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rquantmod

Creating a barchart connecting opening and closing prices

I saw in a book a monochrome barchart where closing prices are connected to next days' opening prices. Kind of like this https://www.trade.education/wp-content/uploads/ohlc-chart-bar-chart.jpg , but the opening and closing prices connected, so that it looks like one continuous line. Is it possible to do it in R? The closest I can come is with barChart with theme='white.mono' however opening and closing prices are not connected.

Solution

  • Not entirely clear what you want, but here are some possibilities using ggplot.

    # grab sample data
library(quantmod)
aapl <- getSymbols("AAPL", from="2015-06-01",auto.assign=FALSE)
names(aapl) <- sub("[^\\.]+\\.","",names(aapl))   # remove `AAPL.` from column names
df <- data.frame(date=index(aapl),aapl)           # ggplot needs a data.frame
# basic OHLC plot    
library(ggplot2)
library(scales)    # for date_format
ggplot(df, aes(x=date))+
  geom_linerange(aes(ymin=Low, ymax=High, color=ifelse(Close>Open,"Gain","Loss")))+
  geom_segment(aes(xend=date-0.3, y=Open,  yend=Open))+
  geom_segment(aes(xend=date+0.3, y=Close, yend=Close))+
  scale_color_manual(guide="none",values=c(Gain="green", Loss="red"))+
  scale_x_date(labels=date_format("%b-%Y"))+
  labs(x="",y="", title="AAPL")+
  theme_bw()


    # Intraday/Overnight plot
library(reshape2)   # for melt(...)
df.melt <- melt(subset(df,select=c(date,Open,Close)),id="date",value.name="price")
df.melt <- df.melt[order(df.melt$date),]
ggplot(df.melt, aes(x=date, y=price)) + 
  geom_line()+
  scale_x_date(labels=date_format("%b-%Y"))+
  labs(x="",y="", title="AAPL")+
  theme_bw()


    # same, color coded
ggplot(df.melt, aes(x=date, y=price)) + 
  geom_line(aes(color=ifelse(c(diff(price),NA)>0,"Gain","Loss"), group=NA))+
  scale_color_manual(guide="none",values=c(Gain="Green", Loss="Red"))+
  scale_x_date(labels=date_format("%b-%Y"))+
  labs(x="",y="", title="AAPL")+
  theme_bw()

    Edit: Response to OPs comment.

    Like this?

    df.melt <- melt(subset(df,select=c(date,Open,High,Low,Close)),id="date",value.name="price")
df.melt <- df.melt[order(df.melt$date),]
ggplot(df.melt, aes(x=date, y=price)) + 
  geom_line()+
  scale_x_date(labels=date_format("%b-%Y"))+
  labs(x="",y="", title="AAPL")+
  theme_bw()