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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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Version

Install

install.packages('TTR')

Monthly Downloads

250,428

Version

0.23-1

License

GPL-2

Issues

25

Pull Requests

2

Stars

341

Forks

100

Maintainer

Joshua Ulrich

Last Published

March 21st, 2016

Functions in TTR (0.23-1)

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