Bitcoin 데이터로 Envelope 와 Bollinger Band 그리기 (ggplot2)

library(TTR)

my.EnvelopeIndicator<-function(data, m=10, p=0.03){

  return(matrix(SMA(data, n=m) %>% {c( rep(.[m], m-1), .[which(is.na(.)==F)])})%*%c(1-p,1,1+p))

}

df_env<-as.data.frame(my.EnvelopeIndicator(res$openingPrice, m=5, p=0.03))

names(df_env)<-c("env_lower","env","env_upper")

res<-cbind(res, df_env)

head(res)

my.BBands<-function(data, m=20, std=1, hlc_c=c("highPrice","lowPrice","tradePrice")){

  return(BBands(data[, c(hlc_c[1],hlc_c[2],hlc_c[3])], n=m, sd=std)[,c(1,2,3)] %>% {rbind(matrix(rep(.[m,], m-1), ncol=3, byrow=T),.[m:nrow(.),])})

}

df_bbands<-as.data.frame(my.BBands(data=res, m=40, std=3))

res<-cbind(res,df_bbands)

# res<-res[,c(1:16)]

# str(res)