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quantmod (version 0.4.20)

TA: Add Technical Indicator to Chart

Description

Functions to add technical indicators to a chart.

Arguments

Value

Called for its side effects, an object to class chobTA

will be returned invisibly. If called from the R command line the method will draw the appropriate indicator on the current chart.

Author

Jeffrey A. Ryan

Details

The general mechanism to add technical analysis studies or overlays to a financial chart created with chartSeries.

Functionality marked with a ‘*’ is via the TTR package.

General TA charting tool functions:

  • addTAadd data as custom indicator

  • dropTAremove technical indicator

  • moveTAmove a technical indicator

  • swapTAswap two technical indicators

Current technical indicators include:

  • addADXadd Welles Wilder's Directional Movement Indicator*

  • addATRadd Average True Range *

  • addAroonadd Aroon Indicator *

  • addAroonOscadd Aroon Oscillator *

  • addBBands:add Bollinger Bands *

  • addCCIadd Commodity Channel Index *

  • addCMFadd Chaiken Money Flow *

  • addChADadd Chaiken Accumulation Distribution Line *

  • addChVoladd Chaiken Volatility *

  • addCMOadd Chande Momentum Oscillator *

  • addDEMAadd Double Exponential Moving Average *

  • addDPOadd Detrended Price Oscillator *

  • addEMAadd Exponential Moving Average *

  • addEMVadd Arm's Ease of Movement *

  • addEnvelopeadd Moving Average Envelope

  • addEVWMAadd Exponential Volume Weighted Moving Average *

  • addExpiryadd options or futures expiration lines

  • addKSTadd Know Sure Thing *

  • addLinesadd line(s)

  • addMACD:add Moving Average Convergence Divergence *

  • addMFIadd Money Flow Index *

  • addMomentumadd Momentum *

  • addOBVadd On-Balance Volume *

  • addPointsadd point(s)

  • addROC:add Rate of Change *

  • addRSIadd Relative Strength Indicator *

  • addSARadd Parabolic SAR *

  • addSMAadd Simple Moving Average *

  • addSMIadd Stochastic Momentum Index *

  • addTDIadd Trend Direction Index *

  • addTRIXadd Triple Smoothed Exponential Oscillator *

  • addVoadd Volume if available

  • addVolatilityadd volatility *

  • addWMAadd Weighted Moving Average *

  • addWPRadd Williams Percent R *

  • addZigZagadd Zig Zag *

  • addZLEMAadd ZLEMA *

See the individual functions for specific implementation and argument details. Details of the underlying TTR implementations can be found in TTR.

The primary changes between the add*** version of an indicator and the TTR base function is the absense of the data argument in the former.

Notable additions include on, with.col.

References

Josh Ulrich - TTR package