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.