library(financialds)
library(WindR)
library(xts)
library(TTR)
library(quantmod)
w.start()
codes = 'HC1805.SHF'
begintime = '2018-04-26'
endtime = '2018-04-27'
fields = 'open,high,low,close'
mat = w.wsi(codes, fields, begintime , endtime, 'BarSize=5')$Data
fr <- xts(mat[, -1], as.POSIXct(mat[, 1], origin = "1970-01-01"))
colnames(fr) <- c('Open', 'High', 'Low', 'Close')
fr$SMA10m <- SMA(fr[, grep('Close', colnames(fr))], 10)
fr$SMA5m <- SMA(fr[, grep('Close', colnames(fr))], 5)
fr <- na.omit(fr)
fr <- fr['T09:00:00/T22:00:00']
instrument = 'windDataTest'
assign(instrument,
fr,
.GlobalEnv)
r <- getTrends(symbol = instrument,interval=c(3,4))
chart_Series(fr)
#mark range high or low point
add_TA(
r$rangehigh,
on = 1,
col = 'purple',
pch = 15,
type = 'p',
cex = 2
)
add_TA(
r$rangelow,
on = 1,
col = 'red',
pch = 15,
type = 'p',
cex = 2
)
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