[Candlesticks-commits] r9 - in pkg: . R man
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noreply at r-forge.r-project.org
Fri Feb 10 10:38:58 CET 2012
Author: wotuzu17
Date: 2012-02-10 10:38:58 +0100 (Fri, 10 Feb 2012)
New Revision: 9
Removed:
pkg/R/CloseToSMA.R
pkg/R/PriceLocation.R
Modified:
pkg/DESCRIPTION
pkg/NAMESPACE
pkg/man/CSPDarkCloudCover.Rd
pkg/man/CSPHarami.Rd
pkg/man/CSPKicking.Rd
pkg/man/CSPLongCandle.Rd
pkg/man/CSPNLongWhiteCandles.Rd
pkg/man/CSPPiercingPattern.Rd
pkg/man/CSPStar.Rd
pkg/man/CSPStomache.Rd
pkg/man/CandleLength.Rd
Log:
cleaned documentation files
Modified: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/DESCRIPTION 2012-02-10 09:38:58 UTC (rev 9)
@@ -1,8 +1,8 @@
Package: candlesticks
Type: Package
Title: Candlestick Pattern Recognition
-Version: 0.1-7
-Date: 2012-01-20
+Version: 0.1-8
+Date: 2012-02-10
Author: Andreas Voellenklee
Maintainer: Andreas Voellenklee <wotuzu17 at gmail.com>
Depends: R (>= 2.13), xts (>= 0.8-2), quantmod (>= 0.3-17), TTR (>= 0.21-0)
Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/NAMESPACE 2012-02-10 09:38:58 UTC (rev 9)
@@ -33,7 +33,6 @@
# special functions
export(CandleBodyLength)
export(CandleLength)
-export(CloseToSMA)
-export(is.HL)
-export(is.OC)
-export(PriceLocation)
+# export(is.HL)
+# export(is.OC)
+
Deleted: pkg/R/CloseToSMA.R
===================================================================
--- pkg/R/CloseToSMA.R 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/R/CloseToSMA.R 2012-02-10 09:38:58 UTC (rev 9)
@@ -1,9 +0,0 @@
-CloseToSMA <- function(TS, n=20) {
- if (!has.Cl(TS)) {
- stop("Price series must contain Close prices")
- }
- result <- Cl(TS)/SMA(Cl(TS),n=n)
- colnames(result) <- paste(colnames(Cl(TS)),"_SMA",n,sep="")
- return(result)
- # values >1 indicate close price above SMA line
-}
\ No newline at end of file
Deleted: pkg/R/PriceLocation.R
===================================================================
--- pkg/R/PriceLocation.R 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/R/PriceLocation.R 2012-02-10 09:38:58 UTC (rev 9)
@@ -1,11 +0,0 @@
-PriceLocation <- function(TS, n=252, sectors=3) {
- if (!has.Cl(TS)) {
- stop("Price series must contain Close prices")
- }
- DC <- DonchianChannel(Cl(TS), n=n)
- pos <- (Cl(TS)-DC[,'low'])/(DC[,'high']-DC[,'low'])
- sector <- floor(pos*sectors*.9999999999999)
- result <- cbind(pos,sector)
- colnames(result) <- c("pos", "sector")
- return(result)
-}
\ No newline at end of file
Modified: pkg/man/CSPDarkCloudCover.Rd
===================================================================
--- pkg/man/CSPDarkCloudCover.Rd 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/man/CSPDarkCloudCover.Rd 2012-02-10 09:38:58 UTC (rev 9)
@@ -8,7 +8,7 @@
\item{TS}{xts Time Series containing Open and Close Prices}
}
\details{
-A white candlestick is followed by a gap higher during the next day while the market is in uptrend. The day ends up as a black candlestick, which closes more than halfway into the prior black candlestick’s real body.
+A white candlestick is followed by a gap higher during the next day while the market is in uptrend. The day ends up as a black candlestick, which closes more than halfway into the prior black candlestick's real body.
