The Rmetrics "fTrading" package is a collection of functions for trading and rebalancing financial instruments.
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 oscTA Oscillator Indicator
Oscillator Indicators:
momTA Momentum Indicator macdTA MACD Indicator cdsTA MACD Signal Line cdoTA MACD Oscillator vohlTA High/Low Volatility vorTA Volatility Ratio
stochasticTA Stochastics Oscillator fpkTA Fast Percent K fpdTA Fast Percent D spdTA Slow Percent D apdTA Averaged Percent D wprTA William's Percent R rsiTA Relative Strength Index
S-Plus Like Moving Averages:
SMA Simple Moving Average EWMA Exponentially Weighted Moving Average
The fTrading
Rmetrics package is written for educational
support in teaching "Computational Finance and Financial Engineering"
and licensed under the GPL.
Package: | fTrading |
Type: | Package |
Version: | R 3.0.1 |
Date: | 2014 |
License: | GPL Version 2 or later |
Copyright: | (c) 1999-2014 Rmetrics Association |
Repository: | R-FORGE |