README.md

In pverspeelt/Quantfunctions: Contains a diverse set of functions and indicators to add functionality to Quantmod, TTR and Quantstrat

Quantfunctions

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.

Installation

You can install the development version of Quantfunctions from Github with:

library(remotes)
install_github("pverspeelt/Quantfunctions")

Chandelier Example

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

pverspeelt/Quantfunctions documentation built on Oct. 10, 2021, 1:01 p.m.