R/TTR-package.R

#' Technical Trading Rule Composite data
#'
#' Historical Open, High, Low, Close, and Volume data for the periods January 2,
#' 1985 to December 31, 2006. Randomly generated.
#'
#' These data do not represent an actual security.  They are provided so
#' examples do not necessitate an internet connection.
#'
#' @name ttrc
#' @docType data
#' @format The format is: \tabular{lll}{ Date: \tab Class 'Date' \tab 5480 5481
#' 5482 5485 5486 ...\cr Open: \tab num \tab 3.18 3.09 3.11 3.09 3.10 ...\cr
#' High: \tab num \tab 3.18 3.15 3.12 3.12 3.12 ...\cr Low: \tab num \tab 3.08
#' 3.09 3.08 3.07 3.08 ...\cr Close: \tab num \tab 3.08 3.11 3.09 3.10 3.11
#' ...\cr Volume: \tab num \tab 1870906 3099506 2274157 2086758 2166348 ...\cr }
#' @source Randomly generated.
#' @keywords datasets
#' @examples
#'
#'  data(ttrc)
#'  plot(tail(ttrc[,"Close"],100), type="l")
#' @rdname ttrc
NULL


#' Functions to create Technical Trading Rules (TTR)
#'
#' This package contains many of the most popular technical analysis functions,
#' as well as functions to retrieve U.S. stock symbols, and data from Yahoo
#' Finance.
#'
#' Users will probably be most interested in the following functions:\cr
#' \code{\link{ADX}}\cr \code{\link{BBands}}\cr \code{\link{changes}}\cr
#' \code{\link{MovingAverages}}\cr \code{\link{MACD}}\cr \code{\link{RSI}}\cr
#' \code{\link{runFun}}\cr \code{\link{stoch}}\cr \code{\link{VWAP}}\cr
#' \code{\link{WebData}}\cr
#'
#' @name TTR
#' @docType package
#' @aliases TTR-package
#' @author Joshua Ulrich
#'
#' Maintainer: Joshua Ulrich
#' @references The following sites were used to code/document this package:\cr
#' \url{https://www.fmlabs.com/reference/default.htm}\cr
#' \url{https://www.metastock.com/Customer/Resources/TAAZ/}\cr
#' \url{https://www.linnsoft.com/indicators}\cr
#' \url{https://school.stockcharts.com/doku.php?id=technical_indicators}\cr
#' @keywords package
#' @examples
#'
#'  data(ttrc)
#'
#'  # Bollinger Bands
#'  bbands <- BBands( ttrc[,c("High","Low","Close")] )
#'
#'  # Directional Movement Index
#'  adx <- ADX(ttrc[,c("High","Low","Close")])
#'
#'  # Moving Averages
#'  ema <- EMA(ttrc[,"Close"], n=20)
#'  sma <- SMA(ttrc[,"Close"], n=20)
#'
#'  # MACD
#'  macd <- MACD( ttrc[,"Close"] )
#'
#'  # RSI
#'  rsi <- RSI(ttrc[,"Close"])
#'
#'  # Stochastics
#'  stochOsc <- stoch(ttrc[,c("High","Low","Close")])
#'
#'  ### Note: you must have a working internet connection
#'  ### for the examples below to work!
#'  if (interactive()) {
#'    # Fetch U.S. symbols from the internet
#'    nyseSymbols <- stockSymbols("NYSE")
#'
#'    # Fetch Yahoo! Finance data from the internet
#'    ge <- getYahooData("GE", 19990404, 20050607, adjust = FALSE)
#'  }
#'
#' @rdname TTR
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TTR documentation built on May 29, 2024, 3:54 a.m.