kinzel / k_rrenko

Renko (R)

k_rrenko

About

k_rrenko is an in-development R package to build Ranko plots and tables.

Installation

Just copy and paste the code.

https://github.com/Kinzel/k_rrenko/blob/master/Renko.R

Variables

krenko_plot(Ativo, size, threshold, withDates)

• Ativo = a xts with close price
• size = the size of the renko bricks (no default)
• threshold = threshold size of trend brick (default = 1)

Example

Preparation

library(xts)
library(data.table)
library(ggplot2)

Data

set.seed(10)
data <- xts(x=abs(cumsum(rnorm(200))), order.by=as.POSIXct(Sys.Date()+1:200), born=as.POSIXct("1899-05-08"))

Code

krenko_plot(data, 1.25,withDates = F)

Creator comments

Work better with time-series. GAPs are created by 'size' choice. Increase 'size' to reduce the number of GAPS. To reduce 'size' I suggest to use your minimum time-series object (as 1M and 5M). Time-series with large time-frame (as 12 Hours, 1DAY, etc) and with big 'sizes' will result in a lot of GAPs. This is not a flaw in code, its how Renko works.

Changelog

0.1.3 2019-03-17

• Bug fixes.

0.1.2 - 2019-02-11

• Bug fixes.

0.1.1 - 2019-01-22

• Working fine.

0.1.0 - 2018-12-18

• Experimental use only.