An implementation of 'Ichimoku Kinko Hyo', also commonly known as 'cloud charts'. Static and interactive visualizations with tools for creating, backtesting and development of quantitative 'ichimoku' strategies. As described in Sasaki (1996, ISBN:4925152009), the technique is a refinement on candlestick charting, originating from Japan and now in widespread use in technical analysis worldwide. Translating as 'one-glance equilibrium chart', it allows the price action and market structure of financial securities to be determined 'at-a-glance'. Incorporates an interface with the OANDA fxTrade API https://developer.oanda.com/ for retrieving historical and live streaming price data for major currencies, metals, commodities, government bonds and stock indices.
Data & Visualization
ichimoku to create an ichimoku object from price
archive for reading/writing objects to/from archive
files with data verification.
oanda to retrieve price data from the OANDA fxTrade
Strategies & ML
strat to augment an ichimoku object with a strategy,
including combined and asymmetric strategies.
autostrat to automatically evaluate and rank
mlgrid to generate a numeric representation of the
ichimoku cloud chart.
relative to produce a statistical summary of the
latest ichimoku numeric representation relative to historical values.
oanda_chart to plot real-time ichimoku cloud charts
using OANDA data.
oanda_studio a complete live analysis environment
using OANDA data implemented in R Shiny.
oanda_view for a market overview showing the
relative performance of constituents.
Sasaki, H. (1996), ichimoku kinkouhyou no kenkyuu. Tokyo, Japan: Toushi Radar.
OANDA' and 'fxTrade' are trademarks owned by OANDA Corporation, an entity unaffiliated with the ichimoku package, its authors or copyright holders.
Gao, C. (2021), ichimoku: Visualization and Tools for Ichimoku Kinko Hyo Strategies. R package version 1.3.2, https://CRAN.R-project.org/package=ichimoku.