TTR v0.23-1

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by Joshua Ulrich

Technical Trading Rules

Functions and data to construct technical trading rules with R.

Functions in TTR

Name Description
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
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Details

Type Package
Date 2016-03-19
LinkingTo xts
License GPL-2
URL https://github.com/joshuaulrich/TTR
BugReports https://github.com/joshuaulrich/TTR/issues
NeedsCompilation yes
Packaged 2016-03-19 16:55:18 UTC; josh
Repository CRAN
Date/Publication 2016-03-21 00:06:52
enhances quantmod
suggests RUnit
imports xts (>= 0.9-3) , zoo
Contributors Joshua Ulrich

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