Learn R Programming
⚠️There's a newer version (0.24.4) of this package.Take me there.

TTR (version 0.23-4)

Technical Trading Rules

Description

Functions and data to construct technical trading rules with R.

Copy Link

Version

Install

install.packages('TTR')

Monthly Downloads

405,089

Version

0.23-4

License

GPL-2

Issues

26

Pull Requests

2

Stars

331

Forks

102

Maintainer

Joshua Ulrich

Last Published

September 20th, 2018

Functions in TTR (0.23-4)

ttrc

Technical Trading Rule Composite data
SNR

Signal to Noise Ratio
CMO

Chande Momentum Oscillator
TDI

Trend Detection Index
VHF

Vertical Horizontal Filter
runPercentRank

Percent Rank over a Moving Window
stoch

Stochastic Oscillator / Stochastic Momentum Index
lags

Miscellaneous Tools
OBV

On Balance Volume (OBV)
SMA

Moving Averages
GMMA

Guppy Multiple Moving Averages
KST

Know Sure Thing
WPR

William's %R
SAR

Parabolic Stop-and-Reverse
RSI

Relative Strength Index
volatility

Volatility
stockSymbols

Fetch Internet Data
chaikinAD

Chaikin Accumulation / Distribution
ultimateOscillator

The Ultimate Oscillator
MACD

MACD Oscillator
TRIX

Triple Smoothed Exponential Oscillator
TTR

Functions to create Technical Trading Rules (TTR)
MFI

Money Flow Index
ZigZag

Zig Zag
williamsAD

Williams Accumulation / Distribution
chaikinVolatility

Chaikin Volatility
aroon

Aroon
ROC

Rate of Change / Momentum
PBands

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

Bollinger Bands
adjRatios

Split and dividend adjustment ratios
rollSFM

Analysis of Running/Rolling/Moving Windows
runSum

Analysis of Running/Rolling/Moving Windows
DPO

De-Trended Price Oscillator
DVI

DV Intermediate Oscillator
CMF

Chaikin Money Flow
ADX

Welles Wilder's Directional Movement Index
ATR

True Range / Average True Range
CCI

Commodity Channel Index
CLV

Close Location Value
DonchianChannel

Donchian Channel
EMV

Arms' Ease of Movement Value