}
\value{
A xts object containing the column:
Modified: pkg/man/CSPHarami.Rd
===================================================================
--- pkg/man/CSPHarami.Rd 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/man/CSPHarami.Rd 2012-02-10 09:38:58 UTC (rev 9)
@@ -7,7 +7,7 @@
\arguments{
\item{TS}{xts Time Series containing Open, High, Low and Close Prices}
\item{excludeDoji}{if TRUE the second candle must not be a doji}
- \item{dojiBLRatio}{maximum body to lenght ratio to identify the second candle as doji, default = .1}
+ \item{DojiBLRatio}{maximum body to lenght ratio to identify the second candle as doji, default = .1}
}
\details{
Number of candle lines: \bold{2}\cr\cr
Modified: pkg/man/CSPKicking.Rd
===================================================================
--- pkg/man/CSPKicking.Rd 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/man/CSPKicking.Rd 2012-02-10 09:38:58 UTC (rev 9)
@@ -15,7 +15,7 @@
\details{
Number of candle lines: \bold{2}\cr\cr
\emph{Bullish Kicking Pattern:}\cr
- The Bullish Kicking Pattern is a White Marubozu following a Black Marubozu. After the Black Marubozu, market gaps higher on the opening and it opens with a gap above the prior session’s opening thus forming a White Marubozu. This pattern is filtered with the option \code{ignoreShadows=FALSE}, and occurs very scarcely.\cr
+ The Bullish Kicking Pattern is a White Marubozu following a Black Marubozu. After the Black Marubozu, market gaps higher on the opening and it opens with a gap above the prior session's opening thus forming a White Marubozu. This pattern is filtered with the option \code{ignoreShadows=FALSE}, and occurs very scarcely.\cr
A less strict filter rule is when \code{ignoreShadows=TRUE}. In this case, the pattern is detected when a long black candle body follows a long white candle body, and the open of the first candle is lower than the open of the second candle.\cr\cr
\emph{Bearish Kicking Pattern:}\cr
Opposite of Bullish Kicking Pattern.
Modified: pkg/man/CSPLongCandle.Rd
===================================================================
--- pkg/man/CSPLongCandle.Rd 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/man/CSPLongCandle.Rd 2012-02-10 09:38:58 UTC (rev 9)
@@ -12,11 +12,10 @@
\usage{
CSPLongCandle(TS, n=20, threshold=1.5)
CSPShortCandle(TS, n=20, threshold=1)
-CSPLongCandelBody(OCTS, n=20, threshold=1.5)
-CSPShortCandleBody(OCTS, n=20, threshold=1)}
+CSPLongCandleBody(TS, n=20, threshold=1.5)
+CSPShortCandleBody(TS, n=20, threshold=1)}
\arguments{
\item{TS}{xts Time Series containing OHLC prices}
- \item{OCTS}{xts Time Series containing Open and Close prices}
\item{n}{number of preceding candles to calculate median candle length}
\item{threshold}{minimum/maximum candle length in relation to the median candle length of \code{n} preceding candles}
}
Modified: pkg/man/CSPNLongWhiteCandles.Rd
===================================================================
--- pkg/man/CSPNLongWhiteCandles.Rd 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/man/CSPNLongWhiteCandles.Rd 2012-02-10 09:38:58 UTC (rev 9)
@@ -1,4 +1,5 @@
\name{CSPNLongWhiteCandles}
+\alias{CSPNLongCandles}
\alias{CSPNLongWhiteCandles}
\alias{CSPNLongBlackCandles}
\alias{CSPNLongWhiteCandleBodies}
@@ -8,12 +9,11 @@
\usage{
CSPNLongWhiteCandles(TS, N=2, n=20, threshold=1.5)
CSPNLongBlackCandles(TS, N=2, n=20, threshold=1.5)
-CSPNLongWhiteCandleBodies(TSOC, N=2, n=20, threshold=1.5)
-CSPNLongBlackCandleBodies(TSOC, N=2, n=20, threshold=1.5)
+CSPNLongWhiteCandleBodies(TS, N=2, n=20, threshold=1.5)
+CSPNLongBlackCandleBodies(TS, N=2, n=20, threshold=1.5)
}
\arguments{
\item{TS}{xts Time Series containing OHLC prices}
- \item{TSOC}{xts Time Series containing Open and Close prices}
\item{N}{number of candles to test}
\item{n}{number of preceding candles to calculate median candle length}
\item{threshold}{minimum/maximum candle length in relation to the median candle length of \code{n} preceding candles}
Modified: pkg/man/CSPPiercingPattern.Rd
===================================================================
--- pkg/man/CSPPiercingPattern.Rd 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/man/CSPPiercingPattern.Rd 2012-02-10 09:38:58 UTC (rev 9)
@@ -8,7 +8,7 @@
\item{TS}{xts Time Series containing Open and Close Prices}
}
\details{
-A black candlestick is followed by a gap lower during the next day while the market is in downtrend. The day ends up as a white candlestick, which closes more than halfway into the prior black candlestick’s real body.
