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TTR (version 0.23-3)

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

315,846

Version

0.23-3

License

GPL-2

Issues

26

Pull Requests

2

Stars

338

Forks

102

Maintainer

Joshua Ulrich

Last Published

January 24th, 2018

Functions in TTR (0.23-3)

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
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
ROC

Rate of Change / Momentum
PBands

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

De-Trended Price Oscillator
DVI

DV Intermediate Oscillator
SNR

Signal to Noise Ratio
CMF

Chaikin Money Flow
CMO

Chande Momentum Oscillator
SMA

Moving Averages
aroon

Aroon
BBands

Bollinger Bands
chaikinAD

Chaikin Accumulation / Distribution
chaikinVolatility

Chaikin Volatility
runPercentRank

Percent Rank over a Moving Window
stoch

Stochastic Oscillator / Stochastic Momentum Index
volatility

Volatility
ADX

Welles Wilder's Directional Movement Index
ATR

True Range / Average True Range
WPR

William's %R
stockSymbols

Fetch Internet Data
TDI

Trend Detection Index
ZigZag

Zig Zag
adjRatios

Split and dividend adjustment ratios
ttrc

Technical Trading Rule Composite data
OBV

On Balance Volume (OBV)
lags

Miscellaneous Tools
VHF

Vertical Horizontal Filter
rollSFM

Analysis of Running/Rolling/Moving Windows
ultimateOscillator

The Ultimate Oscillator
williamsAD

Williams Accumulation / Distribution
runSum

Analysis of Running/Rolling/Moving Windows