Add text label near the position arrows in chart.Posn () function of blotter

Question

Is it possible to add texts like "BUY" and "SELL" near the green and red arrows in chart.Posn() function. (not with manual trial of coordinates, I need an automatic solution) I have changed the source code of function a bit and increased the size of arrows:

If a minimum reproducible example is needed, I can provide but this is a basic question for graphical parameters of R.

Your help is appreciated.

Edit for a minimum reproducible example:

library(quantstrat)

start_date <- as.Date("2018-02-02")
end_date <- as.Date("2018-09-24")
init_date <- as.Date("2018-01-01")
init_equity <- "50000"
adjustment <- TRUE
symbol <- "AAPL"


getSymbols(symbol, src = "yahoo",
       from = start_date, to=end_date,
       adjust = adjustment)


portfolio.st <- "basic_port"
account.st <- "basic_account"
strategy.st <- "basic_strategy"


rm.strat(portfolio.st)
rm.strat(account.st)

stock(symbol, currency = currency("USD"), multiplier = 1)
initPortf(name = portfolio.st, symbols = symbol, initDate =init_date)

initAcct(name = account.st, portfolios = portfolio.st, 
         initDate = init_date, initEq =init_equity)
initOrders(portfolio.st, symbol, init_date)
strategy(strategy.st, store = TRUE)



add.indicator(strategy = strategy.st, name = "SMA",
              arguments = list(x = quote(Cl(mktdata)), n=10),
              label ="nFast")


add.indicator(strategy = strategy.st, name = "SMA",
              arguments = list(x = quote(Cl(mktdata)), n=30),
              label = "nSlow")

add.signal(strategy = strategy.st, 
           name= "sigCrossover",
           arguments =  list(columns = c("nFast", "nSlow"),
                             relationship = "gte"),
           label = "longenter")

add.signal(strategy = strategy.st,
           name= "sigCrossover", 
           arguments =  list(columns = c("nFast",
                                         "nSlow"), 
                             relationship = "lt"),
           label = "longexit")

#Add rules for entering positions
#enter long position
add.rule(strategy.st, 
         name = "ruleSignal", 
         arguments = list(sigcol = "longenter",
                          sigval = TRUE,
                          orderqty = 100,
                          ordertype = "market",
                          orderside = "long",
                          orderset= "ocolong",
                          prefer = "Close",
                          TxnFees = -.8,
                          replace = FALSE),
         type = "enter",
         label = "EnterLong")



#stoploss long
add.rule(strategy = strategy.st, 
         name = "ruleSignal",
         arguments = list(sigcol = "longenter",
                          sigval = TRUE,
                          TxnFees=-.8,
                          replace = FALSE, 
                          orderside = "long", 
                          ordertype = "stoplimit",
                          orderqty = "all", 
                          tmult = TRUE,
                          prefer = "Close",
         order.price=quote(as.numeric(mktdata$AAPL.Low[timestamp])),
                          orderset="ocolong"), 
         type = "chain", parent = "EnterLong", 
         path.dep=TRUE, 
         label = "stop_loss_long", 
         enabled=TRUE)


#Apply strategy
applyStrategy(strategy.st, portfolios = portfolio.st,debug = TRUE)
updatePortf(portfolio.st)
updateAcct(account.st)
updateEndEq(account.st)

st<- "2018-05-01 00:00:00"
fn<-"2018-06-20 00:00:00"
chart.Posn(portfolio.st, Symbol = symbol, Dates = paste(st, fn, sep="::"))

Could you please share some code you tried and data using `dput`? — Quinten, Jul 22 '22 at 08:21
I edited. Thanks. I want a text for "BUY" and "SELL" near green and red arrows for positions. — Serhat Akay, Jul 22 '22 at 10:56

score 2 · Answer 1 · answered Jul 22 '22 at 14:06

You could use the base R function text where you can specify the position and the label like this:

library(quantstrat)

start_date <- as.Date("2018-02-02")
end_date <- as.Date("2018-09-24")
init_date <- as.Date("2018-01-01")
init_equity <- "50000"
adjustment <- TRUE
symbol <- "AAPL"


getSymbols(symbol, src = "yahoo",
           from = start_date, to=end_date,
           adjust = adjustment)
#> [1] "AAPL"


portfolio.st <- "basic_port"
account.st <- "basic_account"
strategy.st <- "basic_strategy"


rm.strat(portfolio.st)
rm.strat(account.st)