+A black candlestick is followed by a gap lower during the next day while the market is in downtrend. The day ends up as a white candlestick, which closes more than halfway into the prior black candlestick's real body.
}
\value{
A xts object containing the column:
Modified: pkg/man/CSPStar.Rd
===================================================================
--- pkg/man/CSPStar.Rd 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/man/CSPStar.Rd 2012-02-10 09:38:58 UTC (rev 9)
@@ -16,9 +16,9 @@
\details{
Number of candle lines: \bold{3}\cr\cr
\emph{Morning Star:}\cr
- The market is in downtrend. The first candlestick is a long black body; the second one is a small real body of either color. It is characteristically marked with a gap in lower direction thus forming a star. Finally we see the black candlestick with a closing price well within first session’s black real body. This pattern clearly shows that the market now turned bullish.\cr\cr
+ The market is in downtrend. The first candlestick is a long black body; the second one is a small real body of either color. It is characteristically marked with a gap in lower direction thus forming a star. Finally we see the black candlestick with a closing price well within first session's black real body. This pattern clearly shows that the market now turned bullish.\cr\cr
\emph{Evening Star:}\cr
- The market is in uptrend. The first candlestick is a long white body; the second one is a small real body of either color. It is characteristically marked with a gap in higher direction thus forming a star. Finally we see the black candlestick with a closing price well within first session’s white real body. This pattern clearly shows that the market now turned bearish.
+ The market is in uptrend. The first candlestick is a long white body; the second one is a small real body of either color. It is characteristically marked with a gap in higher direction thus forming a star. Finally we see the black candlestick with a closing price well within first session's white real body. This pattern clearly shows that the market now turned bearish.
}
\value{
A xts object containing the columns:
Modified: pkg/man/CSPStomache.Rd
===================================================================
--- pkg/man/CSPStomache.Rd 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/man/CSPStomache.Rd 2012-02-10 09:38:58 UTC (rev 9)
@@ -13,10 +13,10 @@
Number of candle lines: \bold{2}\cr\cr
\emph{Above The Stomache:}\cr
Prior trend: \bold{down}\cr
-A black candle followed by a white candle. The opening price of the second day must be at or above the mid point of the first candle’s body.\cr\cr
+A black candle followed by a white candle. The opening price of the second day must be at or above the mid point of the first candle's body.\cr\cr
\emph{Below The Stomache:}\cr
Prior trend: \bold{up}\cr
-A white candle followed by a black candle. The opening price of the second day must be at or below the mid point of the first candle’s body.\cr
+A white candle followed by a black candle. The opening price of the second day must be at or below the mid point of the first candle's body.\cr
}
\value{
A xts object containing the columns:
Modified: pkg/man/CandleLength.Rd
===================================================================
--- pkg/man/CandleLength.Rd 2012-02-09 20:39:24 UTC (rev 8)
+++ pkg/man/CandleLength.Rd 2012-02-10 09:38:58 UTC (rev 9)
@@ -4,11 +4,11 @@
\title{Candle (Body) Length}
\description{relative and absolute length of a price candle}
\usage{
- CandleLength(HLTS)
- CandleBodyLength(OCTS)}
+ CandleLength(TS)
+ CandleBodyLength(TS)}
\arguments{
- \item{HLTS}{xts Time Series containing High and Low Prices}
- \item{OCTS}{xts Time Series containing Open and Close Prices}
+ \item{TS}{xts Time Series containing High and Low Prices for CandleLength\cr
+ xts Time Series containing Open and Close Prices for CandleBodyLength}
}
\details{
Both a relative candle length \code{(Hi-Lo)/(Hi+Lo)/2} and the absolute length \code{(Hi-Lo)} is calculated.
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