在Quantmod R中添加多个图表系列 [英] Adding Multiple Chart Series in Quantmod R

问题描述

我试图在R中的quantmod中的一个 chartSeries 上绘制两个图表。我在执行此操作时遇到了一些困难。

 库（quantmod）
代码<-c（'GLD'，'GDX'）
数据<-new.env（）
 getSymbols（tickers，src ='yahoo'，from ='1980-01-01'，env = data）
 chartSeries（Cl（data $ GLD）， TA = addTA（Cl（data $ GDX），on = 1））
 addRSI（）
  

解决方案

您可以使用 chart_Series 代替 chartSeries 。 p>

  chart_Series（Cl（data $ GLD））
 add_TA（Cl（data $ GDX），on = 1）
  

然后，如果要在子面板中的下面使用RSI，只需添加 add_RSI（） 。

另一种方法是使用版本<= 0.10.0的 xts （即完全不使用 quantmod ），您可以从

I am trying to plot two charts on one chartSeries in quantmod in R. I am having some difficulty doing this.

library(quantmod)    
tickers <- c('GLD', 'GDX')
data <- new.env()
getSymbols(tickers, src = 'yahoo', from = '1980-01-01', env = data)
chartSeries(Cl(data$GLD), TA="addTA(Cl(data$GDX), on=1)")
addRSI()

解决方案

You could use chart_Series instead of chartSeries.

chart_Series(Cl(data$GLD))
add_TA(Cl(data$GDX), on = 1)

And then if you want RSI below in a sub panel, just add add_RSI().

Another approach is to use version >= 0.10.0 of xts (i.e. don't use quantmod at all), which you can get from https://github.com/joshuaulrich/xts (0.10.0 is not yet on CRAN). The new plot function in xts is very friendly with plotting multiple columns of an xts object all at once. Check out ?plot.xts for examples of new functionality.

Edit #2:

To see relative changes more easily, you can normalise your price series in many ways. This is a typical approach (using a 0 origin is what Google charts does):

normalise_series <- function(xdat) xdat / coredata(xdat)[1]
getSymbols("USO")
window <- "2013/"

# Define colour of default chart line to chart_Series in mytheme object
# which is passed to chart_Series:
mytheme <- chart_theme()
mytheme$col$line.col <- "darkgreen"
chart_Series(normalise_series(Cl(data$GLD)[window]) - 1, theme = mytheme)
add_TA(normalise_series(Cl(data$GDX)[window]) - 1, on = 1, col = "red", lty = 3)
add_TA(normalise_series(Cl(USO)[window]) - 1, on = 1, col = "blue", lty =2)

add_TA(RSI(Cl(data$GLD)), on = NA, col = "darkgreen")
add_TA(RSI(Cl(data$GDX)), on = 2, col = "red", lty = 3)
# Or add RSIs on different subpanels to improve readability of charts:
add_TA(RSI(Cl(USO)), on = NA, col = "blue", lty = 2)

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