quantmod (version 0.4.26)

TA: Add Technical Indicator to Chart

Description

Functions to add technical indicators to a chart.

Arguments

Value

Called for its side effects, an object to class chobTA

will be returned invisibly. If called from the R command line the method will draw the appropriate indicator on the current chart.

Author

Jeffrey A. Ryan

Details

The general mechanism to add technical analysis studies or overlays to a financial chart created with chartSeries.

General TA charting tool functions:

  • addTA: add data as custom indicator

  • dropTA: remove technical indicator

  • moveTA: move a technical indicator

  • swapTA: swap two technical indicators

Current technical indicators include:

  • addADX: add Welles Wilder's Directional Movement Indicator

  • addATR: add Average True Range

  • addAroon: add Aroon Indicator

  • addAroonOsc: add Aroon Oscillator

  • addBBands: add Bollinger Bands

  • addCCI: add Commodity Channel Index

  • addCMF: add Chaiken Money Flow

  • addChAD: add Chaiken Accumulation Distribution Line

  • addChVol: add Chaiken Volatility

  • addCMO: add Chande Momentum Oscillator

  • addDEMA: add Double Exponential Moving Average

  • addDPO: add Detrended Price Oscillator

  • addEMA: add Exponential Moving Average

  • addEMV: add Arm's Ease of Movement

  • addEnvelope: add Moving Average Envelope

  • addEVWMA: add Exponential Volume Weighted Moving Average

  • addExpiry: add options or futures expiration lines

  • addKST: add Know Sure Thing

  • addLines: add line(s)

  • addMACD: add Moving Average Convergence Divergence

  • addMFI: add Money Flow Index

  • addMomentum: add Momentum

  • addOBV: add On-Balance Volume

  • addPoints: add point(s)

  • addROC: add Rate of Change

  • addRSI: add Relative Strength Indicator

  • addSAR: add Parabolic SAR

  • addSMA: add Simple Moving Average

  • addSMI: add Stochastic Momentum Index

  • addTDI: add Trend Direction Index

  • addTRIX: add Triple Smoothed Exponential Oscillator

  • addVo: add Volume (if available)

  • addVolatility: add volatility

  • addWMA: add Weighted Moving Average

  • addWPR: add Williams Percent R

  • addZigZag: add Zig Zag

  • addZLEMA: add ZLEMA

See the individual functions for specific implementation and argument details. Details of the underlying TTR implementations can be found in TTR.

The primary changes between the add*** version of an indicator and the TTR base function is the absense of the data argument in the former.

Notable additions include on, with.col.

References

Josh Ulrich - TTR package