1000 separator

Usage

rtsplot.format(temp, nround = 2, sprefix = "", eprefix = "")
rtsplot.format(temp, nround = 2, sprefix = "", eprefix = "")

Arguments

`temp`	numbers
`nround`	number of rounding digits, defaults to '2'
`sprefix`	start prefix string, defaults to ”
`eprefix`	end postfix string, defaults to ”

Value

numbers formatted using 1000 separator

Add grid to time series plot

Description

Add grid to time series plot

Usage

rtsplot.grid(grid, xaxis.ticks, col = rtsplot.theme()$grid.color)
rtsplot.grid(grid, xaxis.ticks, col = rtsplot.theme()$grid.color)

Arguments

`grid`	which grid lines to draw, defaults to 'xy'
`xaxis.ticks`	location of x axis ticks
`col`	grid color, defaults to rtsplot.theme()$grid.color

Value

nothing

Create HL Plot

Description

Create HL Plot

Usage

rtsplot.hl(y, col = rtsplot.volume.col(y), border = rtsplot.theme()$col.border)
rtsplot.hl(y, col = rtsplot.volume.col(y), border = rtsplot.theme()$col.border)

Arguments

`y`	`xts` object
`col`	color for bars, defaults to rtsplot.volume.col
`border`	border color, defaults to rtsplot.theme()$col.border

Value

nothing

Examples

y = rtsplot.fake.stock.data(50, ohlc=TRUE)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'n')
 rtsplot.hl(y)
rtsplot.legend(symbol, 'black', y)

y = rtsplot.fake.stock.data(50, ohlc=TRUE)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'n')
 rtsplot.hl(y)
rtsplot.legend(symbol, 'black', y)

Create layout

Description

Create layout

Usage

rtsplot.layout(ilayout, delim = ",")
rtsplot.layout(ilayout, delim = ",")

Arguments

`ilayout`	matrix stored as a string
`delim`	delimiter, defaults to ','

Value

nothing

Plot legend - shortcut to the `legend` function

Description

Plot legend - shortcut to the legend function

Usage

rtsplot.legend(
  labels,
  fill = NULL,
  lastobs = NULL,
  x = "topleft",
  merge = FALSE,
  bty = "n",
  border = NA,
  yformat = rtsplot.format,
  cex = 1,
  ...
)
rtsplot.legend(
  labels,
  fill = NULL,
  lastobs = NULL,
  x = "topleft",
  merge = FALSE,
  bty = "n",
  border = NA,
  yformat = rtsplot.format,
  cex = 1,
  ...
)

Arguments

`labels`	legend labels
`fill`	fill colors, defaults to NULL
`lastobs`	list of last observations, defaults to NULL
`x`	location of legend, defaults to 'topleft'
`merge`	merge, defaults to FALSE, see `legend` function for more info
`bty`	box, defaults to 'n', see `legend` function for more info
`border`	border color, defaults to NA - no color
`yformat`	format Y values function, defaults to `rtsplot.format`
`cex`	font size, defaults to 1
`...`	other parameters to legend, see `legend` function for more info

Value

nothing

Examples

y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
rtsplot.legend(symbol, 'black', y)

y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
rtsplot.legend(symbol, 'black', y)

Add lines to time series plot

Description

Add lines to time series plot

Usage

rtsplot.lines(y, type = "l", col = graphics::par("col"), ...)
rtsplot.lines(y, type = "l", col = graphics::par("col"), ...)

Arguments

`y`	`xts` object
`type`	line type, defaults to 'l', for more info see `lines`
`col`	color, defaults to par('col')
`...`	additional parameters to the `lines`

Value

nothing

Examples

y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # moving average
sma = TTR::SMA(y, 250)

 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
 rtsplot.lines(sma, col='blue', lwd=1.5)
rtsplot.legend(c(symbol, 'SMA(250)'), 'black,blue', list(y,sma))

y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # moving average
sma = TTR::SMA(y, 250)

 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
 rtsplot.lines(sma, col='blue', lwd=1.5)
rtsplot.legend(c(symbol, 'SMA(250)'), 'black,blue', list(y,sma))

`matplot` version for `xts` object

Description

matplot version for xts object

Usage

rtsplot.matplot(
  y,
  dates = NULL,
  ylim = NULL,
  type = "l",
  cols = rtsplot.colors(ncol(y)),
  ...
)
rtsplot.matplot(
  y,
  dates = NULL,
  ylim = NULL,
  type = "l",
  cols = rtsplot.colors(ncol(y)),
  ...
)

Arguments

`y`	`xts` object
`dates`	subset of datesdefaults to NULL
`ylim`	range on Y values, defaults to NULL
`type`	plot type, defaults to 'l', see `plot` for details
`cols`	colors
`...`	additional parameters to the `matplot`

Value

nothing

Create OHLC Plot

Description

Plot ohlc if dx is sufficient otherwise bars

Usage

rtsplot.ohlc(y, col = rtsplot.theme()$col.border)
rtsplot.ohlc(y, col = rtsplot.theme()$col.border)

