ttrc

<p>Historical Open, High, Low, Close, and Volume data for the periods January 2,
1985 to December 31, 2006. Randomly generated.</p>

datasets

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.

Joshua Ulrich

Technical Trading Rules

ttrc function

<p>The format is:</p><table class="table">
<tr><td>Date:</td><td>Class 'Date'</td><td>5480 5481
5482 5485 5486 ...</td></tr>
<tr><td>Open:</td><td>num</td><td>3.18 3.09 3.11 3.09 3.10 ...</td></tr>
<tr><td>High:</td><td>num</td><td>3.18 3.15 3.12 3.12 3.12 ...</td></tr>
<tr><td>Low:</td><td>num</td><td>3.08
3.09 3.08 3.07 3.08 ...</td></tr>
<tr><td>Close:</td><td>num</td><td>3.08 3.11 3.09 3.10 3.11
...</td></tr>
<tr><td>Volume:</td><td>num</td><td>1870906 3099506 2274157 2086758 2166348 ...</td></tr>
</table><p></p><p></p>

Format

Technical Trading Rule Composite data — ttrc

<p>The format is:</p><table class='table'>
<tr><td>Date:</td><td>Class 'Date'</td><td>5480 5481
5482 5485 5486 ...</td></tr>
<tr><td>Open:</td><td>num</td><td>3.18 3.09 3.11 3.09 3.10 ...</td></tr>
<tr><td>High:</td><td>num</td><td>3.18 3.15 3.12 3.12 3.12 ...</td></tr>
<tr><td>Low:</td><td>num</td><td>3.08
3.09 3.08 3.07 3.08 ...</td></tr>
<tr><td>Close:</td><td>num</td><td>3.08 3.11 3.09 3.10 3.11
...</td></tr>
<tr><td>Volume:</td><td>num</td><td>1870906 3099506 2274157 2086758 2166348 ...</td></tr>
</table>



ttrc: Technical Trading Rule Composite data

Description

Arguments

Format

Details

Examples

Date:	Class 'Date'	5480 5481 5482 5485 5486 ...
Open:	num	3.18 3.09 3.11 3.09 3.10 ...
High:	num	3.18 3.15 3.12 3.12 3.12 ...
Low:	num	3.08 3.09 3.08 3.07 3.08 ...
Close:	num	3.08 3.11 3.09 3.10 3.11 ...
Volume:	num	1870906 3099506 2274157 2086758 2166348 ...