TechnicalAnalysis: Tools for the Technical Analysis
In fTrading: Rmetrics - Trading and Rebalancing Financial Instruments

Description Usage Arguments Value Author(s) Examples

A collection and description of functions for the technical analysis of stock markets. The collection provides a set of the most common technical indicators.

Utility Functions:

`emaTA`	Exponential Moving Average,
`biasTA`	Bias Indicator,
`medpriceTA`	Medium Price Indicator,
`typicalpriceTA`	Typical Price Indicator,
`wcloseTA`	Weighted Close Indicator,
`rocTA`	Rate of Change,
`oscTA`	Oscillator Indicator.

Oscillator Indicators:

`momTA`	Momentum Indicator,
`macdTA`	MACD Indicator,
`cdsTA`	MACD Signal Line,
`cdoTA`	MACD Oscillator,
`vohlTA`	High/Low Volatility,
`vorTA`	Volatility Ratio.

`stochasticTA`	Stochastics Oscillator,
`fpkTA`	Fast Percent K,
`fpdTA`	Fast Percent D,
`spdTA`	Slow Percent D,
`apdTA`	Averaged Percent D,
`wprTA`	William's Percent R,
`rsiTA`	Relative Strength Index.

S-Plus Like Moving Averages:

`SMA`	Simple Moving Average,
`EWMA`	Exponentially Weighted Moving Average.

emaTA(x, lambda, startup = 0)
biasTA(x, lag)
medpriceTA(high, low)
typicalpriceTA(high, low, close)
wcloseTA(high, low, close)
rocTA(x, lag)
oscTA(x, lag1 = 25, lag2 = 65)

momTA(x, lag)
macdTA(x, lag1, lag2)
cdsTA(x, lag1 = 12, lag2 = 26, lag3 = 9)
cdoTA(x, lag1 = 12, lag2 = 26, lag3 = 9)
vohlTA(high, low)
vorTA(high, low)

stochasticTA(close, high, low, lag1 = 5, lag2 = 3, lag3 = 5, 
    type = c("fast", "slow")) 
fpkTA(close, high, low, lag)
fpdTA(close, high, low, lag1, lag2)
spdTA(close, high, low, lag1, lag2, lag3)
apdTA(close, high, low, lag1, lag2, lag3, lag4)
wprTA(close, high, low, lag)
rsiTA(close, lag)

SMA(x, n = 5)
EWMA(x, lambda, startup = 0)

`lag, lag1, lag2, lag3, lag4`	integer values, time lags.
`n`	[SMA] - an integer value, time lag.
`lambda`	[emaTA][EWMA] - a numeric value between zero and one giving the decay length of the exponential moving average. If an integer value greater than one is given, lambda is used as a lag of "n" periods to calculate the decay parameter.
`startup`	[emaTA][EWMA] - an integer value, the startup position of the exponential moving average, by default 0.
`type`	[stochasticTA] - a character string, either `"fast"` or "`"slow"` characterizing the type of the percent K and percent D indicator. By default `type="fast"`
`x, high, low, close`	a numeric vector of prices, either opening, closing, or high and low values. For `ohlcPlot` a multivariate time series object of class `mts`.

*TA
The technical Indicators return the following numeric vectors (or matrix):

emaTA returns the Exponential Moving Average, EMA
biasTA returns the EMA-Bias,
medpriceTA returns the Medium Price,
typicalpriceTA returns the Typical Price,
wcloseTA returns the Weighted Closing Price,
rocTA returns the Rate of Change Indicator,
oscTA returns the EMA Oscillator Indicator,
momTA returns the Momentum Oscillator,

macdTA returns the MACD Oscillator,
cdsTA returns the MACD Signal Line,
cdo returns the MACD Oscillator,
vohlTA returns the High/Low Volatility Oscillator,
vorTA returns Volatility Ratio Oscillator,

stochasticTA returns a 2-column matrix with percent K and D Indicator,
fpkTA returns the Fast Percent-K Stochastics Indicator,
fpdTA returns the Fast Percent-D Stochastics Indicator,
spdTA returns the Slow Percent-D Stochastics Indicator,
apdTA returns the Averaged Percent-D Stochastics Indicator,
wprTA returns the Williams Percent-R Stochastics Indicator,
rsiTA returns the Relative Strength Index Stochastics Indicator.

Diethelm Wuertz for the Rmetrics R-port.

## data -
   # Load MSFT Data:
   x = MSFT
   colnames(x)
   x = x[, "Close"]
   head(x)
   
## emaTA -
   # Exponential Moving Average:
   y = emaTA(x, lambda = 9)   
   seriesPlot(x)
   lines(y, col = "red")

Loading required package: timeDate
Loading required package: timeSeries
Loading required package: fBasics


Rmetrics Package fBasics
Analysing Markets and calculating Basic Statistics
Copyright (C) 2005-2014 Rmetrics Association Zurich
Educational Software for Financial Engineering and Computational Science
Rmetrics is free software and comes with ABSOLUTELY NO WARRANTY.
https://www.rmetrics.org --- Mail to: info@rmetrics.org
[1] "Open"   "High"   "Low"    "Close"  "Volume"
GMT
             Close
2000-09-27 60.6250
2000-09-28 61.3125
2000-09-29 60.3125
2000-10-02 59.1250
2000-10-03 56.5625
2000-10-04 55.4375