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21<meta name="description" content="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 &lt;https://developer.oanda.com/&gt; for retrieving historical and live streaming price data for major currencies, metals, commodities, government bonds and stock indices.">
22<meta property="og:description" content="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 &lt;https://developer.oanda.com/&gt; for retrieving historical and live streaming price data for major currencies, metals, commodities, government bonds and stock indices.">
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46<li><a class="dropdown-item" href="articles/reference.html">ichimoku: Cloud Charts - The Reference Manual</a></li>
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48    <li><a class="dropdown-item" href="articles/utilities.html">ichimoku: Auxiliary Functions</a></li>
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77<img src="logo.png" class="logo" alt=""><h1 id="ichimoku-">ichimoku 
78<a class="anchor" aria-label="anchor" href="#ichimoku-"></a>
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82
83<p>Visualization and Tools for Ichimoku Kinko Hyo Strategies</p>
84<p>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 
84in Sasaki (1996, <a href="ISBN:4925152009" class="uri">ISBN:4925152009</a>), 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 <a href="https://developer.oanda.com/" class="external-link uri">https://developer.oanda.com/</a> for retrieving historical and live streaming price data for major currencies, metals, commodities, government bonds and stock indices.</p>
85<div class="section level2">
86<h2 id="installation">Installation<a class="anchor" aria-label="anchor" href="#installation"></a>
87</h2>
88<p>Install ichimoku from R-universe:</p>
89<div class="sourceCode" id="cb1"><pre class="downlit sourceCode r">
90<code class="sourceCode R"><span><span class="fu"><a href="https://rdrr.io/r/utils/install.packages.html" class="external-link">install.packages</a></span><span class="op">(</span><span class="st">'ichimoku'</span>, repos <span class="op">=</span> <span class="fu"><a href="https://rdrr.io/r/base/c.html" class="external-link">c</a></span><span class="op">(</span><span class="st">'https://shikokuchuo.r-universe.dev'</span>, <span class="st">'https://cloud.r-project.org'</span><span class="op">)</span><span class="op">)</span></span></code></pre></div>
91</div>
92<div class="section level2">
93<h2 id="quick-start">Quick Start<a class="anchor" aria-label="anchor" href="#quick-start"></a>
94</h2>
95<div class="sourceCode" id="cb2"><pre class="downlit sourceCode r">
96<code class="sourceCode R"><span><span class="kw"><a href="https://rdrr.io/r/base/library.html" class="external-link">library</a></span><span class="op">(</span><span class="va"><a href="https://shikokuchuo.net/ichimoku/">ichimoku</a></span><span class="op">)</span></span></code></pre></div>
97<p>Simply <code><a href="reference/ichimoku.html">ichimoku()</a></code> and <code><a href="https://rdrr.io/r/graphics/plot.default.html" class="external-link">plot()</a></code>:</p>
98<div class="sourceCode" id="cb3"><pre class="downlit sourceCode r">
99<code class="sourceCode R"><span><span class="va">cloud</span> <span class="op">&lt;-</span> <span class="fu"><a href="reference/ichimoku.html">ichimoku</a></span><span class="op">(</span><span class="va">sample_ohlc_data</span>, ticker <span class="op">=</span> <span class="st">"TKR"</span><span class="op">)</span></span>
100<span><span class="fu"><a href="https://rdrr.io/r/graphics/plot.default.html" class="external-link">plot</a></span><span class="op">(</span><span class="va">cloud</span>, window <span class="op">=</span> <span class="st">"2020-05/"</span><span class="op">)</span></span></code></pre></div>
101<p><img src="reference/figures/README-ichimoku-1.png" alt="ichimoku kinko hyo"><!-- alt="ichimoku kinko hyo" --></p>
102<p><code><a href="reference/autostrat.html">autostrat()</a></code> to automatically evaluate and rank top-performing strategies:</p>
103<div class="sourceCode" id="cb4"><pre class="downlit sourceCode r">
