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TTR (version 0.23-2)

Technical Trading Rules

Description

Functions and data to construct technical trading rules with R.

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Version

Install

install.packages('TTR')

Monthly Downloads

405,089

Version

0.23-2

License

GPL-2

Issues

26

Pull Requests

2

Stars

331

Forks

102

Maintainer

Joshua Ulrich

Last Published

July 11th, 2017

Functions in TTR (0.23-2)

ADX

Welles Wilder's Directional Movement Index
ATR

True Range / Average True Range
CMF

Chaikin Money Flow
CMO

Chande Momentum Oscillator
DPO

De-Trended Price Oscillator
DVI

DV Intermediate Oscillator
DonchianChannel

Donchian Channel
EMV

Arms' Ease of Movement Value
CCI

Commodity Channel Index
CLV

Close Location Value
GMMA

Guppy Multiple Moving Averages
KST

Know Sure Thing
WPR

William's %R
stockSymbols

Fetch Internet Data
SMA

Moving Averages
OBV

On Balance Volume (OBV)
ZigZag

Zig Zag
adjRatios

Split and dividend adjustment ratios
ROC

Rate of Change / Momentum
PBands

Construct (optionally further smoothed and centered ) volatility bands around prices
MACD

MACD Oscillator
MFI

Money Flow Index
TRIX

Triple Smoothed Exponential Oscillator
TTR

Functions to create Technical Trading Rules (TTR)
RSI

Relative Strength Index
SAR

Parabolic Stop-and-Reverse
lags

Miscellaneous Tools
SNR

Signal to Noise Ratio
TDI

Trend Detection Index
aroon

Aroon
BBands

Bollinger Bands
chaikinAD

Chaikin Accumulation / Distribution
chaikinVolatility

Chaikin Volatility
volatility

Volatility
williamsAD

Williams Accumulation / Distribution
runPercentRank

Percent Rank over a Moving Window
stoch

Stochastic Oscillator / Stochastic Momentum Index
VHF

Vertical Horizontal Filter
ttrc

Technical Trading Rule Composite data
ultimateOscillator

The Ultimate Oscillator
rollSFM

Analysis of Running/Rolling/Moving Windows
runSum

Analysis of Running/Rolling/Moving Windows