Learn R Programming

⚠️There's a newer version (0.24.4) of this package.Take me there.

TTR (version 0.24.2)

Technical Trading Rules

Description

A collection of over 50 technical indicators for creating technical trading rules. The package also provides fast implementations of common rolling-window functions, and several volatility calculations.

Copy Link

Version

Install

install.packages('TTR')

Monthly Downloads

287,361

Version

0.24.2

License

GPL (>= 2)

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/joshuaulrich/TTR

Maintainer

Joshua Ulrich

Last Published

September 1st, 2020

Functions in TTR (0.24.2)

Ehler's Correlation Trend Indicator

Close Location Value

DonchianChannel

Donchian Channel

Commodity Channel Index

Chaikin Money Flow

De-Trended Price Oscillator

Welles Wilder's Directional Movement Index

DV Intermediate Oscillator

True Range / Average True Range

On Balance Volume (OBV)

Money Flow Index

Parabolic Stop-and-Reverse

Guppy Multiple Moving Averages

Arms' Ease of Movement Value

Chande Momentum Oscillator

Signal to Noise Ratio

Stochastic Oscillator / Stochastic Momentum Index

Bollinger Bands

Fetch Internet Data

Relative Strength Index

Technical Trading Rule Composite data

Split and dividend adjustment ratios

Chaikin Accumulation / Distribution

Vertical Horizontal Filter

Moving Averages

Rate of Change / Momentum

chaikinVolatility

Chaikin Volatility

Williams Accumulation / Distribution

Construct (optionally further smoothed and centered ) volatility bands around prices

Triple Smoothed Exponential Oscillator

Know Sure Thing

Trend Detection Index

Analysis of Running/Rolling/Moving Windows

MACD Oscillator

Analysis of Running/Rolling/Moving Windows

Functions to create Technical Trading Rules (TTR)

Miscellaneous Tools

ultimateOscillator

The Ultimate Oscillator

Percent Rank over a Moving Window