The goal of Quantfunctions is to extend quantmod or tidyquant with
additional functions like protective stops and technical indicators not
found in either of those packages nor in the TTR package. For example
the protective stops can be used for technical trading rules or plotted
on graphs like chartSeries from quantmod, plot.xts from xts,
geom_bar from tidyquant, or rtsplot from rtsplot.
You can install the development version of Quantfunctions from Github with:
library(remotes)
install_github("pverspeelt/Quantfunctions")The following example shows how to add a chandelier stop to an rtsplot
from the rtsplot package.
library(quantmod)
library(Quantfunctions)
library(rtsplot)
ADM <- getSymbols("ADM", from = "2018-01-01", to = "2018-07-01", auto.assign = FALSE)
ADM_chandelier <- chandelier(ADM)
rtsplot(ADM, type = "candle")
rtsplot.lines(ADM_chandelier, col = "blue")
rtsplot.legend(labels = c("ADM", 'chandelier'),
fill = c("black", "blue"),
list(ADM$ADM.Close, ADM_chandelier))
This readme was created on: 2021-09-12