104<code class="sourceCode R"><span><span class="fu"><a href="reference/autostrat.html">autostrat</a></span><span class="op">(</span><span class="va">cloud</span>, n <span class="op">=</span> <span class="fl">3</span><span class="op">)</span></span>
105<span><span class="co">#&gt;                        [,1]               [,2]              [,3]             </span></span>
106<span><span class="co">#&gt; Strategy               "senkouB &gt; tenkan" "cloudB &gt; tenkan" "senkouB &gt; kijun"</span></span>
107<span><span class="co">#&gt; ---------------------  "----------"       "----------"      "----------"     </span></span>
108<span><span class="co">#&gt; Strategy cuml return % 17.49              16.08             14.1             </span></span>
109<span><span class="co">#&gt; Per period mean ret %  0.0906             0.0838            0.0741           </span></span>
110<span><span class="co">#&gt; Periods in market      63                 51                64               </span></span>
111<span><span class="co">#&gt; Total trades           3                  3                 3                </span></span>
112<span><span class="co">#&gt; Average trade length   21                 17                21.33            </span></span>
113<span><span class="co">#&gt; Trade success %        100                100               100              </span></span>
114<span><span class="co">#&gt; Worst trade ret %      3.64               3.16              3.49             </span></span>
115<span><span class="co">#&gt; ---------------------  "----------"       "----------"      "----------"     </span></span>
116<span><span class="co">#&gt; Benchmark cuml ret %   5.53               5.53              5.53             </span></span>
117<span><span class="co">#&gt;
117 Per period mean ret %  0.0302             0.0302            0.0302           </span></span>
118<span><span class="co">#&gt; Periods in market      178                178               178              </span></span>
119<span><span class="co">#&gt; ---------------------  "----------"       "----------"      "----------"     </span></span>
120<span><span class="co">#&gt; Direction              "long"             "long"            "long"           </span></span>
121<span><span class="co">#&gt; Start                  2020-04-20         2020-04-20        2020-04-20       </span></span>
122<span><span class="co">#&gt; End                    2020-12-23         2020-12-23        2020-12-23       </span></span>
123<span><span class="co">#&gt; Ticker                 "TKR"              "TKR"             "TKR"</span></span></code></pre></div>
124</div>
125<div class="section level2">
126<h2 id="principal-ichimoku-functions">Principal ichimoku functions<a class="anchor" aria-label="anchor" href="#principal-ichimoku-functions"></a>
127</h2>
128<div class="section level4">
129<h4 id="data--visualization">Data &amp; Visualization<a class="anchor" aria-label="anchor" href="#data--visualization"></a>
130</h4>
131<ul>
132<li><p><a href="https://shikokuchuo.net/ichimoku/reference/ichimoku.html"><code>ichimoku()</code></a> - to create an ichimoku object from price data.</p></li>
133<li><p><a href="https://shikokuchuo.net/ichimoku/reference/plot.ichimoku.html"><code>plot()</code></a> / <a href="https://shikokuchuo.net/ichimoku/reference/iplot.html"><code>iplot()</code></a> - to plot (interactive) cloud charts from ichimoku objects.</p></li>
134<li><p><a href="https://shikokuchuo.net/ichimoku/reference/archive.html"><code>archive()</code></a> - for reading/writing objects to/from archive files with data verification.</p></li>
135<li><p><a href="https://shikokuchuo.net/ichimoku/reference/oanda.html"><code>oanda()</code></a> - to retrieve price data from the OANDA fxTrade API.</p></li>
136</ul>
137</div>
138<div class="section level4">
139<h4 id="strategies--ml">Strategies &amp; ML<a class="anchor" aria-label="anchor" href="#strategies--ml"></a>
140</h4>
141<ul>
142<li><p><a href="https://shikokuchuo.net/ichimoku/reference/strat.html"><code>strat()</code></a> - to augment an ichimoku object with a strategy, including combined and asymmetric strategies.</p></li>
