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TTR (version 0.21-1)
Technical Trading Rules
Description
Functions and data to construct technical trading rules with R.
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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
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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
405,089
Version
0.21-1
License
GPL-3
Maintainer
Joshua Ulrich
Last Published
April 1st, 2012
Functions in TTR (0.21-1)
Search all functions
DVI
DV Intermediate Oscillator
DonchianChannel
Donchian Channel
MFI
Money Flow Index
SAR
Parabolic Stop-and-Reverse
changes
Rate of Change / Momentum
KST
Know Sure Thing
DPO
De-Trended Price Oscillator
chaikinAD
Chaikin Accumulation / Distribution
CCI
Commodity Channel Index
MovingAverages
Moving Averages
chaikinVolatility
Chaikin Volatility
CMO
Chande Momentum Oscillator
adjRatios
Split and dividend adjustment ratios
aroon
Aroon
CMF
Chaikin Money Flow
TDI
Trend Detection Index
bollingerBands
Bollinger Bands
VHF
Vertical Horizontal Filter
CLV
Close Location Value
RSI
Relative Strength Index
WebData
Fetch Internet Data
TRIX
Triple Smoothed Exponential Oscillator
ADX
Welles Wilder's Directional Movement Index
ZigZag
Zig Zag
ATR
True Range / Average True Range
EMV
Arms' Ease of Movement Value
PBands
Construct (optionally further smoothed and centered ) volatility bands around prices
stochastics
Stochastic Oscillator / Stochastic Momentum Index
ttrc
Technical Trading Rule Composite data
volatility
Volatility
OBV
On Balance Volume (OBV)
WPR
William's %R
TTRtools
Miscellaneous Tools
runFun
Analysis of Running/Rolling/Moving Windows
MACD
MACD Oscillator
GMMA
Guppy Multiple Moving Averages
williamsAD
Williams Accumulation / Distribution
TTR
Functions to create Technical Trading Rules (TTR)