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TTR Pattern Recognition functions?? #65

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quantintell opened this issue May 5, 2018 · 4 comments
Open

TTR Pattern Recognition functions?? #65

quantintell opened this issue May 5, 2018 · 4 comments
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feature request New features

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@quantintell
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quantintell commented May 5, 2018

First thanks for providing TTR to R community for technical trading analysis and trading rules with R.
TA-Lib is widely used by trading software requiring to perform technical analysis of financial market data open-source API for C/C++, Java, Perl, Python and .NET.
TTR provides most TA-Lib indicators or functions, except the Pattern Recognition categories.
Here are just a few pattern recognition functions TA-Lib provides to its users.
CDL2CROWS Two Crows
CDL3BLACKCROWS Three Black Crows
CDL3INSIDE Three Inside Up/Down
CDL3LINESTRIKE Three-Line Strike
CDL3OUTSIDE Three Outside Up/Down
CDL3STARSINSOUTH Three Stars In The South
CDL3WHITESOLDIERS Three Advancing White Soldiers
CDLABANDONEDBABY Abandoned Baby
CDLADVANCEBLOCK Advance Block
My questions are three

  1. I know currently TTR does not provide the Pattern Recognition categories in the package, Has TTR plan to have pattern recognition in the near future?

  2. Do you know any other R package provides this similar pattern recognition functions in R quantitate finance area?

  3. Or R have interface to TA-Lib C++, so we can use TA-Lib through R.

@quantintell
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R has a Package: candlesticks. This package deals with Candlestick Pattern Recognition.
Description: Filter Japanese Candlestick Patterns like Doji, Engulfing, Harami, etc. out of OHLC price data.
Author: Andreas Voellenklee
Package is located at: URL: https://r-forge.r-project.org/projects/candlesticks/
Date/Publication: 2018-09-06 17:34:30
This R package is not in github or cran.
I believe this package deal with Candlestick Pattern Recognition, similar TA-Lib’s Pattern Recognition.

@quantintell
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Here are list of functions listed in Candlestick Pattern Recognition

AboveTheStomach Above/Below The Stomach Candlestick Pattern
addPriceInfo Add OHLC Information for detected candlestick patterns
BelowTheStomach Above/Below The Stomach Candlestick Pattern
BlendedCandles Calculate Open/High/Low/Close of N bars
CandleBodyLength Candle (Body) Length
CandleLength Candle (Body) Length
candlesticks Functions for Candlestick Pattern Recognition
CSPDarkCloudCover Dark Cloud Cover Candlestick Pattern
CSPDoji Doji Candlestick Pattern
CSPEngulfing Engulfing Candlestick Pattern
CSPGap Gap Candlestick Pattern
CSPHammer Hammer Candlestick Pattern
CSPHarami Harami Candlestick Pattern
CSPInsideDay Inside / Outside Day
CSPInvertedHammer Inverted Hammer Candlestick Pattern
CSPKicking Kicking Candlestick Pattern
CSPLongCandle Long/Short Candlestick (Body) Pattern
CSPLongCandleBody Long/Short Candlestick (Body) Pattern
CSPMarubozu Marubozu Candlestick Pattern
CSPNBlended Calculate Open/High/Low/Close of N bars
CSPNHigherClose N consecutive higher/lower close prices
CSPNLongBlackCandleBodies N consecutive long candles / bodies of same color
CSPNLongBlackCandles N consecutive long candles / bodies of same color
CSPNLongCandles N consecutive long candles / bodies of same color
CSPNLongWhiteCandleBodies N consecutive long candles / bodies of same color
CSPNLongWhiteCandles N consecutive long candles / bodies of same color
CSPNLowerClose N consecutive higher/lower close prices
CSPOutsideDay Inside / Outside Day
CSPPiercingPattern Piercing Candlestick Pattern
CSPShortCandle Long/Short Candlestick (Body) Pattern
CSPShortCandleBody Long/Short Candlestick (Body) Pattern
CSPStar Morning/Evening Star Candlestick Pattern
CSPStomach Above/Below The Stomach Candlestick Pattern
CSPTasukiGap Upside/Downside Tasuki Gap Candlestick Pattern
CSPThreeBlackCrows Three Black Crows Candlestick Pattern
CSPThreeInside Three Inside Up/Down Candlestick Pattern
CSPThreeMethods Rising/Falling Three Methods Candlestick Pattern
CSPThreeOutside Three Outside Up/Down Candlestick Pattern
CSPThreeWhiteSoldiers Three White Soldiers Candlestick Pattern
DarkCloudCover Dark Cloud Cover Candlestick Pattern
Doji Doji Candlestick Pattern
DonchianChannel2 Donchian Channel
DownsideTasukiGap Upside/Downside Tasuki Gap Candlestick Pattern
Engulfing Engulfing Candlestick Pattern
EveningStar Morning/Evening Star Candlestick Pattern
FallingThreeMethods Rising/Falling Three Methods Candlestick Pattern
FallingWindow Gap Candlestick Pattern
Gap Gap Candlestick Pattern
Hammer Hammer Candlestick Pattern
Harami Harami Candlestick Pattern
HLC_Average Mean value of OHLC prices
HL_Average Mean value of OHLC prices
InvertedHammer Inverted Hammer Candlestick Pattern
is.HL Check for Open/Close High/Low Data
is.OC Check for Open/Close High/Low Data
Kicking Kicking Candlestick Pattern
LagOC Lag a Open/Close Time Series
LagOHLC Lag a OHLC Time Series
LongCandle Long/Short Candlestick (Body) Pattern
LongCandleBody Long/Short Candlestick (Body) Pattern
Marubozu Marubozu Candlestick Pattern
MorningStar Morning/Evening Star Candlestick Pattern
nextCandlePosition Position and color of the next candle in a OC price series
OHLC_Average Mean value of OHLC prices
PiercingPattern Piercing Candlestick Pattern
RisingThreeMethods Rising/Falling Three Methods Candlestick Pattern
RisingWindow Gap Candlestick Pattern
ShortCandle Long/Short Candlestick (Body) Pattern
ShortCandleBody Long/Short Candlestick (Body) Pattern
Stomach Above/Below The Stomach Candlestick Pattern
TasukiGap Upside/Downside Tasuki Gap Candlestick Pattern
ThreeBlackCrows Three Black Crows Candlestick Pattern
ThreeInsideDown Three Inside Up/Down Candlestick Pattern
ThreeInsideUp Three Inside Up/Down Candlestick Pattern
ThreeOutsideDown Three Outside Up/Down Candlestick Pattern
ThreeOutsideUp Three Outside Up/Down Candlestick Pattern
ThreeWhiteSoldiers Three White Soldiers Candlestick Pattern
TrendDetectionChannel Current Trend Detection using Donchian Channel
TrendDetectionSMA Current Trend Detection using Simple Moving Average
UpsideTasukiGap Upside/Downside Tasuki Gap Candlestick Pattern

@datafj
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datafj commented Aug 10, 2020

Hi @ccquantspeed , I found a more recent R package for Candle Stick Pattern. See:
https://github.com/kochiuyu/CandleStickPattern/

@quantintell
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Hello @jflycn: Great find, hope everyone who is interesting at this area and R, can benefit from your finding.

@braverock braverock added the feature request New features label Aug 11, 2020
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