A collection and description of functions for the technical analysis of stock markets. The collection provides a set of the most common technical indicators.
Utility Functions:
emaTA |
Exponential Moving Average, |
biasTA |
Bias Indicator, |
medpriceTA |
Medium Price Indicator, |
typicalpriceTA |
Typical Price Indicator, |
wcloseTA |
Weighted Close Indicator, |
rocTA |
Rate of Change, |
Oscillator Indicators:
momTA |
Momentum Indicator, |
macdTA |
MACD Indicator, |
cdsTA |
MACD Signal Line, |
cdoTA |
MACD Oscillator, |
vohlTA |
High/Low Volatility, |
stochasticTA |
Stochastics Oscillator, |
fpkTA |
Fast Percent K, |
fpdTA |
Fast Percent D, |
spdTA |
Slow Percent D, |
apdTA |
Averaged Percent D, |
wprTA |
William's Percent R, |
S-Plus Like Moving Averages:
SMA |
Simple Moving Average, |
emaTA(x, lambda, startup = 0)
biasTA(x, lag)
medpriceTA(high, low)
typicalpriceTA(high, low, close)
wcloseTA(high, low, close)
rocTA(x, lag)
oscTA(x, lag1 = 25, lag2 = 65)momTA(x, lag)
macdTA(x, lag1, lag2)
cdsTA(x, lag1 = 12, lag2 = 26, lag3 = 9)
cdoTA(x, lag1 = 12, lag2 = 26, lag3 = 9)
vohlTA(high, low)
vorTA(high, low)
stochasticTA(close, high, low, lag1 = 5, lag2 = 3, lag3 = 5,
type = c("fast", "slow"))
fpkTA(close, high, low, lag)
fpdTA(close, high, low, lag1, lag2)
spdTA(close, high, low, lag1, lag2, lag3)
apdTA(close, high, low, lag1, lag2, lag3, lag4)
wprTA(close, high, low, lag)
rsiTA(close, lag)
SMA(x, n = 5)
EWMA(x, lambda, startup = 0)
integer values, time lags.
[SMA] - an integer value, time lag.
[emaTA][EWMA] - a numeric value between zero and one giving the decay length of the exponential moving average. If an integer value greater than one is given, lambda is used as a lag of "n" periods to calculate the decay parameter.
[emaTA][EWMA] - an integer value, the startup position of the exponential moving average, by default 0.
[stochasticTA] -
a character string, either "fast"
or ""slow"
characterizing the type of the percent K and percent D
indicator. By default type="fast"
a numeric vector of prices, either opening, closing, or
high and low values.
For ohlcPlot
a multivariate time series object of
class mts
.
*TA
The technical Indicators return the following numeric vectors (or matrix):
emaTA
returns the Exponential Moving Average, EMA
biasTA
returns the EMA-Bias,
medpriceTA
returns the Medium Price,
typicalpriceTA
returns the Typical Price,
wcloseTA
returns the Weighted Closing Price,
rocTA
returns the Rate of Change Indicator,
oscTA
returns the EMA Oscillator Indicator,
momTA
returns the Momentum Oscillator,
macdTA
returns the MACD Oscillator,
cdsTA
returns the MACD Signal Line,
cdo
returns the MACD Oscillator,
vohlTA
returns the High/Low Volatility Oscillator,
vorTA
returns Volatility Ratio Oscillator,
stochasticTA
returns a 2-column matrix with percent K and D Indicator,
fpkTA
returns the Fast Percent-K Stochastics Indicator,
fpdTA
returns the Fast Percent-D Stochastics Indicator,
spdTA
returns the Slow Percent-D Stochastics Indicator,
apdTA
returns the Averaged Percent-D Stochastics Indicator,
wprTA
returns the Williams Percent-R Stochastics Indicator,
rsiTA
returns the Relative Strength Index Stochastics Indicator.
# NOT RUN {
## data -
# Load MSFT Data:
x = MSFT
colnames(x)
x = x[, "Close"]
head(x)
## emaTA -
# Exponential Moving Average:
y = emaTA(x, lambda = 9)
seriesPlot(x)
lines(y, col = "red")
# }
Run the code above in your browser using DataLab