rpnf-package {rpnf} | R Documentation |
rpnf - The R Point & Figure Package
Description
rpnf is a tool set to create and analyze Point & Figure Charts for given time series or data frame objects.
Author(s)
Sascha Herrmann sascha.herrmann.consulting@gmail.com
References
Project Home Page http://rpnf.r-forge.r-project.org
Dorsey, Thomas J. Point and Figure Charting: The Essential Application for Forecasting and Tracking Market Prices. 3rd ed. Wiley Trading. Hoboken, N.J: John Wiley & Sons, 2007.
German version, which is the base for the package: Dorsey, Thomas. Sicher anlegen mit point & figure: klare Signale mit einfachen Methoden. Munich: FinanzBuch-Verl., 2000.
See Also
Examples
# Load rpnf library
library(rpnf)
# Load free available sample data
data(DOW)
# Determine point and figure informations for a linear chart with boxsize of 1 point
pnfdata <- pnfprocessor(
high=DOW$High,
low=DOW$Low,
date=DOW$Date,
boxsize=1L,
log=FALSE)
# Show the object obtained
str(pnfdata)
# Show the data obtained
pnfdata
# Create a TXT based plot with X and O's
pnfplottxt(pnfdata,boxsize=1L,log=FALSE)
# Create a more graphical plot
pnfplot(pnfdata)
## Not run:
### Second example: logarithmc example
# For most stocks and indices it is useful
# to do the analysis on a logarithmic scale.
# This can be done with pnfprocessor, too.
# Ensure to make use of the getLogBoxsize() function
# for an appropriate boxsize of a logarithmic chart.
# Determine point and figure informations for a logarithmic chart with boxsize 2\%
symbol.pnf <- pnfprocessor(
high=DOW$High,
low=DOW$Low,
date=DOW$Date,
boxsize=getLogBoxsize(2),
log=TRUE)
# View the result
tail(symbol.pnf)
#View(symbol.pnf)
# or plot it as a modern chart
pnfplot(symbol.pnf,main="P&F Plot DOW (log)")
# Or in the old traditional TXT style
pnfplottxt(symbol.pnf,boxsize=getLogBoxsize(2),log=TRUE,main="P&F Plot DOW (log)")
### Additional examples
# Examples for additional uses cases like
# - relative strength vs index
# - bullish percent of an index
# - and many others
# can be found in your local package library directory.
# Search for rpnf-example1.R, rpnf-example2.R and so on.
## End(Not run)
[Package rpnf version 1.0.5 Index]