NDX at the end of the trading day

milktrader/intraday.r

@@ -0,0 +1,24 @@
+suppressMessages(require(milk))
+intradayplot <- function(x=val,  xlab=trunc(Sys.time() - (60*15), "min"), up.col='yellow', dn.col='yellow4', main='Nasdaq 100 components') {
+
+  ups   = length(val[val >0])
+  downs = length(val[val <0])
+
+  dens  =  density(na.omit(val))
+  x1    =  min(which(dens$x >= 0))
+  x2    =  max(which(dens$x <  1))
+  x3    =  min(which(dens$x >= -1))
+  x4    =  max(which(dens$x <  0))
+
+  png("intradayNDX.png")
+  plot(dens, xlab=xlab, ylab="", main=main, yaxt="n")
+  with(dens, polygon(x=c(x[c(x1,x1:x2,x2)]), y= c(0, y[x1:x2], 0), col=up.col))
+  with(dens, polygon(x=c(x[c(x3,x3:x4,x4)]), y= c(0, y[x3:x4], 0), col=dn.col))
+  legend("topleft", inset=.01,  legend=c(ups,downs), fill=c(up.col, dn.col), cex=.8, bty='n')
+}
+
+ndx = readLines('ndx')
+a = getQuote(ndx)
+foo = a[,4]
+val =  as.numeric(gsub("%","",foo,fixed=TRUE))/100
+intradayplot()

milktrader/ndx

@@ -0,0 +1 @@
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