[R] Help on creating custom financial time series graphs

Don MacQueen macq at llnl.gov
Thu May 9 16:46:12 CEST 2002

You haven't mentioned why you're considering R in the first place. 
For example, if you're planning to stay on the Win2K platform, the 
easiest approach is probably to call your C modules from within R. 
Since you know C, you probably won't find that to be too difficult. 
On the other hand, if you're interested in R because you want to move 
to some other platform (Linux, unix, Mac OS X), or want the freedom 
of moving easily between platforms, then your C may not be easily 
ported, in which case it's probably better to start afresh.

I think most R users would say it is very easy to draw/create graphs 
in R. And indeed it is, for many kinds of graphs. But financial 
graphs are somewhat specialized. The difficulty will depend on what 
kind of customization you need. For example, if you have daily 
closings, and want to graph them with Saturdays and Sundays omitted 
from the graphs, and the gaps between Friday and Monday reduced, then 
you have some significant customization to do. It definitely can be 
done in R but you may not find to be easy (especially at first). With 
that particular example in mind, however, I would bet that whatever 
methods you used to construct the time axis could be implemented in R 
fairly easily.

Hope this helps

At 12:27 PM +0000 5/9/02, Neil Osborne wrote:
>I have written a series of C modules that produce various custom 
>(technical analysis) graphs when presented with a financial time 
>series. The code was developed on the Win2K and so makes many now 
>level function calls to the GDI etc, and is very tightly wedded to 
>the Win2k windowing system. I notice however, that most of the 
>graphing functionality in R (at least on the Windows OS) is handled 
>by GraphApp
>This is the dillema I face:
>Do I scrap the existing code and start from "afresh" (Please don't 
>say yes to this ! ;0)
>How Can I "merge" my code into R with the minimum of fuss ?
>If I have to start from afresh, I would like to know how easy it is 
>to draw/create graphs in R.
>Many thanks in advance
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Don MacQueen
Environmental Protection Department
Lawrence Livermore National Laboratory
Livermore, CA, USA
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