rpnf - The R Point & Figure Package

Description

rpnf is a tool set to create and analyze Point & Figure Charts for given time series or data frame objects.

Author(s)

Sascha Herrmann sascha.herrmann.consulting@gmail.com

References

Project Home Page http://rpnf.r-forge.r-project.org

Dorsey, Thomas J. Point and Figure Charting: The Essential Application for Forecasting and Tracking Market Prices. 3rd ed. Wiley Trading. Hoboken, N.J: John Wiley & Sons, 2007.

German version, which is the base for the package: Dorsey, Thomas. Sicher anlegen mit point & figure: klare Signale mit einfachen Methoden. Munich: FinanzBuch-Verl., 2000.

See Also

pnfprocessor

pnfplot

pnfplottxt

Examples

# Load rpnf library
library(rpnf) 
# Load free available sample data 
data(DOW) 
# Determine point and figure informations for a linear chart with boxsize of 1 point
pnfdata <- pnfprocessor(
  high=DOW$High,
  low=DOW$Low,
  date=DOW$Date,
  boxsize=1L,
  log=FALSE)  
# Show the object obtained
str(pnfdata)
# Show the data obtained
pnfdata
# Create a TXT based plot with X and O's
pnfplottxt(pnfdata,boxsize=1L,log=FALSE)
# Create a more graphical plot 
pnfplot(pnfdata)
## Not run: 
### Second example: logarithmc example
# For most stocks and indices it is useful
# to do the analysis on a logarithmic scale.
# This can be done with pnfprocessor, too. 
# Ensure to make use of the getLogBoxsize() function 
# for an appropriate boxsize of a logarithmic chart.
# Determine point and figure informations for a logarithmic chart with boxsize 2\% 
symbol.pnf <- pnfprocessor(
  high=DOW$High,
  low=DOW$Low,
  date=DOW$Date,
  boxsize=getLogBoxsize(2),
  log=TRUE)  

# View the result
tail(symbol.pnf)
#View(symbol.pnf)

# or plot it as a modern chart
pnfplot(symbol.pnf,main="P&F Plot DOW (log)")
# Or in the old traditional TXT style
pnfplottxt(symbol.pnf,boxsize=getLogBoxsize(2),log=TRUE,main="P&F Plot DOW (log)")

### Additional examples
# Examples for additional uses cases like
# - relative strength vs index
# - bullish percent of an index
# - and many others 
# can be found in your local package library directory.
# Search for rpnf-example1.R, rpnf-example2.R and so on.

## End(Not run)

This is some free available quote data for the DOW Chemical Company.

Description

End of day open, high, low, close and volume, dividends and splits, and split/dividend adjusted open, high, low close and volume for Dow Chemical Company (The) (DOW). Data are freely available at https://www.quandl.com/data/WIKI/DOW, and may be copy, distribute, disseminate or include the data in other products for commercial and/or noncommercial purposes. This data is part of Quandl's Wiki initiative to get financial data permanently into the public domain. Quandl relies on users like you to flag errors and provide data where data is wrong or missing. Get involved: connect@quandl.com

Author(s)

Sascha Herrmann sascha.herrmann.consulting@gmail.com

References

https://www.quandl.com/data/WIKI/DOW

Returns the lower bound value for a given boxnumber

Description

Returns the lower bound value for a given boxnumber

Usage

box2lower(boxnumber, boxsize = 1, log = FALSE)

Arguments

Returns the upper bound value for a given boxnumber

Description

Returns the upper bound value for a given boxnumber

Usage

box2upper(boxnumber, boxsize = 1, log = FALSE)

Arguments

This function identifies chart signals in an [0,100]-Points Bullish Percent Chart

Description

This function identifies chart signals in an [0,100]-Points Bullish Percent Chart

Usage

bp.signalprocessor(data)

Arguments

Identifiy for a given P&F Table the current vertical price objective triggered by the last signal reversal.