stock(symbol, currency = currency("USD"), multiplier = 1)
#> [1] "AAPL"
initPortf(name = portfolio.st, symbols = symbol, initDate =init_date)
#> [1] "basic_port"

initAcct(name = account.st, portfolios = portfolio.st, 
         initDate = init_date, initEq =init_equity)
#> [1] "basic_account"
initOrders(portfolio.st, symbol, init_date)
strategy(strategy.st, store = TRUE)



add.indicator(strategy = strategy.st, name = "SMA",
              arguments = list(x = quote(Cl(mktdata)), n=10),
              label ="nFast")
#> [1] "basic_strategy"


add.indicator(strategy = strategy.st, name = "SMA",
              arguments = list(x = quote(Cl(mktdata)), n=30),
              label = "nSlow")
#> [1] "basic_strategy"

add.signal(strategy = strategy.st, 
           name= "sigCrossover",
           arguments =  list(columns = c("nFast", "nSlow"),
                             relationship = "gte"),
           label = "longenter")
#> [1] "basic_strategy"

add.signal(strategy = strategy.st,
           name= "sigCrossover", 
           arguments =  list(columns = c("nFast",
                                         "nSlow"), 
                             relationship = "lt"),
           label = "longexit")
#> [1] "basic_strategy"

#Add rules for entering positions
#enter long position
add.rule(strategy.st, 
         name = "ruleSignal", 
         arguments = list(sigcol = "longenter",
                          sigval = TRUE,
                          orderqty = 100,
                          ordertype = "market",
                          orderside = "long",
                          orderset= "ocolong",
                          prefer = "Close",
                          TxnFees = -.8,
                          replace = FALSE),
         type = "enter",
         label = "EnterLong")
#> [1] "basic_strategy"



#stoploss long
add.rule(strategy = strategy.st, 
         name = "ruleSignal",
         arguments = list(sigcol = "longenter",
                          sigval = TRUE,
                          TxnFees=-.8,
                          replace = FALSE, 
                          orderside = "long", 
                          ordertype = "stoplimit",
                          orderqty = "all", 
                          tmult = TRUE,
                          prefer = "Close",
                          order.price=quote(as.numeric(mktdata$AAPL.Low[timestamp])),
                          orderset="ocolong"), 
         type = "chain", parent = "EnterLong", 
         path.dep=TRUE, 
         label = "stop_loss_long", 
         enabled=TRUE)
#> [1] "basic_strategy"


#Apply strategy
applyStrategy(strategy.st, portfolios = portfolio.st,debug = TRUE)
#> [1] "2018-04-19 02:00:00 AAPL 100 @ 42.8836602855443"
#> [1] "2018-04-20 02:00:00 AAPL -100 @ 42.3376887640763"
#> [1] "2018-05-09 02:00:00 AAPL 100 @ 46.4970046592104"
#> [1] "2018-06-19 02:00:00 AAPL -100 @ 45.9659223045418"
#> [1] "2018-07-17 02:00:00 AAPL 100 @ 47.6952277265372"
#> [1] "2018-07-30 02:00:00 AAPL -100 @ 47.1346935681311"
#> $basic_port
#> $basic_port$AAPL
#> <environment: 0x7fa52528db88>
updatePortf(portfolio.st)
#> [1] "basic_port"
updateAcct(account.st)
#> Warning in rbind(deparse.level, ...): mismatched types: converting objects to
#> numeric
#> [1] "basic_account"
updateEndEq(account.st)
#> [1] "basic_account"

st<- "2018-05-01 00:00:00"
fn<-"2018-06-20 00:00:00"
chart.Posn(portfolio.st, Symbol = symbol, Dates = paste(st, fn, sep="::"))
text(8, 1000, "BUY")
text(35, 1000, "SELL")

^{Created on 2022-07-22 by the reprex package (v2.0.1)}

Thank you very much! What does these (8, 1000) and (35,1000) positioning stands for? — Serhat Akay, Jul 22 '22 at 14:09
@SerhatAkay, these are x and y coordinates. You can change them to whatever youu want. — Quinten, Jul 22 '22 at 14:10
how did you find the exact numbers? I could not see those numbers on the graph. — Serhat Akay, Jul 22 '22 at 14:12
@SerhatAkay, I did trial and error. So you can change the numbers to different positions if you want. — Quinten, Jul 22 '22 at 14:14
Thanks for your support but I need a dynamic solution because every time the positioning of the arrows will change. This code will be automated. — Serhat Akay, Jul 22 '22 at 14:23

Add text label near the position arrows in chart.Posn () function of blotter

1 Answers1