etienne - 6 months ago 47

R Question

I have a matrix (named ichimoku) with 516 rows and 2 columns ,each one of them containing values to be plotted, the goal is to recreate the clouds for the Ichimoku strategy.

Using matpot, I am able to plot these two curves but what I want is to shade the area between the two curves. I have two problems :

- I tried using polygon to shade the area but it does not work. I suspect it is because the two series (senkouA and senkouB) cross several times on the plot instead of having one always greater than the other
- I would like the area to be shaded in green if senkouA>senkouB and in red if senkouB>senkouA but from what I read the polygon can only be of one color.

Is there an other function that polygon which might help me achieve what I am looking for, that is a shade area in green between senkouA and senkouB when senkouA>senkouB and a shade area in red when senkouB>senkouA ?

The ichimoku matrix looks like this (the first column is senkouA, the other senkouB)

`[,1] [,2]`

[1,] 23323.62 23320.53

[2,] 23334.67 23328.71

[3,] 23334.11 23323.06

[4,] 23332.94 23323.06

...

here is my matplot function (which works):

`matplot(ichimoku,lty=1,lwd=1,pch=20,type="l",col=c("red","blue"))`

and my polygon function (which doesn't):

`polygon(c(1:516,516:1),c(senkouA,senkouB),col='green')`

Answer

If you find the intersections between the curves, then you can draw the polygons between the intersections. Here is a modification of a previous post where they find intersections between curves, and a function to draw the polygons.

```
## Some sample data
set.seed(0)
dat <- data.frame(x1=3*sin(3*(x=seq(0,10,len=100)))+rnorm(100),
x2=2*cos(x)+rnorm(100))
## http://stackoverflow.com/questions/20519431/finding-point-of-intersection-in-r
intersects <- function(x1, x2) {
seg1 <- which(!!diff(x1 > x2)) # location of first point in crossing segments
above <- x2[seg1] > x1[seg1] # which curve is above prior to crossing
slope1 <- x1[seg1+1] - x1[seg1]
slope2 <- x2[seg1+1] - x2[seg1]
x <- seg1 + ((x2[seg1] - x1[seg1]) / (slope1 - slope2))
y <- x1[seg1] + slope1*(x - seg1)
data.frame(x=x, y=y, pindex=seg1, pabove=(1:2)[above+1L]) # pabove is greater curve prior to crossing
}
ichimoku <- function(data, addLines=TRUE) {
## Find points of intersections
ints <- intersects(data[,1], data[,2])
intervals <- findInterval(1:nrow(data), c(0, ints$x))
## Make plot
matplot(data, type="n", col=2:3, lty=1, lwd=4)
legend("topright", c("A", "B"), col=3:2, lty=1, lwd=2)
## Draw the polygons
for (i in seq_along(table(intervals))) {
xstart <- ifelse(i == 1, 0, ints$x[i-1])
ystart <- ifelse(i == 1, dat[1,ints$pindex[1]], ints$y[i-1])
xend <- ints$x[i]
yend <- ints$y[i]
x <- seq(nrow(data))[intervals == i]
polygon(c(xstart, x, xend, rev(x)), c(ystart, data[x,1], yend, rev(data[x,2])),
col=ints$pabove[i]%%2+2)
}
## Add lines for curves
if (addLines)
invisible(lapply(1:2, function(x) lines(seq(nrow(data)), data[,x], col=x%%2+2, lwd=2)))
}
## Plot the data
ichimoku(dat)
```