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110 changes: 77 additions & 33 deletions R/addSMI.R
Original file line number Diff line number Diff line change
Expand Up @@ -3,12 +3,76 @@
`addSMI` <- function(n=13,slow=25,fast=2,signal=9,ma.type='EMA') {


lchob <- get.current.chob()
lenv <- new.env()
lenv$chartSMI <- function(x, n, slow, fast, signal, ma.type) {
xdata <- x$Env$xdata
xsubset <- x$Env$xsubset

xx <- if(is.OHLC(xdata)) {
cbind(Hi(xdata),Lo(xdata),Cl(xdata))
} else if(is.null(dim(xdata))) {
xdata
} else {
xdata[,1]
}

smi <- SMI(xx, n=n, nFast=fast,
nSlow=slow, nSig=signal, maType=ma.type)[xsubset]

spacing <- x$Env$theme$spacing
x.pos <- 1 + spacing * (1:NROW(smi) - 1)
xlim <- x$Env$xlim
ylim <- c(-max(abs(smi[,1]), na.rm = TRUE),
max(abs(smi[,1]), na.rm = TRUE))*1.05
theme <- x$Env$theme

COLOR <- "#0033CC"
SIGNAL <- "#BFCFFF"

lines(x.pos,smi[,1],col=COLOR,lwd=1,type='l')
lines(x.pos,smi[,2],col=SIGNAL,lwd=1,lty='dotted',type='l')

}
mapply(function(name, value) {
assign(name, value, envir = lenv)
}, names(list(n = n,fast = fast,slow = slow,signal = signal,ma.type = ma.type)),
list(n = n,fast = fast,slow = slow,signal = signal,ma.type = ma.type))
exp <- parse(text = gsub("list", "chartSMI", as.expression(substitute(list(x = current.chob(),
n = n,fast = fast,slow = slow,signal = signal,ma.type = ma.type)))), srcfile = NULL)
exp <- c(exp, expression(
COLOR <- "#0033CC",
SIGNAL <- "#BFCFFF",
text(0, max(abs(smi[,1]), na.rm = TRUE)*.9,
paste("Stochastic Momentum Index (",
paste(n,fast,slow,signal,sep=','),
"):", sep = ""), col = theme$fg,
pos = 4),

text(0, max(abs(smi[,1]), na.rm = TRUE)*.9,
paste("\n\n\nSMI: ",sprintf("%.3f",last(smi[,1])), sep = ""), col = COLOR,
pos = 4),

text(0, max(abs(smi[,1]), na.rm = TRUE)*.9,
paste("\n\n\n\n\nSignal: ",
sprintf("%.3f",last(smi[,2])), sep = ""), col = SIGNAL,
pos = 4)))
exp <- c(expression(
# add inbox color
rect(xlim[1], -max(abs(smi[,1]), na.rm = TRUE)*1.05, xlim[2], max(abs(smi[,1]), na.rm = TRUE)*1.05, col=theme$fill),
# add grid lines and left-side axis labels
segments(xlim[1], y_grid_lines(c(-max(abs(smi[,1]), na.rm = TRUE),max(abs(smi[,1]), na.rm = TRUE))*1.05),
xlim[2], y_grid_lines(c(-max(abs(smi[,1]), na.rm = TRUE),max(abs(smi[,1]), na.rm = TRUE))*1.05),
col = theme$grid, lwd = x$Env$grid.ticks.lwd, lty = 3),
text(xlim[1], y_grid_lines(c(-max(abs(smi[,1]), na.rm = TRUE),max(abs(smi[,1]), na.rm = TRUE))*1.05), y_grid_lines(c(-max(abs(smi[,1]), na.rm = TRUE),max(abs(smi[,1]), na.rm = TRUE))*1.05),
col = theme$labels, srt = theme$srt,
offset = 0.5, pos = 2, cex = theme$cex.axis, xpd = TRUE),
# add border of plotting area
rect(xlim[1], -max(abs(smi[,1]), na.rm = TRUE)*1.05, xlim[2], max(abs(smi[,1]), na.rm = TRUE)*1.05, border=theme$labels)), exp)

x <- as.matrix(lchob@xdata)

chobTA <- new("chobTA")
chobTA@new <- TRUE
lchob <- current.chob()
x <- lchob$Env$xdata
xsubset <- lchob$Env$xsubset

xx <- if(is.OHLC(x)) {
cbind(Hi(x),Lo(x),Cl(x))
Expand All @@ -19,34 +83,14 @@
}

smi <- SMI(xx, n=n, nFast=fast,
nSlow=slow, nSig=signal, maType=ma.type)

# subset here
# smi <- smi[lchob@sindex]

chobTA@TA.values <- smi[lchob@xsubset,]
chobTA@name <- "chartSMI"
chobTA@call <- match.call()
chobTA@params <- list(xrange=lchob@xrange,
colors=lchob@colors,
color.vol=lchob@color.vol,
multi.col=lchob@multi.col,
spacing=lchob@spacing,
width=lchob@width,
bp=lchob@bp,
x.labels=lchob@x.labels,
time.scale=lchob@time.scale,
n=n,slow=slow,fast=fast,signal=signal,
ma.type=ma.type)
#if(is.null(sys.call(-1))) {
# TA <- lchob@passed.args$TA
# lchob@passed.args$TA <- c(TA,chobTA)
# lchob@windows <- lchob@windows + ifelse(chobTA@new,1,0)
# do.call('chartSeries.chob',list(lchob))
# invisible(chobTA)
#} else {
return(chobTA)
#}
nSlow=slow, nSig=signal, maType=ma.type)[xsubset]
lchob$Env$smi <- smi

lchob$add_frame(ylim=c(-max(abs(smi[,1]), na.rm = TRUE),
max(abs(smi[,1]), na.rm = TRUE))*1.05, asp=1, fixed=TRUE)
lchob$next_frame()
lchob$replot(exp, env=c(lenv, lchob$Env), expr=TRUE)
lchob
} #}}}
# chartSMI {{{
`chartSMI` <-
Expand Down