Stocks with highstock

The highcharter package include highstocks libraries from highchartsJS to create stock or general timeline charts. Features sophisticated navigation for high-volume data, user annotations and range selectors.

Basics

Highstock work well with the quantmod package. It’s easy chart symbols using hchart(). Then you can add more series using hc_add_series().

library(quantmod)

x <- getSymbols("GOOG", auto.assign = FALSE)

hchart(x)

Obviously you can use the implemented API functions to edit the chart:

y <- getSymbols("AMZN", auto.assign = FALSE)

hchart(y, type = "ohlc") %>% 
  hc_title(text = "This is a Open-high-low-close chart with a custom theme") %>% 
  hc_add_theme(hc_theme_db())

Candlestick and OHLC charts

If you want to chart more symbols in you can use the hc_add_series() function. Don’t forget to specify type = "stock" to activate the navigator, range selector and other features of highstock.

highchart(type = "stock") %>% 
  hc_add_series(x) %>% 
  hc_add_series(y, type = "ohlc")

In the next example well chart xts class data:

usdjpy <- getSymbols("USD/JPY", src = "oanda", auto.assign = FALSE)
eurkpw <- getSymbols("EUR/KPW", src = "oanda", auto.assign = FALSE)

class(eurkpw)

## [1] "xts" "zoo"

hc <- highchart(type = "stock") %>% 
  hc_title(text = "Charting some Symbols") %>% 
  hc_subtitle(text = "Data extracted using quantmod package") %>% 
  hc_add_series(usdjpy, id = "usdjpy", name = "USD/JPY") %>% 
  hc_add_series(eurkpw, id = "eurkpw", name = "EUR/KPW")

hc

Flags

Previously we used the id parameter. This is necessary to add flags to relate series and flags:

library(dplyr)

set.seed(123)

data_flags <- data_frame(
  date = sample(time(usdjpy), size = 5),
  title = sprintf("E #%s", seq_along(date)),
  text = sprintf("An interesting event #%s in %s", seq_along(date), date)
)

glimpse(data_flags)

## Rows: 5
## Columns: 3
## $ date  <date> 2020-07-14, 2020-02-20, 2020-07-25, 2020-03-27, 2020-06-03
## $ title <chr> "E #1", "E #2", "E #3", "E #4", "E #5"
## $ text  <chr> "An interesting event #1 in 2020-07-14", "An interesting even...

hc %>% 
  hc_add_series(
    data_flags, 
    hcaes(x = date),
    type = "flags", 
    onSeries = "usdjpy"
    )

Advanced Example

You can do what you want. Use all the highchartsJS API to add axis, series, bands, etc.

SPY <- getSymbols("SPY", from = Sys.Date() - lubridate::years(1), auto.assign = FALSE)
SPY <- adjustOHLC(SPY)

SPY.SMA.10 <- SMA(Cl(SPY), n = 5)
SPY.SMA.200 <- SMA(Cl(SPY), n = 100)
SPY.RSI.14 <- RSI(Cl(SPY))
SPY.RSI.SellLevel <- xts(rep(70, NROW(SPY)), index(SPY))
SPY.RSI.BuyLevel <- xts(rep(30, NROW(SPY)), index(SPY))


highchart(type = "stock") %>% 
  # create axis :)
  hc_yAxis_multiples(create_yaxis(3, height = c(2, 1, 1), turnopposite = TRUE)) %>% 
  # series :D
  hc_add_series(SPY, yAxis = 0, name = "SPY") %>% 
  hc_add_series(SPY.SMA.10, yAxis = 0, name = "Fast MA") %>% 
  hc_add_series(SPY.SMA.200, yAxis = 0, name = "Slow MA") %>% 
  hc_add_series(SPY$SPY.Volume, color = "gray", yAxis = 1, name = "Volume", type = "column") %>% 
  hc_add_series(SPY.RSI.14, yAxis = 2, name = "Osciallator", color = hex_to_rgba("green", 0.7)) %>%
  hc_add_series(SPY.RSI.SellLevel, color = hex_to_rgba("red", 0.7), yAxis = 2, name = "Sell level") %>% 
  hc_add_series(SPY.RSI.BuyLevel, color = hex_to_rgba("blue", 0.7), yAxis = 2, name = "Buy level") %>% 
  hc_tooltip(valueDecimals = 2) %>% 
  hc_size(height = 800)

Joshua Kunst

2020-08-04

Basics

Candlestick and OHLC charts

Flags

Advanced Example