README.md

In RomanAbashin/rrenko: An R Package for Renko Charts

rrenko

About

rrenko is an in-development R package to efficiently build Renko charts with the help of ggplot2 and data.table. Renko charts are used to filter the signal from the noise in volatile stock movements.

Installation

devtools::install_github("RomanAbashin/rrenko")
library(rrenko)
library(ggplot2)
library(data.table)

Variables

renko(df, size, style)

• df = a data frame or data table with 2 variables: date (x-axis) and close (y-axis)
• size = the size of the renko bricks (default = 10)
• style = the visual style: modern or classic (default = "modern")

Examples

Data

set.seed(1702)
df <- data.frame(date = seq.Date(as.Date("2014-05-02"), as.Date("2018-05-04"), by = "week"),
                 close = abs(100 + cumsum(sample(seq(-4.9, 4.9, 0.1), 210, replace = TRUE))))

Code

devtools::install_github("RomanAbashin/rrenko")
library(renko)

renko(df, 5, style = "modern") + 
    labs(title = "Renko chart with R", x = "", y = "")

renko(df, 5, style = "classic") + 
    labs(title = "Renko chart with R", x = "", y = "")

Changelog

0.2.0 - 2018-12-15

• Added variable points = TRUE that adds the last close of one date as a geom_point
• Bug fixed where data table was not recognized
• Removed modularization due to bugs

0.1.3 - 2018-12-13

• Works in most cases except really and really small sizes.
• x-axis labels get repeated. This will get fixed at some point.
• renko() funtion expects specific variables names at the moment.

0.1.0 - 2018-12-13

• Still unstable.
• Lots of bugs.
• For experimental use only.

RomanAbashin/rrenko documentation built on May 28, 2019, 11:03 p.m.