srkrambo / 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(250))), order.by=as.POSIXct(Sys.Date()+1:250), born=as.POSIXct("1899-05-08"))

Code

krenko_plot(data, 1,withDates = F)

Creator Comments

Gaps in xts will create abnormal bricks in the plot. The first brick of the above plot is a example - there is a jump. Plot work perfectly in smooth continuous time-series. The table (krenko) is not affected.

Changelog

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.