/usr/share/octave/packages/financial-0.5.0/renko.m is in octave-financial 0.5.0-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 | ## Copyright (C) 2015 Parsiad Azimzadeh <parsiad.azimzadeh@gmail.com>
##
## This program is free software; you can redistribute it and/or modify it under
## the terms of the GNU Lesser General Public License as published by the Free
## Software Foundation; either version 3 of the License, or (at your option) any
## later version.
##
## This program is distributed in the hope that it will be useful, but WITHOUT
## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
## FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
## for more details.
##
## You should have received a copy of the GNU Lesser General Public License
## along with this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
## @deftypefn {Function File} renko (@var{X})
## @deftypefnx {Function File} renko (@var{X}, @var{threshold})
## Plots price changes using a Renko chart.
##
## @itemize @minus{}@minus{}
## @item
## Variable: @var{X} An M-by-2 matrix in which the first column contains datenum
## bers and the second contains prices.
## @item
## Variable: @var{threshold} (Optional, default = 1.) A new box is added only
## when subsequent prices change by more than the threshold.
## @end itemize
##
## @example
## X = [...
## 730299.00 23.45; ...
## 730300.00 23.30; ...
## 730305.00 24.00; ...
## 730310.00 23.50; ...
## 730315.00 23.55; ...
## 730320.00 24.11; ...
## 730325.00 26.00; ...
## 730330.00 26.59; ...
## 730335.00 26.50; ...
## 730340.00 26.40; ...
## 730345.00 25.00];
## renko(X, .1);
## @end example
##
## @seealso{bolling, candle, highlow, kagi, linebreak, movavg, pointfig, priceandvol, volarea}
## @end deftypefn
function renko (X, threshold = 1.)
## Input checking
if (nargin < 1 || nargin > 2)
print_usage ();
elseif (! (ismatrix (X) && isreal (X) && size (X, 2) == 2))
error ("renko: X must be a real matrix with exactly two columns");
elseif (size (X, 1) < 2)
error ("renko: X must have at least two data points");
elseif (! (isscalar (threshold) && isreal (threshold) && threshold >= 0.))
error ("renko: THRESHOLD must be a nonnegative real scalar");
elseif (! (all (diff (X(:, 1)) > 0)))
error ("renko: the first column of X should be increasing");
endif
fig = figure;
washold = ishold; hold on; grid on;
ax = gca;
total = [];
m = size (X, 1);
while (m >= 2)
found_n = false;
n = m - 1;
for n = (m-1):-1:1
if (abs(X(n, 2) - X(m, 2)) >= threshold)
found_n = true;
while (n > 1 && abs(X(n-1, 2) - X(n, 2)) < threshold)
n = n - 1;
endwhile
break;
endif
endfor
if (! found_n)
break;
endif
if (X(m, 2) > X(n, 2))
direction = -1;
else
direction = +1;
endif
X2 = fliplr (X(m, 2):(direction*threshold):X(n, 2));
tmp = (1 - (X(m, 2) - X2(1)) / (X(m, 2) - X(n, 2))) * (X(m, 1) - X(n, 1)) + X(n, 1);
X1 = linspace (tmp, X(m, 1), length (X2));
l = plot (X1, X2, "s");
if (direction == -1)
set (l, "MarkerFaceColor", "w");
else
set (l, "MarkerFaceColor", "k");
endif
set (l, "MarkerEdgeColor", "k");
m = n;
minX = X(1);
endwhile
axis([minX X(end, 1) -Inf Inf]);
ticks = get (ax, "XTick");
dates = datestr (ticks, 1);
set (ax, "XTickLabel", dates)
if (! washold)
hold off
endif
endfunction
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