I was inspired by the Revolution Analytics blog post http://blog.revolutionanalytics.com/2009/11/charting-time-series-as-calendar-heat-maps-in-r.html on the d3.js style calendar heat map that Paul Bleicher from Humedica developed in R. In an effort to publicize such fine work, I wanted to put a slightly different spin on it to visualize a system’s time in the market. The system is ridiculously basic (not investment advice and will lose money), but the visualization is very helpful.

To continue with the theme, I would like to continue to highlight some fine R work from http://systematicinvestor.wordpress.com. Although his work is far more sophisticated than this, I thought I would use his plota function to plot the German Dax (used in this example) with RSI below.

Thanks so much to the amazing R coders who provided the code and functions for this post.

R code from GIST:

*Related*

To

**leave a comment** for the author, please follow the link and comment on their blog:

** Timely Portfolio**.

R-bloggers.com offers

**daily e-mail updates** about

R news and

tutorials on topics such as:

Data science,

Big Data, R jobs, visualization (

ggplot2,

Boxplots,

maps,

animation), programming (

RStudio,

Sweave,

LaTeX,

SQL,

Eclipse,

git,

hadoop,

Web Scraping) statistics (

regression,

PCA,

time series,

trading) and more...

If you got this far, why not

__subscribe for updates__ from the site? Choose your flavor:

e-mail,

twitter,

RSS, or

facebook...

**Tags:** lattice, R, systematic investor