Arguments

`y`	`xts` object
`col`	color for bars, defaults to rtsplot.theme()$col.border

Value

nothing

Examples

y = rtsplot.fake.stock.data(50, ohlc=TRUE)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'n')
 rtsplot.ohlc(y)
rtsplot.legend(symbol, 'black', y)

rtsplot.theme.set(legend.bg.col=grDevices::adjustcolor('blue', 25/255))
rtsplot.corner.label('Logo \uA9', x=1, y=-1, cex = 0.7, space='figure', col='blue')
rtsplot.theme.set(legend.bg.col = grDevices::adjustcolor('white', 200/255))

y = rtsplot.fake.stock.data(50, ohlc=TRUE)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'n')
 rtsplot.ohlc(y)
rtsplot.legend(symbol, 'black', y)

rtsplot.theme.set(legend.bg.col=grDevices::adjustcolor('blue', 25/255))
rtsplot.corner.label('Logo \uA9', x=1, y=-1, cex = 0.7, space='figure', col='blue')
rtsplot.theme.set(legend.bg.col = grDevices::adjustcolor('white', 200/255))

Add polygon to time series plot

Description

Add polygon to time series plot

Usage

rtsplot.polygon(y, col = graphics::par("col"), ...)
rtsplot.polygon(y, col = graphics::par("col"), ...)

Arguments

`y`	`xts` object with 2 columns
`col`	color, defaults to par('col')
`...`	additional parameters to the `lines`

Value

nothing

Examples

y = rtsplot.fake.stock.data(1000, ohlc=TRUE) 
symbol = 'SPY'
	
 # moving average
bbands = TTR::BBands(quantmod::HLC(y), n=200, sd=1)[,c('up','dn')]	

 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
 col = grDevices::adjustcolor('green', 50/255)
 rtsplot.polygon(bbands, col = col)
rtsplot.legend(c(symbol, 'BBands'), c('black', col), list(y,bbands))

y = rtsplot.fake.stock.data(1000, ohlc=TRUE) 
symbol = 'SPY'
	
 # moving average
bbands = TTR::BBands(quantmod::HLC(y), n=200, sd=1)[,c('up','dn')]	

 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
 col = grDevices::adjustcolor('green', 50/255)
 rtsplot.polygon(bbands, col = col)
rtsplot.legend(c(symbol, 'BBands'), c('black', col), list(y,bbands))

Scale volume

Description

Scale volume

Usage

rtsplot.scale.volume(y)
rtsplot.scale.volume(y)

Arguments

`y`	`xts` object

Value

adjusted y object

Create Stacked plot

Description

Create Stacked plot

Usage

rtsplot.stacked(
  x,
  y,
  xlab = "",
  cols = rtsplot.colors(ncol(y)),
  type = c("l", "s"),
  flip.legend = FALSE,
  ...
)
rtsplot.stacked(
  x,
  y,
  xlab = "",
  cols = rtsplot.colors(ncol(y)),
  type = c("l", "s"),
  flip.legend = FALSE,
  ...
)

Arguments

`x`	dates object
`y`	matrix with weights
`xlab`	X label, defaults to ”, for more info see `plot`
`cols`	colors, defaults to colors `rtsplot.theme`
`type`	plot type: lines, step stairs c('l','s')
`flip.legend`	flag to reverse legend order, defaults to FALSE
`...`	additional parameters to the `plot`

Value

nothing

Add text to time series plot

Description

Add text to time series plot

Usage

rtsplot.text(y, ...)
rtsplot.text(y, ...)

Arguments

`y`	`xts` object
`...`	additional parameters to the `lines`

Value

nothing

Examples

y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
 rtsplot.text(y[100], 'Text', col='red')
rtsplot.legend(symbol, 'black', y)

y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'
	
 # plot
 layout(1)
 rtsplot(y, type = 'l', col='black')
 rtsplot.text(y[100], 'Text', col='red')
rtsplot.legend(symbol, 'black', y)

Plot volume

Description

Plot volume

Usage

rtsplot.volume(
  y,
  col = rtsplot.volume.col(y),
  border = rtsplot.theme()$col.border
)
rtsplot.volume(
  y,
  col = rtsplot.volume.col(y),
  border = rtsplot.theme()$col.border
)

Arguments

`y`	`xts` object
`col`	color for volume bars
`border`	color for volume bars border

Value

nothing

Highlight vertical segments

Description

Highlight vertical segments

Usage

rtsplot.x.highlight(y, highlight, col = rtsplot.theme()$col.x.highlight)
rtsplot.x.highlight(y, highlight, col = rtsplot.theme()$col.x.highlight)

Arguments

`y`	`xts` object
`highlight`	segments to highlight along X axis
`col`	highlight color, defaults to rtsplot.control$col.x.highlight

Value

nothing

Highlight horizontal segments

Description

Highlight horizontal segments

Usage

rtsplot.y.highlight(highlight, col = rtsplot.theme()$col.y.highlight)
rtsplot.y.highlight(highlight, col = rtsplot.theme()$col.y.highlight)

