horizon in base graphics

horizon in base.r

require(RColorBrewer)
require(quantmod)
require(PerformanceAnalytics)

data(managers)

#let's do managers from 2002 to 2004 to get positive and negative
x <- cumprod(1+managers["2002::2004"])[,1] - 1

#get some decent colors from RColorBrewer
#we will use colors on the edges so 2:4 for red and 7:9 for blue
col.brew <- brewer.pal(name="RdBu",n=10)

#get this to ease using it later
n<-nrow(x)

#set scale to be 10%
horizonscale=0.1
#remove space around chart
par(mar=c(2,1,1,1))
plot(index(x), coredata(x), type="n", bty="n", las=1, yaxt="n", xlab=NA, ylab=NA, ylim=c(-horizonscale,horizonscale)) 
#thanks http://stackoverflow.com/questions/9630014/polygon-for-xts-objects
#draw first positive band
polygon(  
  index(x)[c(1,1:n,n)],  
  c(0,ifelse(coredata(x) > 0,coredata(x), 0),0),  
  col=col.brew[7]  
)
#draw first negative band
polygon(  
  index(x)[c(1,1:n,n)],  
  c(0,ifelse(coredata(x) < 0 ,coredata(x), 0),0),  
  col=col.brew[4]  
)
#overlay second positive band
polygon(  
  index(x)[c(1,1:n,n)],  
  c(0,ifelse(coredata(x) > 0.1,coredata(x) - 0.1, 0),0),  
  col=col.brew[8]  
)
#overlay second negative band
polygon(  
  index(x)[c(1,1:n,n)],  
  c(0,ifelse(coredata(x) < -0.1 ,coredata(x) + 0.1, 0),0),  
  col=col.brew[3]  
)
#overlay third positive band
polygon(  
  index(x)[c(1,1:n,n)],  
  c(0,ifelse(coredata(x) > 0.2 ,coredata(x) - 0.2, 0),0),  
  col=col.brew[9]  
)
#overlay third negative band
polygon(  
  index(x)[c(1,1:n,n)],  
  c(0,ifelse(coredata(x) < -0.2 ,coredata(x) + 0.2, 0),0),  
  col=col.brew[2]  
)
#little touch up to get a line at extending left to right
abline(h=0,col="black")
#add a line at the bottom of the chart
abline(h=par("usr")[3],col="black")


#now let's do it with a loop and flip the negative up
nbands = ceiling(max(abs(coredata(x)))/horizonscale)
plot(index(x), abs(coredata(x)), type="n", bty="n", las=1, yaxt="n", xaxt="n", xlab=NA, ylab=NA, ylim=c(0,horizonscale))
#thanks to helpful reader A. Zolot
par(usr=c(index(x)[1],index(x)[n],0,horizonscale),mar=c(2,1,1,1)) # 0-margines
for (i in 1:nbands) {
  #draw positive
  polygon(  
    c(index(x)[1], index(x), index(x)[n]),  
    c(0, coredata(x) - (i-1) * horizonscale,0),  
    col=col.brew[length(col.brew)-nbands+i-1],
    border=NA
  )
  #draw negative
  polygon(  
    c(index(x)[1], index(x), index(x)[n]),  
    c(0, -coredata(x) - (i-1) * horizonscale, 0),  
    col=col.brew[nbands-i+1],
    border=NA
  )
}
abline(h=0,col="black")
axis.Date(side=1,x=index(x),pos=0)