Expiremental financial analysis and signals in R using quantmod.
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MIT-LICENSE
README.md
common.R
extrema.R
momentum.R
retractments.R
supstance.R
trend.R
volatility.R

README.md

dR - Expiremental financial analysis and signals using quantmod.

Each script in this directory contains a market analysis target which can be invoked using R / RScript:

$ Rscript volatility.R
			tr          atr trueHigh trueLow tr_atr_ratio is_high is_low atr_close_ratio is_sideways is_rising is_falling
2017-07-26 06:40:00     NA           NA       NA      NA           NA       0      0              NA           0         0          0
2017-07-26 08:30:00 0.0002           NA   1.0646  1.0644           NA       0      0              NA           0         0          0
2017-07-26 08:35:00 0.0002           NA   1.0647  1.0645           NA       0      0              NA           0         0          0
2017-07-26 08:40:00 0.0002           NA   1.0648  1.0646           NA       0      0              NA           0         0          0
2017-07-26 08:45:00 0.0003 0.0002360000   1.0650  1.0647    1.2711864       0      0    0.0002217003           0         0          0
2017-07-26 09:10:00 0.0000 0.0002036408   1.0644  1.0644    0.0000000       0      1    0.0001913198           1         0          1
2017-07-26 09:15:00 0.0001 0.0001994951   1.0644  1.0643    0.5012654       0      0    0.0001874250           1         0          1
2017-07-26 09:20:00 0.0001 0.0001955153   1.0644  1.0643    0.5114689       0      0    0.0001836859           1         0          1
2017-07-26 09:25:00 0.0001 0.0001916947   1.0644  1.0643    0.5216628       0      0    0.0001800627           1         0          1

....

$ R
> source("momentum.R")

...

Default symbols / lookup intervals / data directories are specified in common.R though may be overridden via the command line. See -h for more info:

$ Rscript trend.R -h
Usage: trend.R [options]

Options:
	--source=SOURCE
		Source of Data to Scan

	-s SYMBOL, --symbol=SYMBOL
		Symbol to Scan

	-i INTERVAL, --interval=INTERVAL
		Interval to Load

	-e EXTRAPOLATE, --extrapolate=EXTRAPOLATE
		Interval to Extrapolate To

	-y YEAR, --year=YEAR
		Historical Year to load

	-m MONTH, --month=MONTH
		Historical Month to load

	-d DAY, --day=DAY
		Historical Day to load

	-h, --help
		Show this help message and exit

Copyright (C) 2017 - Mo Morsi mo@morsi.org

Licensed under the MIT License