horizon in quantmod

add_RSIhorizon.r

#code almost entirely from addRSI from quantmod package

# add_RSI {{{
add_RSI.test <- function (n=14, maType="EMA", ..., RSIup=70, RSIdn=30, horizonscale=25) {
  require(RColorBrewer)
  lenv <- new.env()
  lenv$plot_rsi <- function(x, n, maType, ...) {
    xdata <- x$Env$xdata
    xsubset <- x$Env$xsubset
    rsi <- RSI(Cl(xdata),n=n,maType=maType)[xsubset] - 50
    x.pos <- 1:NROW(rsi)
    theme <- x$Env$theme$rsi
    # vertical grid lines
    segments(axTicksByTime2(xdata[xsubset]),
             par("usr")[3], #min(-10,range(na.omit(macd))[1]), 
             axTicksByTime2(xdata[xsubset]),
             par("usr")[4], #max(10,range(na.omit(macd))[2]), col=x$Env$theme$grid)
             col=x$Env$theme$grid)
    #lines(x.pos, rep(RSIdn,length(x.pos)), col=theme$col$lines, lwd=1,lty=2,lend=2,...) 
    #lines(x.pos, rep(RSIup,length(x.pos)), col=theme$col$lines, lwd=1,lty=2,lend=2,...) 
    #lines(x.pos, rsi[,1], col=x$Env$theme$rsi$col$rsi, lwd=1.5,...) 
    col.brew <- brewer.pal(name="RdBu",n=10)
    rsi.clean <- rsi[,1]
    rsi.clean[is.na(rsi.clean[,1])] <- 0
    nbands = ceiling(max(abs(rsi.clean))/horizonscale)
    for (i in 1:nbands) {
      #draw positive
      polygon(  
        c(1,1:length(x.pos),length(x.pos)),  
        c(0,ifelse(rsi.clean > (i-1) * horizonscale, rsi.clean - (i-1) * horizonscale, 0),0),  
        col=col.brew[length(col.brew)-nbands+i-1],
        border=NA
      )
      #draw negative
      polygon(  
        c(1,1:length(x.pos),length(x.pos)),
        c(0,ifelse(rsi.clean < 0 & abs(rsi.clean) > (i-1) * horizonscale, abs(rsi.clean) - (i-1) * horizonscale, 0),0),  
        col=col.brew[nbands-i+1],
        border=NA
      )
    }
  }
  mapply(function(name,value) { assign(name,value,envir=lenv) }, 
         names(list(n=n,maType=maType,...)),
         list(n=n,maType=maType,...))
  exp <- parse(text=gsub("list","plot_rsi",
                         as.expression(substitute(list(x=current.chob(),
                                                       n=n,maType=maType,...)))),
               srcfile=NULL)
  
  plot_object <- current.chob()
  if(is.null(plot_object$Env$theme$rsi)) {
    plot_object$Env$theme$rsi$col$rsi   <- "saddlebrown"
    plot_object$Env$theme$rsi$col$lines <- "orange2"
  }
  xsubset <- plot_object$Env$xsubset
  rsi <- RSI(Cl(plot_object$Env$xdata),n=n,maType=maType)
  plot_object$add_frame(ylim=c(0,1),asp=0.2)
  plot_object$next_frame()
  lenv$xdata <- structure(rsi,.Dimnames=list(NULL, "rsi"))
  text.exp <- expression(text(c(1,
                                1+strwidth(paste("RSI(",n,"):",sep=""))),
                              0.3,
                              c(paste("RSI(",n,"):",sep=""),
                                round(last(xdata[xsubset]),5)),
                              col=c(1,theme$rsi$col$rsi),adj=c(0,0),cex=0.9,offset=0,pos=4))
  #plot_object$add(expression(rect(par("usr")[1],0,par("usr")[2],1,col=theme$grid,border="black")),expr=TRUE)
  plot_object$add(text.exp, env=c(lenv,plot_object$Env), expr=TRUE)
  
  plot_object$add_frame(ylim=c(0,horizonscale),asp=1,fixed=TRUE)
  plot_object$next_frame()
  
  # add grid lines
  lenv$grid_lines <- function(xdata,x) { c(RSIdn,RSIup) }
  # add grid lines
  exp <- c(expression(segments(1, grid_lines(xdata,xsubset),
                               NROW(xdata[xsubset]), grid_lines(xdata,xsubset), col=theme$grid)),exp,
           # add axis labels/boxes
           expression(text(1-1/3-max(strwidth(grid_lines(xdata,xsubset))),grid_lines(xdata,xsubset),
                           noquote(format(grid_lines(xdata,xsubset),justify="right")),
                           col=theme$labels,offset=0,pos=4,cex=0.9)),
           expression(text(NROW(xdata[xsubset])+1/3,grid_lines(xdata,xsubset),
                           noquote(format(grid_lines(xdata,xsubset),justify="right")),
                           col=theme$labels,offset=0,pos=4,cex=0.9)))
  plot_object$add(exp,env=c(lenv, plot_object$Env),expr=TRUE)
  plot_object
} # }}}

sample.r

require(quantmod)
getSymbols(IYR)
chart_Series(IYR)
add_RSIhorizon(horizonscale=25)
zoom_Chart("2012")