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OHLC time series editing tool

Posted on: February 17th, 2017

Candle studio is a simple tool that I wrote, which allows me to edit OHLC time series. This can be useful when you want to derive scenarios for your algorithms from real data.

It takes and outputs CSV files with 4 columns - Open, High, Low, Close, and you can modify your time series to create new scenarios. You can try it out here: http://vibesphere.com/candle-studio/

Here’s an example using R: first fill a dataframe with historical daily price data:

library(quantmod)
getSymbols("^GPRO")

Next, export an interval to a CSV file, to edit. The app works well with up to 100 ticks.

 setwd("C:/Users/alex/dev/tmp") write.csv(GPRO["2017-01-01::2017-02-16", c("GPRO.Open", "GPRO.High", "GPRO.Low", "GPRO.Close")], file="interval.csv", row.names = FALSE) 

Import this into the candle editing tool. The column names don’t matter but the order does. I can now edit this and save it.

Feel free to fork and improve it here: https://github.com/alexurdea/candle-studio

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