Basic technical analysis (code excerpt)

ex commodity analysis 21apr18.r

# *-----------------------------------------------------------------
# | PROGRAM NAME: corn technical analysis 
# | DATE: 4/21/18 
# | CREATED BY: MATT BOGARD 
# | PROJECT FILE:            
# *----------------------------------------------------------------
# | PURPOSE: 
# *----------------------------------------------------------------

library(TTR)

library(quantmod)
library(xts)

#----------------------------------
# December 2018
#---------------------------------

dec18 <- read.csv(file="/Users/amandabogard/Google Drive/AGECON/Commodities and Futures/dec18corn.txt")

names(dec18)
head(dec18, n=10)

# convert to xts object
CZ18_DAILY <- xts(dec18[c("Open","High","Low","Close")], order.by = as.Date(dec18$Date)) 

# plot series
chartSeries(CZ18_DAILY['2018-04-16::2018-04-25'], type = "bars", theme = chartTheme("white"))

# add technicals
# addRSI(n=14)
# addSMA(n = 20, on = 1, with.col = Cl, overlay = TRUE, col = "brown")
# addSMA(n = 50, on = 1, with.col = Cl, overlay = TRUE, col = "blue")
# addSMA(n = 90, on = 1, with.col = Cl, overlay = TRUE, col = "orange")
# addMACD(fast = 12, slow = 26, signal = 9, type = "EMA")


#----------------------------------
# December 2019
#---------------------------------

# read data from text file
dec19 <- read.csv(file="/Users/amandabogard/Google Drive/AGECON/Commodities and Futures/dec19corn.txt") 
names(dec19) # check
head(dec19, n=10) # check

# convert to xts object
CZ19_DAILY <- xts(dec19[c("Open","High","Low","Close")], order.by = as.Date(dec19$Date)) 

# plot series
chartSeries(CZ19_DAILY, type = "bars", theme = chartTheme("white"))

# add technicals
addRSI(n=14)
addSMA(n = 20, on = 1, with.col = Cl, overlay = TRUE, col = "brown")
addSMA(n = 50, on = 1, with.col = Cl, overlay = TRUE, col = "blue")
# addSMA(n = 90, on = 1, with.col = Cl, overlay = TRUE, col = "orange")
addMACD(fast = 12, slow = 26, signal = 9, type = "EMA")