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 |