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plotOHLC

Plot Open-High-Low-Close Bar Chart


Description

Plots open-high-low-close bar chart of a (financial) time series.

Usage

plotOHLC(x, xlim = NULL, ylim = NULL, xlab = "Time", ylab, col = par("col"),
         bg = par("bg"), axes = TRUE, frame.plot = axes, ann = par("ann"),
         main = NULL, date = c("calendar", "julian"), format = "%Y-%m-%d",
         origin = "1899-12-30", ...)

Arguments

x

a multivariate time series object of class "mts".

xlim, ylim, xlab, ylab, col, bg, axes, frame.plot, ann, main

graphical arguments, see plot, plot.default and par.

date

a string indicating the type of x axis annotation. Default is calendar dates.

format

a string indicating the format of the x axis annotation if date == "calendar". For details see format.POSIXct.

origin

an R object specifying the origin of the Julian dates if date == "calendar". Defaults to 1899-12-30 (Popular spreadsheet programs internally also use Julian dates with this origin).

...

further graphical arguments passed to plot.window, title, axis, and box.

Details

Within an open-high-low-close bar chart, each bar represents price information for the time interval between the open and the close price. The left tick for each bar indicates the open price for the time interval. The right tick indicates the closing price for the time interval. The vertical length of the bar represents the price range for the time interval.

The time scale of x must be in Julian dates (days since the origin).

Author(s)

A. Trapletti

See Also

Examples

con <- url("https://finance.yahoo.com")
if(!inherits(try(open(con), silent = TRUE), "try-error")) {
  close(con)
  ## Plot OHLC bar chart for the last 'nDays' days of the instrument
  ## 'instrument'

  nDays <- 50
  instrument <- "^gspc"

  start <- strftime(as.POSIXlt(Sys.time() - nDays * 24 * 3600),
                    format="%Y-%m-%d") 
  end <- strftime(as.POSIXlt(Sys.time()), format = "%Y-%m-%d") 
  x <- get.hist.quote(instrument = instrument, start = start, end = end,
                      retclass = "ts")

  plotOHLC(x, ylab = "price", main = instrument)
}

tseries

Time Series Analysis and Computational Finance

v0.10-48
GPL-2
Authors
Adrian Trapletti [aut], Kurt Hornik [aut, cre], Blake LeBaron [ctb] (BDS test code)
Initial release

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