quantmod: chart_Series – R documentation

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chart_Series

Experimental Charting Version 2

Description

These are experimental functions for a new version of chartSeries in quantmod. Interface, behavior, and functionality will change.

Usage

chart_Series(x,
             name = deparse(substitute(x)), 
             type = "candlesticks", 
             subset = "",
             TA = "", 
             pars = chart_pars(), 
             theme = chart_theme(), 
             clev = 0,
             ...)

Arguments

`x`	time series object
`name`	name for chart
`type`	one of:
`subset`	an ISO8601 style character string indicating date range
`TA`	a character string of semi-colon seperated TA calls.
`pars`	chart parameters
`theme`	chart theme
`clev`	color level (experimental). Indicates the degree of brightness 0 is darkest color.
`...`	additional parameters

Details

These functions, when complete, will revert back to the original chartSeries naming convention.

Value

Called for graphical side effects.

Note

Highly experimental (read: alpha) use with caution.

Author(s)

Jeffrey A. Ryan

quantmod

Quantitative Financial Modelling Framework

v0.4.18

GPL-3

Authors

Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Wouter Thielen [ctb], Paul Teetor [ctb], Steve Bronder [ctb]

Initial release