TTR (version 0.23-6)

TTR: Functions to create Technical Trading Rules (TTR)

Description

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.

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 https://www.metastock.com/Customer/Resources/TAAZ/ https://www.linnsoft.com/indicators http://www.stockcharts.com/school/doku.php?id=chart_school:technical_indicators

Examples

# 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!
if (interactive()) {
  # Fetch U.S. symbols from the internet
  nyseSymbols <- stockSymbols("NYSE")

  # Fetch Yahoo! Finance data from the internet
  ge <- getYahooData("GE", 19990404, 20050607, adjust = FALSE)
}
# }

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