-
Notifications
You must be signed in to change notification settings - Fork 1
/
ui.OLD.R
171 lines (169 loc) · 6.76 KB
/
ui.OLD.R
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
# title: "Shiny UI"
# author: "Jason Taylor"
# For dropdown menu
actionLink <- function(inputId, ...) {
tags$a(href = 'javascript:void',
id = inputId,
class = 'action-button',
...)
}
shinyUI(fluidPage(
theme = "tastytrade.min.css",
titlePanel(windowTitle = "The Mechanical Bear",
img(src = 'logo.png',
width = "129",
height = "100",
alt = "The Mechanical Bear")),
fluidRow(
column(2,
h4("Setup"),
wellPanel(
selectInput("study", "Study", c("Strangle",
"Short Put",
"Long Stock",
"Poor Mans Cov Call",
"Straddle",
"Call Calendar")),
selectInput("openOption", "Open on", c("First of Month",
"First of Week",
"Daily",
"Earnings",
"Previous Close")),
selectInput("stock", "Stock", c("AMZN", "EEM", "EWZ", "FXI",
"GDX", "GS", "IBM", "SLV",
"SPY", "XLE")),
selectInput("xvar", "X-axis variable", axis_vars,
selected = "open.ivrank"),
selectInput("yvar", "Y-axis variable", axis_vars,
selected = "profit"),
actionButton('goPlot', 'Run Study')
)
),
column(2,
h4("Entry Criteria"),
wellPanel(
sliderInput("open.dte", "DTE", 0, 365, 45, step = 1),
conditionalPanel(
condition = ("input.study == 'Call Calendar' ||
input.study == 'Poor Mans Cov Call' ||
input.study == 'Strangle'"),
sliderInput("call.delta", "Call delta", 0, 1, .16, step = .01)),
conditionalPanel(
condition = ("input.study == 'Short Put' ||
input.study == 'Strangle' ||
input.study == 'Long Stock'"),
sliderInput("put.delta", "Put delta", -1, 0, -.16, step = .01)),
conditionalPanel(
condition = ("input.study == 'Call Calendar' ||
input.study == 'Poor Mans Cov Call'"),
sliderInput("second.dte", "Min short DTE", 0, 90, 30, step = 5)),
sliderInput("open.ivrank", "IV Rank", 0, 100, c(0, 100), step = 1),
sliderInput("min.roc", "Min ROC", 0, 50, 11, step = 1)
)
),
column(2,
h4("Exit Criteria"),
wellPanel(
sliderInput("proftarg", "Profit target %", 0, 100, 50, step = 5),
conditionalPanel(
condition = ("input.study == 'Poor Mans Cov Call' ||
input.study == 'Short Put' ||
input.study == 'Strangle' ||
input.study == 'Straddle' ||
input.study == 'Long Stock'"),
sliderInput("loss.lim", "Max loss x times credit received",
0, 10, 2, step = .25)),
conditionalPanel(
condition = ("input.study == 'Poor Mans Cov Call'"),
sliderInput("l.loss.lim", "Long max loss % debit paid",
10, 100, 50, step = 5)),
conditionalPanel(
condition = ("input.study == 'Short Put' ||
input.study == 'Strangle'||
input.study == 'Straddle'"),
sliderInput("gamma.days", "Days prior to expiration to exit",
0, 10, 0, step = 1)),
conditionalPanel(
condition = ("(input.study == 'Short Put' ||
input.study == 'Strangle' ||
input.study == 'Straddle') &&
(input.stock == 'AMZN' ||
input.stock == 'GS' ||
input.stock == 'IBM' ||
input.stock == 'AAPL' ||
input.stock == 'GOOG') &&
(input.openOption == 'First of Week' ||
input.openOption == 'First of Month' ||
input.openOption == 'Previous Close' ||
input.openOption == 'Daily')"),
selectInput("earn.close", "Close day prior to earnings?",
c("No", "Yes")))
)
),
column(6,
h4("Results"),
wellPanel(
fluidRow(
column(4,
htmlOutput("n_trades"),
htmlOutput("avg_days"),
htmlOutput("exit.reason"),
htmlOutput("exit.profit.target"),
htmlOutput("exit.loss.limit"),
htmlOutput("exit.expiration"),
htmlOutput("exit.gamma.risk"),
htmlOutput("exit.earnings")
),
column(4,
htmlOutput("total_profit"),
htmlOutput("avg_prof_trade"),
htmlOutput("avg_prof_day"),
htmlOutput("percent_winners"),
htmlOutput("max_loss"),
htmlOutput("max_win"),
htmlOutput("avg.exit.roc"),
htmlOutput("avg.entry.margin")
),
column(4,
htmlOutput("total_profit2"),
htmlOutput("avg_prof_trade2"),
htmlOutput("avg_prof_day2"),
htmlOutput("percent_winners2"),
htmlOutput("max_loss2"),
htmlOutput("max_win2"),
htmlOutput("avg.exit.roc2"),
htmlOutput("avg.entry.margin2")
)
)
)
)
),
fluidRow(
column(1,
h4("")
),
column(10,
ggvisOutput("plot1"),
downloadButton('downloadData', 'Download'),
dataTableOutput('table')
),
column(1,
h4("")
)
),
fluidRow(
column(1,
h4("")
),
column(10,
conditionalPanel(
condition = ("(input.study == 'Long Stock')"),
downloadButton('downloadData2', 'Download'),
dataTableOutput('table2'))
),
column(1,
h4("")
)
)
)
)