Poking around in the quantmod source there seemed stuff there that isn't documented. I had a look at the list of R/Finance 2011 papers but none of the talks seem to relate to quantmod or charting.
Does anyone know of papers, articles or documentation on quantmod, or applied use of it, published since 2009? (The quantmod.com site has no updates since 2008.)
BTW, this StackOverflow link How to show gaps in R/quantmod's chartSeries/candleChart plots recommends using Chart_Series instead of ChartSeries, but no further details on what else it contains (or if the "its alpha code" warning still applies).
I did stumble upon one paper: http://past.rinfinance.com/agenda/2009/xts_quantmod_workshop.pdf pages 49..72 cover the charting aspects of quantmod. (It is slides, so much much quicker to read than its 99 pages suggests.) Mostly basic usage, but it does show how to make your own TA, which is useful (though the yrange default did not work in my quick test, and I had to specify it explicitly).