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quantmod (version 0.4-5)

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.

Details

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

Functionality marked with a ‘*’ is via the TTR package.

General TA charting tool functions:

  • addTAadd data as custom indicator
  • dropTAremove technical indicator
  • moveTAmove a technical indicator
  • swapTAswap two technical indicators

Current technical indicators include:

  • addADXadd Welles Wilder's Directional Movement Indicator*
  • addATRadd Average True Range *
  • addAroonadd Aroon Indicator *
  • addAroonOscadd Aroon Oscillator *
  • addBBands:add Bollinger Bands *
  • addCCIadd Commodity Channel Index *
  • addCMFadd Chaiken Money Flow *
  • addChADadd Chaiken Accumulation Distribution Line *
  • addChVoladd Chaiken Volatility *
  • addCMOadd Chande Momentum Oscillator *
  • addDEMAadd Double Exponential Moving Average *
  • addDPOadd Detrended Price Oscillator *
  • addEMAadd Exponential Moving Average *
  • addEMVadd Arm's Ease of Movement *
  • addEnvelopeadd Moving Average Envelope
  • addEVWMAadd Exponential Volume Weighted Moving Average *
  • addExpiryadd options or futures expiration lines
  • addKSTadd Know Sure Thing *
  • addLinesadd line(s)
  • addMACD:add Moving Average Convergence Divergence *
  • addMFIadd Money Flow Index *
  • addMomentumadd Momentum *
  • addOBVadd On-Balance Volume *
  • addPointsadd point(s)
  • addROC:add Rate of Change *
  • addRSIadd Relative Strength Indicator *
  • addSARadd Parabolic SAR *
  • addSMAadd Simple Moving Average *
  • addSMIadd Stochastic Momentum Index *
  • addTDIadd Trend Direction Index *
  • addTRIXadd Triple Smoothed Exponential Oscillator *
  • addVoadd Volume if available
  • addVolatilityadd volatility *
  • addWMAadd Weighted Moving Average *
  • addWPRadd Williams Percent R *
  • addZigZagadd Zig Zag *
  • addZLEMAadd 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