Description

Identifiy for a given P&F Table the current vertical price objective triggered by the last signal reversal.

Usage

currentVPOBreakoutMethod(data, reversal, boxsize, log)

Arguments

Identifiy for a given P&F Table the current vertical price objective triggered by the last signal reversal.

Description

Identifiy for a given P&F Table the current vertical price objective triggered by the last signal reversal.

Usage

currentVPOReversalMethod(data, reversal, boxsize, log)

Arguments

returns true if given column c matches exactly previous column of same type (this is always column c-2)

Description

returns true if given column c matches exactly previous column of same type (this is always column c-2)

Usage

doubleBottom(redData, column)

Arguments

Returns true if given column c matches exactly previous column of same type (this is always column c-2)

Description

Returns true if given column c matches exactly previous column of same type (this is always column c-2)

Usage

doubleTop(redData, column)

Arguments

Returns true if given column c drops below prevois column of same type (this is always column c-2)

Description

Returns true if given column c drops below prevois column of same type (this is always column c-2)

Usage

fallingBottom(redData, column)

Arguments

returns true if given column c drops below previous column of same type (this is always column c-2)

Description

returns true if given column c drops below previous column of same type (this is always column c-2)

Usage

fallingTop(redData, column)

Arguments

Determine an appropriate boxsize, if you want to use logarithmic scale.

Description

This function returns an appropriate boxsize if you want to do your point and figure analysis with an logarithmic scale.

Usage

getLogBoxsize(percent)

Arguments

Value

a numeric value which is equivalent to the percental change given on a logarithmic scale

Examples

# apply it with pnfprocessor
library(rpnf) # Load rpnf library
data(DOW) # Load some example data

# return appropriate value for 1% boxsize
getLogBoxsize(percent=1)

pnfprocessor(
 high=DOW$High,
 low=DOW$Low,
 date=DOW$Date,
 boxsize=getLogBoxsize(percent=1),
 log=TRUE)

Returns the maximum box number in given column

Description

Returns the maximum box number in given column

Usage

maxBox(redData, column)

Arguments

Returns the minimum box number in given column

Description

Returns the minimum box number in given column

Usage

minBox(redData, column)

Arguments

Determine the next box frontier for current quote(s) given a recent XO-status.

Description

Note: offset should only be used for reversal calculation

Usage

nextBox(quote, status, boxsize = 1, log = FALSE)

Arguments

Determine the next reversal frontier for current quote(s) given a recent XO-status.

Description

Determine the next reversal frontier for current quote(s) given a recent XO-status.

Usage

nextReversal(quote, status, reversal = 3L, boxsize = 1, log = FALSE)

Arguments

Generate a modern point and figure plot

Description

Generate a modern point and figure plot

Usage

pnfplot(data, reversal = 3, boxsize = 1, log = FALSE, ...)

Arguments

References

http://rpnf.r-forge.r-project.org

See Also

pnfprocessor

pnfplottxt

Examples

library(rpnf) # Load rpnf library
data(DOW) # (Offline) Load free available sample data from https://www.quandl.com/data/WIKI/DOW
pnfdata <- pnfprocessor(
  high=DOW$High,
  low=DOW$Low,
  date=DOW$Date,
  boxsize=1L,
  log=FALSE)  
pnfplot(pnfdata,boxsize=1L,log=FALSE)

Generate a classical TXT point and figure plot.

Description

THIS FUNCTION IS STILL UNDER DEVELOPMENT, THEREFORE IT MIGHT BE SUBJECT TO CHANGE!

Usage

pnfplottxt(data, reversal = 3, boxsize = 1, log = FALSE, main = NULL,
  sub = NULL)

Arguments

References

http://rpnf.r-forge.r-project.org

See Also

pnfprocessor

pnfplot

Examples

library(rpnf) # Load rpnf library
data(DOW) # (Offline) Load free available sample data from https://www.quandl.com/data/WIKI/DOW
pnfdata <- pnfprocessor(
  high=DOW$High,
  low=DOW$Low,
  date=DOW$Date,
  boxsize=1L,
  log=FALSE)  
pnfplottxt(pnfdata,boxsize=1L,log=FALSE)

Generate all point and figure informations for a given time series.

