# chartSeries demo
# Jeffrey A. Ryan 2008
require(quantmod)
chartSeries.demo <- function(x) {
data(sample_matrix, package="xts")
data <- as.xts(sample_matrix)
cat("A simple xts object:\n")
print(str(data))
cat("chartSeries(data)\n")
chartSeries(data)
readline("Press <Enter> to continue")
cat("Now we can add builtin indicators:\n\n")
cat("Moving Average Convergence Divergence Indicator (from TTR)\n> addMACD()\n")
plot(addMACD())
readline("Press <Enter> to continue")
cat("Add Bollinger Bands\n> addBBands()\n")
plot(addBBands())
readline("Press <Enter> to continue")
cat("Drop Bollinger Bands\n> dropTA('BBands')\n")
dropTA('BBands')
readline("Press <Enter> to continue")
cat("Zoom chart from full data to last 3 months\n> zoomChart(\"last 3 months\")\n")
zoomChart('last 3 months')
readline("Press <Enter> to continue")
cat("Zoom back to full data\n> zoomChart()\n\n")
zoomChart()
rm(data)
}
chartSeries.demo(data)
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