Learn R Programming

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

TTR (version 0.24.0)

Technical Trading Rules

Description

A collection of over 50 technical indicators for creating technical trading rules. The package also provides fast implementations of common rolling-window functions, and several volatility calculations.

Copy Link

Version

Install

install.packages('TTR')

Monthly Downloads

287,361

Version

0.24.0

License

GPL (>= 2)

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/joshuaulrich/TTR

Maintainer

Joshua Ulrich

Last Published

August 10th, 2020

Functions in TTR (0.24.0)

True Range / Average True Range

Chaikin Money Flow

Close Location Value

De-Trended Price Oscillator

DonchianChannel

Donchian Channel

DV Intermediate Oscillator

Ehler's Correlation Trend Indicator

Commodity Channel Index

On Balance Volume (OBV)

Welles Wilder's Directional Movement Index

Chande Momentum Oscillator

Know Sure Thing

Functions to create Technical Trading Rules (TTR)

Miscellaneous Tools

Relative Strength Index

Trend Detection Index

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

Arms' Ease of Movement Value

Guppy Multiple Moving Averages

Triple Smoothed Exponential Oscillator

Money Flow Index

Analysis of Running/Rolling/Moving Windows

MACD Oscillator

Split and dividend adjustment ratios

Analysis of Running/Rolling/Moving Windows

Moving Averages

Percent Rank over a Moving Window

Fetch Internet Data

Rate of Change / Momentum

chaikinVolatility

Chaikin Volatility

ultimateOscillator

The Ultimate Oscillator

Bollinger Bands

Parabolic Stop-and-Reverse

Signal to Noise Ratio

Stochastic Oscillator / Stochastic Momentum Index

Vertical Horizontal Filter

Technical Trading Rule Composite data

Chaikin Accumulation / Distribution

Williams Accumulation / Distribution