Description

Please ensure that high, low and date are all ordered according to the Date column.

Usage

pnfprocessor(high, low = high, date, reversal = 3L, boxsize = 1L,
  log = FALSE, style = "xo")

Arguments

Value

returns a data table with all point and figure information in it

References

http://rpnf.r-forge.r-project.org

See Also

pnfplot

pnfplottxt

Examples

library(rpnf) # Load rpnf library
data(DOW) # (Offline) Load free available sample data from https://www.quandl.com/data/WIKI/DOW
pnfdata <- pnfprocessor(
  high=DOW$High,
  low=DOW$Low,
  date=DOW$Date,
  boxsize=1L,
  log=FALSE)  
pnfdata

Converts a single or a vector of quotes into integer boxnumbers for P&F-Analysis.

Description

Converts a single or a vector of quotes into integer boxnumbers for P&F-Analysis.

Usage

quote2box(quote, boxsize = 1, log = FALSE)

Arguments

Value

a single or a vector of integer boxnumbers This function transforms a given quote into an unique integer box number

Determines the boxnumber for a given tuple of quotes,status,boxsize and log.

Description

Determines the boxnumber for a given tuple of quotes,status,boxsize and log.

Usage

quoteToBoxnumber(quote, status, boxsize, log)

Arguments

Value

a vector of integer boxnumbers

Scales a quote. In case log==TRUE this is logarithmic scale, original scale otherwise.

Description

Scales a quote. In case log==TRUE this is logarithmic scale, original scale otherwise.

Usage

quoteToScale(x, log)

Arguments

Value

scaled quote

returns true if given column c exceeds prevois column of same type (this is always column c-2)

Description

returns true if given column c exceeds prevois column of same type (this is always column c-2)

Usage

raisingBottom(redData, column)

Arguments

Returns true if given column c exceeds previous column of same type (this is always column c-2)

Description

Returns true if given column c exceeds previous column of same type (this is always column c-2)

Usage

raisingTop(redData, column)

Arguments

This function analyzes a (preliminary) P&F Chart for Bullish Support Line and Bearish Resistance Line

Description

Finding the appropriate trendlines is explained very good at http://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:pnf_charts:pnf_trendlines.

Usage

rs.signal.processor(data)

Arguments

See Also

http://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:pnf_charts:pnf_trendlines

Rescales a scaled quote to original scale.

Description

Rescales a scaled quote to original scale.

Usage

scaleToQuote(x, log)

Arguments

Value

scaled quote

analyze transitions of signal states

Description

analyze transitions of signal states

Usage

signalanalyzer(signal, probability = TRUE)

Arguments

This function adds Vertical Price Objectives calculated with the Bullish Breakout and Bearish Breakdown Method (BM) to an P&F Table.

Description

Finding the appropriate price objectives has been explained very good at http://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:point_and_figure_pri, but this documentation is no longer available. The function adds columns vpo_bm_boxnumber and vpo_bm_price to the given P&F Table. vpo_bm_bonumber contains the boxnumber of the price objective, while vpo_bm_price contains the real price objective.

Usage

xo.priceobjective.processor(data, reversal, boxsize, log)

Arguments

Determine the XO development of a given time series.

Description

This is the main PNF-Workhorse, which transforms a given time series into X and O's. Furthermore it provides already simple Buy/Sell signals, based on checking if the second last colum.

Usage

xo.processor(high, low = high, date, reversal = 3L, boxsize = 1,
  log = FALSE)

Arguments

Analyzes a given PNF time-series for Buy&Sell patterns

Description

Analyzes a given PNF time-series for Buy&Sell patterns

Usage

xo.signalprocessor(data, reversal = 3)

Arguments