Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (0.24.4) of this package.
Take me there.
TTR (version 0.2)
Technical Trading Rules
Description
Functions and data to construct technical trading rules with R.
Copy Link
Link to current version
Version
Version
0.24.4
0.24.3
0.24.2
0.24.1
0.24.0
0.23-6
0.23-5
0.23-4
0.23-3
0.23-2
0.23-1
0.23-0
0.22-0
0.21-1
0.21-0
0.20-2
0.20-1
0.20-0
0.14-0
0.13-1
0.2
Install
install.packages('TTR')
Monthly Downloads
314,900
Version
0.2
License
GPL-3
Maintainer
Joshua Ulrich
Last Published
February 11th, 2009
Functions in TTR (0.2)
Search all functions
CLV
Close Location Value
CMO
Chande Momentum Oscillator
MFI
Money Flow Index
WebData
Fetch Internet Data
ttrc
Technical Trading Rule Composite data
ATR
True Range / Average True Range
KST
Know Sure Thing
TTR
Functions to create Technical Trading Rules (TTR)
volatility
Volatility
MACD
MACD Oscillator
RSI
Relative Strength Index
TRIX
Triple Smoothed Exponential Oscillator
PBands
Construct (optionally further smoothed and centered ) volatility bands around prices
CCI
Commodity Channel Index
williamsAD
Williams Accumulation / Distribution
stochastics
Stochastic Oscillator / Stochastic Momentum Index
CMF
Chaikin Money Flow
TDI
Trend Detection Index
EMV
Arms' Ease of Movement Value
rollSFM
Analysis of Running/Rolling/Moving Windows
adjRatios
Split and dividend adjustment ratios
ultimateOscillator
The Ultimate Oscillator
WPR
William's %R
changes
Rate of Change / Momentum
chaikinAD
Chaikin Accumulation / Distribution
chaikinVolatility
Chaikin Volatility
DonchianChannel
Donchian Channel
TTRtools
Miscellaneous Tools
MovingAverages
Moving Averages
GMMA
Guppy Multiple Moving Averages
ZigZag
Zig Zag
ADX
Welles Wilder's Directional Movement Index
SAR
Parabolic Stop-and-Reverse
VHF
Vertical Horizontal Filter
BBands
Bollinger Bands
lags
Miscellaneous Tools
runSum
Analysis of Running/Rolling/Moving Windows
DPO
De-Trended Price Oscillator
runFun
Analysis of Running/Rolling/Moving Windows
OBV
On Balance Volume (OBV)
ROC
Rate of Change / Momentum
stockSymbols
Fetch Internet Data
aroon
Aroon
bollingerBands
Bollinger Bands
runPercentRank
Percent Rank over a Moving Window
DVI
DV Intermediate Oscillator
stoch
Stochastic Oscillator / Stochastic Momentum Index
SMA
Moving Averages