Candlestick charts using Plotly and Quantmod
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This post is dedicated to creating candlestick charts using Plotly’s R-API.
For more information on candlestick charts visit www.stockcharts.com.
We’ll also showcase Plotly’s awesome new range selector feature !
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plotlyCandleStick <- function(symbol = "MSFT",
fillcolor = "#ff6666",
hollowcolor = "#39ac73",
linewidth = 4,
plotcolor = "#3E3E3E",
papercolor = "#1E2022",
fontcolor = "#B3A78C",
startdate = "2015-01-01"){
# Get OHLC prices using quantmod
prices <- getSymbols(symbol, auto.assign = F)
prices <- prices[index(prices) >= startdate]
# Convert to dataframe
prices <- data.frame(time = index(prices),
open = as.numeric(prices[,1]),
high = as.numeric(prices[,2]),
low = as.numeric(prices[,3]),
close = as.numeric(prices[,4]),
volume = as.numeric(prices[,5]))
# Create line segments for high and low prices
plot.base <- data.frame()
plot.hollow <- data.frame()
plot.filled <- data.frame()
for(i in 1:nrow(prices)){
x <- prices[i, ]
# For high / low
mat <- rbind(c(x[1], x[3]),
c(x[1], x[4]),
c(NA, NA))
plot.base <- rbind(plot.base, mat)
# For open / close
if(x[2] > x[5]){
mat <- rbind(c(x[1], x[2]),
c(x[1], x[5]),
c(NA, NA))
plot.filled <- rbind(plot.filled, mat)
}else{
mat <- rbind(c(x[1], x[2]),
c(x[1], x[5]),
c(NA, NA))
plot.hollow <- rbind(plot.hollow, mat)
}
}
colnames(plot.base) <- colnames(plot.hollow) <- colnames(plot.filled) <- c("x", "y")
plot.base$x <- as.Date(as.numeric(plot.base$x))
plot.hollow$x <- as.Date(as.numeric(plot.hollow$x))
plot.filled$x <- as.Date(as.numeric(plot.filled$x))
hovertxt <- paste("Date: ", round(prices$time,2), "<br>",
"High: ", round(prices$high,2),"<br>",
"Low: ", round(prices$low,2),"<br>",
"Open: ", round(prices$open,2),"<br>",
"Close: ", round(prices$close,2))
# Base plot for High / Low prices
p <- plot_ly(plot.base, x = x, y = y, mode = "lines",
marker = list(color = '#9b9797'),
line = list(width = 1),
showlegend = F,
hoverinfo = "none")
# Trace for when open price > close price
p <- add_trace(p, data = plot.filled, x = x, y = y, mode = "lines",
marker = list(color = fillcolor),
line = list(width = linewidth),
showlegend = F,
hoverinfo = "none")
# Trace for when open price < close price
p <- add_trace(p, data = plot.hollow, x = x, y = y, mode = "lines",
marker = list(color = hollowcolor),
line = list(width = linewidth),
showlegend = F,
hoverinfo = "none")
# Trace for volume
p <- add_trace(p, data = prices, x = time, y = volume/1e6, type = "bar",
marker = list(color = "#ff9933"),
showlegend = F,
hoverinfo = "x+y",
yaxis = "y2")
# Trace for hover info
p <- add_trace(p, data = prices, x = time, y = high, opacity = 0, hoverinfo = "text",
text = hovertxt, showlegend = F)
# Layout options
p <- layout(p, xaxis = list(title = "", showgrid = F,
tickformat = "%b-%Y",
tickfont = list(color = fontcolor),
rangeselector = list(
x = 0.85, y = 0.97, bgcolor = "fontcolor",
buttons = list(
list(
count = 3,
label = "3 mo",
step = "month",
stepmode = "backward"),
list(
count = 6,
label = "6 mo",
step = "month",
stepmode = "backward"),
list(
count = 1,
label = "1 yr",
step = "year",
stepmode = "backward"),
list(
count = 1,
label = "YTD",
step = "year",
stepmode = "todate"),
list(step = "all")))),
yaxis = list(title = "Price", gridcolor = "#8c8c8c",
tickfont = list(color = fontcolor),
titlefont = list(color = fontcolor),
domain = c(0.30, 0.95)),
yaxis2 = list(gridcolor = "#8c8c8c",
tickfont = list(color = fontcolor),
titlefont = list(color = fontcolor),
side = "right",
domain = c(0, 0.2)),
paper_bgcolor = papercolor,
plot_bgcolor = plotcolor,
margin = list(r = 50, t = 50),
annotations = list(
list(x = 0.02, y = 0.25, text = "Volume(mil)", ax = 0, ay = 0, align = "left",
xref = "paper", yref = "paper", xanchor = "left", yanchor = "top",
font = list(size = 20, color = fontcolor)),
list(x = 0, y = 1, text = symbol, ax = 0, ay = 0, align = "left",
xref = "paper", yref = "paper", xanchor = "left", yanchor = "top",
font = list(size = 20, color = fontcolor)),
list(x = 0.1, y = 1,
text = paste("Start: ", format(min(prices$time), "%b-%Y"),
"<br>End: ", format(max(prices$time), "%b-%Y")),
ax = 0, ay = 0, align = "left",
xref = "paper", yref = "paper", xanchor = "left", yanchor = "top",
font = list(size = 10, color = fontcolor))
))
return(p)
}
library(plotly)
library(quantmod)
plotlyCandleStick("TSLA")
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