143<li><p><a href="https://shikokuchuo.net/ichimoku/reference/autostrat.html"><code>autostrat()</code></a> - to automatically evaluate and rank top-performing strategies.</p></li>
144<li><p><a href="https://shikokuchuo.net/ichimoku/reference/mlgrid.html"><code>mlgrid()</code></a> - to generate a numeric representation of the ichimoku cloud chart.</p></li>
145<li><p><a href="https://shikokuchuo.net/ichimoku/reference/relative.html"><code>relative()</code></a> - to produce a statistical summary of the latest ichimoku numeric representation relative to historical values.</p></li>
146</ul>
147</div>
148<div class="section level4">
149<h4 id="real-time">Real-time<a class="anchor" aria-label="anchor" href="#real-time"></a>
150</h4>
151<ul>
152<li><p><a href="https://shikokuchuo.net/ichimoku/reference/oanda_chart.html"><code>oanda_chart()</code></a> - to plot real-time ichimoku cloud charts using OANDA data.</p></li>
153<li><p><a href="https://shikokuchuo.net/ichimoku/reference/oanda_studio.html"><code>oanda_studio()</code></a> - a complete live analysis environment using OANDA data implemented in R Shiny.</p></li>
154<li><p><a href="https://shikokuchuo.net/ichimoku/reference/oanda_stream.html"><code>oanda_stream()</code></a> / <a href="https://shikokuchuo.net/ichimoku/reference/oanda_quote.html"><code>oanda_quote()</code></a> - to obtain the latest live data stream / quote from the OANDA fxTrade API.</p></li>
155<li><p><a href="https://shikokuchuo.net/ichimoku/reference/oanda_view.html"><code>oanda_view()</code></a> - for a market overview showing the relative performance of constituents.</p></li>
156<li><p><a href="https://shikokuchuo.net/ichimoku/reference/oanda_orders.html"><code>oanda_orders()</code></a> / <a href="https://shikokuchuo.net/ichimoku/reference/oanda_positions.html"><code>oanda_positions()</code></a> - to retrieve the aggregate OANDA fxTrade order / position book.</p></li>
157</ul>
158</div>
159</div>
160<div class="section level2">
161<h2 id="vignettes">Vignettes<a class="anchor" aria-label="anchor" href="#vignettes"></a>
162</h2>
163<p>Long-form documentation links:</p>
164<p>{ 1 } <a href="https://shikokuchuo.net/ichimoku/articles/reference.html">Cloud Charts - The Reference Manual</a></p>
165<p>{ 2 } <a href="https://shikokuchuo.net/ichimoku/articles/strategies.html">Beyond Visualization - Quantitative Strategies</a></p>
166<p>{ 3 } <a href="https://shikokuchuo.net/ichimoku/articles/utilities.html">Auxiliary Functions</a></p>
167<p>{ 4 } <a href="https://shikokuchuo.net/ichimoku/articles/xoanda.html">The OANDA fxTrade API</a></p>
168</div>
169<div class="section level2">
170<h2 id="references">References<a class="anchor" aria-label="anchor" href="#references"></a>
171</h2>
172<p>Sasaki, H. 佐々木 英信 (1996), <em>一目均衡表の研究 [ichimoku kinkouhyou no kenkyuu]</em>. Tokyo, Japan: Toushi Radar.</p>
173<p>‘OANDA’ and ‘fxTrade’ are trademarks owned by OANDA Corporation, an entity unaffiliated with the ichimoku package.</p>
174<p>–</p>
175<p>◈ ichimoku R package: <a href="https://shikokuchuo.net/ichimoku/" class="uri">https://shikokuchuo.net/ichimoku/</a>.</p>
176<p>Listed CRAN Finance Task View: <a href="https://cran.r-project.org/view=Finance" class="external-link uri">https://cran.r-project.org/view=Finance</a>.</p>
177<p>–</p>
178<p>Please note that this project is released with a <a href="https://shikokuchuo.net/ichimoku/CODE_OF_CONDUCT.html">
178Contributor Code of Conduct</a>. By participating in this project you agree to abide by its terms.</p>
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191<h2 data-toc-skip>License</h2>
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193<li><a href="LICENSE.html">Full license</a></li>
194<li><small>GPL (&gt;= 3)</small></li>
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213<h2 data-toc-skip>Developers</h2>
214<ul class="list-unstyled">
215<li>Charlie Gao <br><small class="roles"> Author, maintainer </small> <a href="https://orcid.org/0000-0002-0750-061X" target="orcid.widget" aria-label="ORCID" class="external-link"><span class="fab fa-orcid orcid" aria-hidden="true"></span></a>  </li>
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