Arguments

`highlight`	segments to highlight along Y axis
`col`	highlight color, defaults to rtsplot.control$col.y.highlight

Value

nothing

Examples

# generate time series data
y = rtsplot.fake.stock.data(1000)

rsi = TTR::RSI(y, 20)	
 	
#set up two regions for graphs candlestick price data on top 2/3 of the plot
#and rsi on the bottom 1/3 of the plot
layout(c(1,1,2))  
	
rtsplot(y, type = 'line', plotX = FALSE)
  rtsplot.legend('SPY', 'grey70', y)

rtsplot(rsi, type = 'l')

col = grDevices::adjustcolor(c('green','red'), 80/255)
rtsplot.y.highlight(col=col[1], highlight=c(50,100))	
rtsplot.y.highlight(col=col[2], highlight=c(0,50))	
	
abline(h = 50, col = 'gray20')

rtsplot.legend('RSI(20)', 'black', rsi)

# generate time series data
y = rtsplot.fake.stock.data(1000)

rsi = TTR::RSI(y, 20)	
 	
#set up two regions for graphs candlestick price data on top 2/3 of the plot
#and rsi on the bottom 1/3 of the plot
layout(c(1,1,2))  
	
rtsplot(y, type = 'line', plotX = FALSE)
  rtsplot.legend('SPY', 'grey70', y)

rtsplot(rsi, type = 'l')

col = grDevices::adjustcolor(c('green','red'), 80/255)
rtsplot.y.highlight(col=col[1], highlight=c(50,100))	
rtsplot.y.highlight(col=col[2], highlight=c(0,50))	
	
abline(h = 50, col = 'gray20')

rtsplot.legend('RSI(20)', 'black', rsi)

Plot time series with second Y axis

Description

Detailed discussion for validity of dual Y axis at [Dual axes time series plots may be ok sometimes after all](http://freerangestats.info/blog/2016/08/18/dualaxes)

Usage

rtsplot2Y(y, las = 1, type = "l", col.axis = "red", ylim = NULL, log = "", ...)
rtsplot2Y(y, las = 1, type = "l", col.axis = "red", ylim = NULL, log = "", ...)

Arguments

`y`	`xts` object
`las`	rotation of Y axis labels, defaults to 1, for more info see `par`
`type`	plot type, defaults to 'l', for more info see `plot` also support 'ohlc', 'hl', 'candle', 'volume' types
`col.axis`	axis color, defaults to 'red'
`ylim`	range on Y values, defaults to NULL
`log`	log scale x, y, xy axes, defaults to ”
`...`	additional parameters to the `plot`

Value

nothing

Examples

# generate time series data
y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'

y1 = rtsplot.fake.stock.data(1000, 100)
symbol = 'IBM'
	
 # two Y axis example
 # to plot second Y axis, free some space on left side, set LeftMargin=3
 layout(1)
 cols = c('black', 'red')

 rtsplot(y, type = 'l', LeftMargin=3, col=cols[1])
			
 rtsplot2Y(y1, type='l', las=1, col=cols[2], col.axis=cols[2])

 rtsplot.legend('SPY(rhs),IBM(lhs)', cols, list(y,y1))

# generate time series data
y = rtsplot.fake.stock.data(1000)
symbol = 'SPY'

y1 = rtsplot.fake.stock.data(1000, 100)
symbol = 'IBM'
	
 # two Y axis example
 # to plot second Y axis, free some space on left side, set LeftMargin=3
 layout(1)
 cols = c('black', 'red')

 rtsplot(y, type = 'l', LeftMargin=3, col=cols[1])
			
 rtsplot2Y(y1, type='l', las=1, col=cols[2], col.axis=cols[2])

 rtsplot.legend('SPY(rhs),IBM(lhs)', cols, list(y,y1))

Package 'rtsplot'

Help Index

Theme

Description

Usage

Arguments

Value

'rtsplot' - Time series plot with base R Graphics.

Description

Usage

Arguments

Value

Author(s)

See Also

Examples

Create Candle Plot

Description

Usage

Arguments

Value

Examples

Bar Colors for Candle and Volume plots

Description

Usage

Arguments

Value

Plot corner label

Description

Usage

Arguments

Value

Examples

Generate fake stock data

Description

Usage

Arguments

Value

Examples

Format numbers using 1000 separator

Description

Usage

Arguments

Value

Add grid to time series plot

Description

Usage

Arguments

Value

Create HL Plot

Description

Usage

Arguments

Value

Examples

Create layout

Description

Usage

Arguments

Value

Plot legend - shortcut to the legend function

Description

Usage

Arguments

Value

Examples

Add lines to time series plot

Description

Usage

Arguments

Value

Examples

matplot version for xts object

Description

Usage

Arguments

Value

Create OHLC Plot

Description

Usage

Arguments

Plot legend - shortcut to the `legend` function

`matplot` version for `xts` object