Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.24.4) of this package.
Take me there.
TTR (version 0.21-0)
Technical Trading Rules
Description
Functions and data to construct technical trading rules with R.
Copy Link
Link to current version
Version
Version
0.24.4
0.24.3
0.24.2
0.24.1
0.24.0
0.23-6
0.23-5
0.23-4
0.23-3
0.23-2
0.23-1
0.23-0
0.22-0
0.21-1
0.21-0
0.20-2
0.20-1
0.20-0
0.14-0
0.13-1
0.2
Install
install.packages('TTR')
Monthly Downloads
229,221
Version
0.21-0
License
GPL-3
Maintainer
Joshua Ulrich
Last Published
August 30th, 2011
Functions in TTR (0.21-0)
Search all functions
TRIX
Triple Smoothed Exponential Oscillator
aroon
Aroon
ZigZag
Zig Zag
DonchianChannel
Donchian Channel
CMF
Chaikin Money Flow
DPO
De-Trended Price Oscillator
MACD
MACD Oscillator
chaikinVolatility
Chaikin Volatility
ADX
Welles Wilder's Directional Movement Index
volatility
Volatility
GMMA
Guppy Multiple Moving Averages
WebData
Fetch Internet Data
CCI
Commodity Channel Index
MovingAverages
Moving Averages
TTR
Functions to create Technical Trading Rules (TTR)
runFun
Analysis of Running/Rolling/Moving Windows
VHF
Vertical Horizontal Filter
adjRatios
Split and dividend adjustment ratios
williamsAD
Williams Accumulation / Distribution
TTRtools
Miscellaneous Tools
CMO
Chande Momentum Oscillator
SAR
Parabolic Stop-and-Reverse
OBV
On Balance Volume (OBV)
MFI
Money Flow Index
ATR
True Range / Average True Range
TDI
Trend Detection Index
RSI
Relative Strength Index
PBands
Construct (optionally further smoothed and centered ) volatility bands around prices
WPR
William's %R
chaikinAD
Chaikin Accumulation / Distribution
stochastics
Stochastic Oscillator / Stochastic Momentum Index
DVI
DV Intermediate Oscillator
ttrc
Technical Trading Rule Composite data
bollingerBands
Bollinger Bands
changes
Rate of Change / Momentum
EMV
Arms' Ease of Movement Value
KST
Know Sure Thing
CLV
Close Location Value