TTR

0th

Percentile

Functions to create Technical Trading Rules (TTR)

This package contains many of the most popular technical analysis functions, as well as functions to retrieve U.S. stock symbols, and data from Yahoo Finance.

Keywords
package
Details

Users will probably be most interested in the following functions: ADX BBands changes MovingAverages MACD RSI runFun stoch VWAP WebData

References

The following sites were used to code/document this package: http://www.fmlabs.com/reference/default.htm http://www.equis.com/Customer/Resources/TAAZ/?p=0 http://www.linnsoft.com/tour/technicalindicators.htm http://stockcharts.com/education/IndicatorAnalysis/

Aliases
  • TTR
  • TTR-package
Examples
library(TTR) # NOT RUN { data(ttrc) # Bollinger Bands bbands <- BBands( ttrc[,c("High","Low","Close")] ) # Directional Movement Index adx <- ADX(ttrc[,c("High","Low","Close")]) # Moving Averages ema <- EMA(ttrc[,"Close"], n=20) sma <- SMA(ttrc[,"Close"], n=20) # MACD macd <- MACD( ttrc[,"Close"] ) # RSI rsi <- RSI(ttrc[,"Close"]) # Stochastics stochOsc <- stoch(ttrc[,c("High","Low","Close")]) ### Note: you must have a working internet connection ### for the examples below to work! # Fetch U.S. symbols from the internet nyseSymbols <- stockSymbols("NYSE") # Fetch Yahoo! Finance data from the internet ibm <- getYahooData("IBM", 19990404, 20050607) # }
Documentation reproduced from package TTR, version 0.23-1, License: GPL-2

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