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TTR (version 0.23-1)
Technical Trading Rules
Description
Functions and data to construct technical trading rules with R.
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Install
install.packages('TTR')
Monthly Downloads
176,028
Version
0.23-1
License
GPL-2
Issues
25
Pull Requests
2
Stars
321
Forks
105
Repository
https://github.com/joshuaulrich/TTR
Maintainer
Joshua Ulrich
Last Published
March 21st, 2016
Functions in TTR (0.23-1)
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TRIX
Triple Smoothed Exponential Oscillator
williamsAD
Williams Accumulation / Distribution
DVI
DV Intermediate Oscillator
GMMA
Guppy Multiple Moving Averages
rollSFM
Analysis of Running/Rolling/Moving Windows
MACD
MACD Oscillator
aroon
Aroon
ultimateOscillator
The Ultimate Oscillator
stockSymbols
Fetch Internet Data
ATR
True Range / Average True Range
KST
Know Sure Thing
WPR
William's %R
VHF
Vertical Horizontal Filter
EMV
Arms' Ease of Movement Value
MFI
Money Flow Index
DonchianChannel
Donchian Channel
OBV
On Balance Volume (OBV)
TTR
Functions to create Technical Trading Rules (TTR)
lags
Miscellaneous Tools
CCI
Commodity Channel Index
CLV
Close Location Value
RSI
Relative Strength Index
ZigZag
Zig Zag
adjRatios
Split and dividend adjustment ratios
ADX
Welles Wilder's Directional Movement Index
TDI
Trend Detection Index
CMF
Chaikin Money Flow
SAR
Parabolic Stop-and-Reverse
CMO
Chande Momentum Oscillator
BBands
Bollinger Bands
SMA
Moving Averages
volatility
Volatility
DPO
De-Trended Price Oscillator
chaikinVolatility
Chaikin Volatility
runPercentRank
Percent Rank over a Moving Window
ttrc
Technical Trading Rule Composite data
chaikinAD
Chaikin Accumulation / Distribution
stoch
Stochastic Oscillator / Stochastic Momentum Index
PBands
Construct (optionally further smoothed and centered ) volatility bands around prices
runSum
Analysis of Running/Rolling/Moving Windows
ROC
Rate of Change / Momentum