[Quantmod-commits] r588 - in pkg: . R man

[noreply at r-forge.r-project.org]

Author: jryan
Date: 2012-12-19 04:44:39 +0100 (Wed, 19 Dec 2012)
New Revision: 588

Modified:
   pkg/NAMESPACE
   pkg/R/chart_Series.R
   pkg/man/addMA.Rd
Log:
add_VMA and add_EVMA


Modified: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE	2012-12-13 14:44:50 UTC (rev 587)
+++ pkg/NAMESPACE	2012-12-19 03:44:39 UTC (rev 588)
@@ -18,6 +18,8 @@
        current.chob,
        chart_Series, add_Series,
        add_EMA,
+       add_EVWMA,
+       add_VMA,
        add_WMA,
        add_SMA,
        add_DEMA,

Modified: pkg/R/chart_Series.R
===================================================================
--- pkg/R/chart_Series.R	2012-12-13 14:44:50 UTC (rev 587)
+++ pkg/R/chart_Series.R	2012-12-19 03:44:39 UTC (rev 588)
@@ -640,6 +640,24 @@
   plot_object$add(exp,env=c(lenv, plot_object$Env),expr=TRUE)
   plot_object
 } # }}}
+# add_VMA {{{
+add_VMA <- function(w, ratio=1, on=1, col='green',...) {
+  lenv <- new.env()
+  lenv$add_wma <- function(x, w, ratio, col, ...) {
+    xdata <- x$Env$xdata
+    xsubset <- x$Env$xsubset
+    vma <- VMA(Cl(xdata), w=w, ratio=ratio)[xsubset]
+    lines(1:NROW(xdata[xsubset]), vma, col=col, ...)
+  }
+  mapply(function(name,value) { assign(name,value,envir=lenv) }, names(list(w=w,ratio=ratio,col=col,...)), list(w=w,ratio=ratio,col=col,...))
+  exp <- parse(text=gsub("list","add_wma",as.expression(substitute(list(x=current.chob(),w=w,ratio=ratio,col=col,...)))),
+               srcfile=NULL)
+  plot_object <- current.chob()
+  lenv$xdata <- VMA(Cl(plot_object$Env$xdata),w=w,ratio=ratio)
+  plot_object$set_frame(sign(on)*(abs(on)+1L))
+  plot_object$add(exp,env=c(lenv, plot_object$Env),expr=TRUE)
+  plot_object
+} # }}}
 # add_DEMA {{{
 add_DEMA <- function(n=10, on=1, col='pink', ...) {
   lenv <- new.env()
@@ -677,6 +695,25 @@
   plot_object$add(exp,env=c(lenv, plot_object$Env),expr=TRUE)
   plot_object
 } # }}}
+# add_EVWMA {{{
+add_EVWMA <- function(n=10, on=1, col='darkgrey', ...) {
+  lenv <- new.env()
+  lenv$add_evwma <- function(x, n, col, ...) {
+    xdata <- x$Env$xdata
+    xvo <- x$Env$vo
+    xsubset <- x$Env$xsubset
+    evwma <- EVWMA(Cl(xdata),xvo, n=n)[xsubset]
+    lines(1:NROW(xdata[xsubset]), evwma, col=col, ...)
+  }
+  mapply(function(name,value) { assign(name,value,envir=lenv) }, names(list(n=n,col=col,...)), list(n=n,col=col,...))
+  exp <- parse(text=gsub("list","add_evwma",as.expression(substitute(list(x=current.chob(),n=n,col=col,...)))),
+               srcfile=NULL)
+  plot_object <- current.chob()
+  lenv$xdata <- EVWMA(Cl(plot_object$Env$xdata),plot_object$Env$vo,n=n)
+  plot_object$set_frame(sign(on)*(abs(on)+1L))
+  plot_object$add(exp,env=c(lenv, plot_object$Env),expr=TRUE)
+  plot_object
+} # }}}
 # add_GMMA {{{
 add_GMMA <- function(short=c(3,5,8,10,12,15),long=c(30,35,40,45,50,60), on=1, col=c('yellow','brown'),...) {
 #x, short = c(3, 5, 8, 10, 12, 15), long = c(30, 35, 

Modified: pkg/man/addMA.Rd
===================================================================
--- pkg/man/addMA.Rd	2012-12-13 14:44:50 UTC (rev 587)
+++ pkg/man/addMA.Rd	2012-12-19 03:44:39 UTC (rev 588)
@@ -9,6 +9,8 @@
 \alias{addDEMA}
 \alias{add_DEMA}
 \alias{addEVWMA}
+\alias{add_EVWMA}
+\alias{add_VMA}
 \alias{addZLEMA}
 \alias{add_VWAP}
 \alias{add_GMMA}