I am trying to improve my financial research workflow and need some help figuring out how to create some custom charts/visualizations.
I don’t like my current mish-mash of C++, R, Python, and some proprietary charting package that requires a subscription. And I especially don’t like that my statistical visualizations don’t work the same way as the technical analysis ones that display the results, or that I often have to compute the data for any given visualization 2 or 3 times in different languages. That is a source of too many bugs.
It looks like Julia could solve my problem. But I can’t figure out how to use it to make a custom technical analysis chart. Displaying Open-High-Low-Close (OHLC) bars seems pretty straightforward. And overlaying some indicators or adding a volume chart at the bottom and the side doesn’t seem that hard either.
But how do I write code that can create other types of charts? Like Point and Figure, TPO, Kagi, Renko, three-line break, etc.
The only open source software I’ve found that can do even some of this is mplfinance, but it only works with data that is already in an OHLC format, and I’m specifically interested in charts and visualizations that work directly from raw tick-data. And I often want something customized that merges the technical analysis chart with a statistical visualization. (E.g. A TPO chart that uses kernel density estimators; or a P&F chart that has some fractal statistics overlaid. Or a quasi-OHLC chart that is using splines made from the tick data. etc.)
Can someone help me get oriented with how Plots or the other relevant packages work and what I need to do to create my own visualizations that combine some kind of (perhaps custom) technical analysis tick-data chart with a statistical plot?