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https://github.com/rrmn/rrenko

An R package to efficiently build Renko charts with ggplot2
https://github.com/rrmn/rrenko

data-table ggplot2 r renko renko-chart stock-chart

Last synced: 10 months ago
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An R package to efficiently build Renko charts with ggplot2

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# rrenko

## About
rrenko is an in-development R package to efficiently build Renko charts with the help of ggplot2 and data.table. Renko charts are used to filter the signal from the noise in volatile stock movements.

## Installation

devtools::install_github("RomanAbashin/rrenko")
library(rrenko)
library(ggplot2)
library(data.table)

## Variables

renko(df, size, style)

* **df** = a data frame or data table with 2 variables: date (x-axis) and close (y-axis)
* **size** = the size of the renko bricks (default = 10)
* **style** = the visual style: modern or classic (default = "modern")

## Examples

### Data

set.seed(1702)
df <- data.frame(date = seq.Date(as.Date("2014-05-02"), as.Date("2018-05-04"), by = "week"),
close = abs(100 + cumsum(sample(seq(-4.9, 4.9, 0.1), 210, replace = TRUE))))

### Code

devtools::install_github("RomanAbashin/rrenko")
library(renko)

renko(df, 5, style = "modern") +
labs(title = "Renko chart with R", x = "", y = "")

![rrenko modern](/images/rrenko_modern.png)

renko(df, 5, style = "classic") +
labs(title = "Renko chart with R", x = "", y = "")

![rrenko classic](/images/rrenko_classic.png)

## Changelog
### 0.2.0 - 2018-12-15
* Added variable `points = TRUE` that adds the last close of one date as a geom_point
* Bug fixed where data table was not recognized
* Removed modularization due to bugs

### 0.1.3 - 2018-12-13
* Works in most cases except really and really small sizes.
* x-axis labels get repeated. This will get fixed at some point.
* `renko()` funtion expects specific variables names at the moment.

### 0.1.0 - 2018-12-13
* Still unstable.
* Lots of bugs.
* For experimental use only.