TTR: Technical Trading Rules

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Functions and data to construct technical trading rules with R.

Author
Joshua Ulrich
Date of publication
2016-03-21 00:06:52
Maintainer
Joshua Ulrich <josh.m.ulrich@gmail.com>
License
GPL-2
Version
0.23-1
URLs

View on CRAN

Man pages

adjRatios
Split and dividend adjustment ratios
ADX
Welles Wilder's Directional Movement Index
aroon
Aroon
ATR
True Range / Average True Range
bollingerBands
Bollinger Bands
CCI
Commodity Channel Index
chaikinAD
Chaikin Accumulation / Distribution
chaikinVolatility
Chaikin Volatility
changes
Rate of Change / Momentum
CLV
Close Location Value
CMF
Chaikin Money Flow
CMO
Chande Momentum Oscillator
DonchianChannel
Donchian Channel
DPO
De-Trended Price Oscillator
DVI
DV Intermediate Oscillator
EMV
Arms' Ease of Movement Value
GMMA
Guppy Multiple Moving Averages
KST
Know Sure Thing
MACD
MACD Oscillator
MFI
Money Flow Index
MovingAverages
Moving Averages
OBV
On Balance Volume (OBV)
priceBands
Construct (optionally further smoothed and centered )...
rollFun
Analysis of Running/Rolling/Moving Windows
RSI
Relative Strength Index
runFun
Analysis of Running/Rolling/Moving Windows
runPercentRank
Percent Rank over a Moving Window
SAR
Parabolic Stop-and-Reverse
stochastics
Stochastic Oscillator / Stochastic Momentum Index
TDI
Trend Detection Index
TRIX
Triple Smoothed Exponential Oscillator
TTR
Functions to create Technical Trading Rules (TTR)
ttrc
Technical Trading Rule Composite data
TTRtools
Miscellaneous Tools
ultimateOscillator
The Ultimate Oscillator
VHF
Vertical Horizontal Filter
volatility
Volatility
WebData
Fetch Internet Data
williamsAD
Williams Accumulation / Distribution
WPR
William's %R
ZigZag
Zig Zag

Files in this package

TTR
TTR/inst
TTR/inst/unitTests
TTR/inst/unitTests/output.misc.rda
TTR/inst/unitTests/runit.TTR.Volatility.R
TTR/inst/unitTests/runit.TTR.MovingAverages.R
TTR/inst/unitTests/runit.TTR.Oscillators.R
TTR/inst/unitTests/runit.TTR.Overlays.R
TTR/inst/unitTests/runit.TTR.Volume.R
TTR/inst/unitTests/output.volume.rda
TTR/inst/unitTests/output.volatility.rda
TTR/inst/unitTests/runit.TTR.Misc.R
TTR/inst/unitTests/output.overlays.rda
TTR/inst/unitTests/output.runFun.rda
TTR/inst/unitTests/runit.TTR.runFun.R
TTR/inst/unitTests/runit.TTR.Trend.R
TTR/inst/unitTests/output.MA.rda
TTR/inst/unitTests/output.Oscillators.rda
TTR/inst/unitTests/output.trend.rda
TTR/tests
TTR/tests/doRUnit.R
TTR/src
TTR/src/movingAverages.f
TTR/src/aroon.c
TTR/src/zigzag.f
TTR/src/percentRank.f
TTR/src/wilderSum.c
TTR/src/moving_averages.c
TTR/src/runFun.f
TTR/src/adjRatios.c
TTR/src/sar.c
TTR/NAMESPACE
TTR/data
TTR/data/ttrc.rda
TTR/R
TTR/R/WebData.R
TTR/R/chaikinVolatility.R
TTR/R/TTRtools.R
TTR/R/rollFun.R
TTR/R/percentRank.R
TTR/R/TTR-package.R
TTR/R/SAR.R
TTR/R/GMMA.R
TTR/R/ZigZag.R
TTR/R/williamsAD.R
TTR/R/CMO.R
TTR/R/KST.R
TTR/R/DPO.R
TTR/R/volatility.R
TTR/R/CLV.R
TTR/R/CCI.R
TTR/R/stochastics.R
TTR/R/changes.R
TTR/R/adjRatios.R
TTR/R/RSI.R
TTR/R/bollingerBands.R
TTR/R/ultimateOscillator.R
TTR/R/priceBands.R
TTR/R/ADX.R
TTR/R/MFI.R
TTR/R/DVI.R
TTR/R/MACD.R
TTR/R/chaikinAD.R
TTR/R/MovingAverages.R
TTR/R/aroon.R
TTR/R/VHF.R
TTR/R/runFun.R
TTR/R/EMV.R
TTR/R/DonchianChannel.R
TTR/R/CMF.R
TTR/R/TDI.R
TTR/R/ATR.R
TTR/R/OBV.R
TTR/R/WPR.R
TTR/R/TRIX.R
TTR/MD5
TTR/DESCRIPTION
TTR/THANKS
TTR/man
TTR/man/WebData.Rd
TTR/man/TDI.Rd
TTR/man/OBV.Rd
TTR/man/TRIX.Rd
TTR/man/runFun.Rd
TTR/man/CMF.Rd
TTR/man/DonchianChannel.Rd
TTR/man/chaikinAD.Rd
TTR/man/ultimateOscillator.Rd
TTR/man/MFI.Rd
TTR/man/KST.Rd
TTR/man/MovingAverages.Rd
TTR/man/ttrc.Rd
TTR/man/GMMA.Rd
TTR/man/stochastics.Rd
TTR/man/aroon.Rd
TTR/man/ATR.Rd
TTR/man/WPR.Rd
TTR/man/chaikinVolatility.Rd
TTR/man/runPercentRank.Rd
TTR/man/ZigZag.Rd
TTR/man/williamsAD.Rd
TTR/man/TTR.Rd
TTR/man/EMV.Rd
TTR/man/CLV.Rd
TTR/man/DPO.Rd
TTR/man/changes.Rd
TTR/man/VHF.Rd
TTR/man/CCI.Rd
TTR/man/TTRtools.Rd
TTR/man/CMO.Rd
TTR/man/rollFun.Rd
TTR/man/bollingerBands.Rd
TTR/man/volatility.Rd
TTR/man/DVI.Rd
TTR/man/RSI.Rd
TTR/man/ADX.Rd
TTR/man/adjRatios.Rd
TTR/man/priceBands.Rd
TTR/man/MACD.Rd
TTR/man/SAR.Rd
TTR/CHANGES