R Programming

Heres a brief summary of what I would like the program to be able to do. 1. Import a .csv file of 5 minute OHLC data - example attached advert. 2. Sort by day/date and prepare the data for analysis. 3. From each days data extract the high & low of a time specified by the user e.g for U.S stocks 09:30 - 09:35. This will be called the "opening range high & opening range low. extract the High and Low for the day along with the days closing price. 4. From the data obtained in step 3 compute a 10 day average range(Not ATR). Average range is computed as being the average of the prior 10 days High -Low prices. We will then take 10% of this value. This will be called our A value. 5. The A value from above will then be added on to the opening range high & subtracted from the opening range low obtained in step 3. These two levels will be called A up for the level above the opening range and A down for the level below the opening range. 6. Once we have all of the above the day is then scored depending how prices traded around the A up & A down and also how the where the market closed that day in relation to the opening range. See the attached scoring sheet for more info. A few more definitions and points - Once price breaks above or below an A level and spends a user defined amount of time beyond that level (30 mins in the case of U.S stocks) we define the instrument as having made a "confirmed A up" or a "confirmed Down". We can only have one of each per day, anymore confirmations will render that day a core of zero since it is a "chop" day without direction. For A ups I monitor that the low of the bars stays above the A up level for the confirmation time to confirm the A up condition. For A downs I monitor that the high of the bars are below the A down level for the confirmation time to confirm the A down condition. A failure at an A level is defined by a situation whereby price breaks above/below an A level but fails to spend a period of time there >= the confirmation time. You may have noticed that it is important to find out which move occurred first e.g If we have a day where price made confirmed A up then a confirmed A down the code has to realise that the A up occurred before the A down etc. I think I may have achieved this by using the match function to find the index of where the A up/down occurred - see last part of my code attached. Any day where the closing price is between the the opening range high/low is classed as being a zero day. Depending on the above each day is scored a value between 4 -(-4). I would like these scores to be presented on a d$f with the scores of other stocks/instruments I am following. I would like another two d$f's creating which show a 30 day rolling sum of the scores and a 5 day rolling sum of the scores. I would like to be able to view these scores as a heat map which should help identifying strength and weakness across the market. So this code will have to be able to run in a loop carrying out the same process for all the .csv files in a designated folder. I have made an attempt at coding this myself but I am an absolute beginner when it comes to coding or R in general however another goal of programming this system is to develop my coding skills. The hardest part for me was coding the time confirmations I think I have got around this by creating a table of where price was trading though out the day in relation to the A levels, but I am certain there is an easier, better way to do this. I have attached a copy of this code for your own entertainment...