How to overlay multiple TA in new plot using quant

问题:

We can plot candle stick chart using chart series function chartSeries(Cl(PSEC)) I have created some custom values (I1,I2 and I3) which I want to plot together(overlay) outside the candle stick pattern. I have used addTA() for this purpose

chartSeries(Cl(PSEC)), TA="addTA(I1,col=2);addTA(I2,col=3);addTA(I3,col=4)")

The problem is that it plots four plots for Cl(PSEC),I1,I2 and I3 separately instead of two plots which I want Cl(PSEC) and (I1,I2,I3)

EDITED

For clarity I am giving a sample code with I1, I2 and I3 variable created for this purpose

library(quantmod)
PSEC=getSymbols("PSEC",auto.assign=F)
price=Cl(PSEC)
I1=SMA(price,3)
I2=SMA(price,10)
I3=SMA(price,15)
chartSeries(price, TA="addTA(I1,col=2);addTA(I2,col=3);addTA(I3,col=4)")

回答1:

Here is an option which preserves largely your original code. You can obtain the desired result using the option on=2 for each TA after the first:

library(quantmod)
getSymbols("PSEC")
price <- Cl(PSEC)
I1 <- SMA(price,3)
I2 <- SMA(price,10)
I3 <- SMA(price,15)
chartSeries(price, TA=list("addTA(I1, col=2)", "addTA(I2, col=4, on=2)",
                           "addTA(I3, col=5, on=2)"), subset = "last 6 months")

If you want to overlay the price and the SMAs in one chart, you can use the option on=1 for each TA.

Thanks to @hvollmeier who made me realize with his answer that I had misunderstood your question in the previous version of my answer.

PS: Note that several options are described in ?addSMA(), including with.col which can be used to select a specific column of the time series (Cl is the default column).

回答2:

If I understand you correctly you want the 3 SMAs in a SUBPLOT and NOT in your main chart window.You can do the following using newTA. Using your data:

PSEC=getSymbols("PSEC",auto.assign=F)
price=Cl(PSEC)

Now plotting a 10,30,50 day SMA in a window below the main window:

chartSeries(price['2016'])
newSMA <- newTA(SMA, Cl, on=NA)
newSMA(10)
newSMA(30,on=2)
newSMA(50,on=2)

The key is the argument on. Use on = NA in defining your new TA function, because the default value foron is 1, which is the main window. on = NA plots in a new window. Then plot the remaining SMAs to the same window as the first SMA. Style the colours etc.to your liking :-).

回答3:

You may want to consider solving this task using plotting with the newer quantmod charts in the quantmod package (chart_Series as opposed to chartSeries).

Pros: -The plots look cleaner and better (?) -have more flexibility via editing the pars and themes options to chart_Series (see other examples here on SO for the basics of things you can do with pars and themes) Cons: -Not well documented.

PSEC=getSymbols("PSEC",auto.assign=F)
price=Cl(PSEC)
chart_Series(price, subset = '2016')
add_TA(SMA(price, 10))
add_TA(SMA(price, 30), on = 2, col = "green")
add_TA(SMA(price, 50), on = 2, col = "red")


# Make plot all at once (this approach is useful in shiny applications):
print(chart_Series(price, subset = '2016', TA = 'add_TA(SMA(price, 10), yaxis = list(0, 10));
add_TA(SMA(price, 30), on = 2, col = "purple"); add_TA(SMA(price, 50), on = 2, col = "red")'))