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TTR (version 0.24.3)

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.

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Version

Install

install.packages('TTR')

Monthly Downloads

315,846

Version

0.24.3

License

GPL (>= 2)

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/joshuaulrich/TTR

Maintainer

Joshua Ulrich

Last Published

December 12th, 2021

Functions in TTR (0.24.3)

De-Trended Price Oscillator

Ehler's Correlation Trend Indicator

Chande Momentum Oscillator

Welles Wilder's Directional Movement Index

Chaikin Money Flow

Close Location Value

Commodity Channel Index

DV Intermediate Oscillator

True Range / Average True Range

DonchianChannel

Donchian Channel

Money Flow Index

MACD Oscillator

Know Sure Thing

Moving Averages

Vertical Horizontal Filter

Fetch Internet Data

Signal to Noise Ratio

Parabolic Stop-and-Reverse

Miscellaneous Tools

Functions to create Technical Trading Rules (TTR)

On Balance Volume (OBV)

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

Relative Strength Index

Split and dividend adjustment ratios

keltnerChannels

Keltner Channels

Analysis of Running/Rolling/Moving Windows

Arms' Ease of Movement Value

Rate of Change / Momentum

Guppy Multiple Moving Averages

chaikinVolatility

Chaikin Volatility

ultimateOscillator

The Ultimate Oscillator

Chaikin Accumulation / Distribution

Technical Trading Rule Composite data

Bollinger Bands

Trend Detection Index

Percent Rank over a Moving Window

Triple Smoothed Exponential Oscillator

Stochastic Oscillator / Stochastic Momentum Index

Williams Accumulation / Distribution

Analysis of Running/Rolling/Moving Windows