Technical Trading Rules

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Documentation for package ‘TTR’ version 0.24.4

• DESCRIPTION file.
• Package NEWS.

Help Pages

TTR-package	Functions to create Technical Trading Rules (TTR)
%D	Stochastic Oscillator / Stochastic Momentum Index
%K	Stochastic Oscillator / Stochastic Momentum Index
adjRatios	Split and dividend adjustment ratios
adjust	Split and dividend adjustment ratios
ADX	Welles Wilder's Directional Movement Index
ALMA	Moving Averages
aroon	Aroon
ATR	True Range / Average True Range
BBands	Bollinger Bands
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
CTI	Ehler's Correlation Trend Indicator
DEMA	Moving Averages
DI	Welles Wilder's Directional Movement Index
Donchian	Donchian Channel
DonchianChannel	Donchian Channel
DPO	De-Trended Price Oscillator
DVI	DV Intermediate Oscillator
DX	Welles Wilder's Directional Movement Index
EMA	Moving Averages
EMV	Arms' Ease of Movement Value
EVWMA	Moving Averages
garman.klass	Volatility
GD	Moving Averages
getYahooData	Fetch Internet Data
gk.yz	Volatility
GMMA	Guppy Multiple Moving Averages
growth	Miscellaneous Tools
Guppy	Guppy Multiple Moving Averages
guppy	Guppy Multiple Moving Averages
HMA	Moving Averages
keltnerChannels	Keltner Channels
KST	Know Sure Thing
lags	Miscellaneous Tools
MA	Moving Averages
MACD	MACD Oscillator
MFI	Money Flow Index
momentum	Rate of Change / Momentum
moneyFlow	Money Flow Index
MovingAverages	Moving Averages
naCheck	Miscellaneous Tools
OBV	On Balance Volume (OBV)
parkinson	Volatility
PBands	Construct (optionally further smoothed and centered ) volatility bands around prices
PercentRank	Percent Rank over a Moving Window
percentRank	Percent Rank over a Moving Window
priceBands	Construct (optionally further smoothed and centered ) volatility bands around prices
ROC	Rate of Change / Momentum
rogers.satchell	Volatility
rollFun	Analysis of Running/Rolling/Moving Windows
rollSFM	Analysis of Running/Rolling/Moving Windows
RSI	Relative Strength Index
runCor	Analysis of Running/Rolling/Moving Windows
runCov	Analysis of Running/Rolling/Moving Windows
runFun	Analysis of Running/Rolling/Moving Windows
runMAD	Analysis of Running/Rolling/Moving Windows
runMax	Analysis of Running/Rolling/Moving Windows
runMean	Analysis of Running/Rolling/Moving Windows
runMedian	Analysis of Running/Rolling/Moving Windows
runMin	Analysis of Running/Rolling/Moving Windows
runPercentRank	Percent Rank over a Moving Window
runSD	Analysis of Running/Rolling/Moving Windows
runSum	Analysis of Running/Rolling/Moving Windows
runVar	Analysis of Running/Rolling/Moving Windows
SAR	Parabolic Stop-and-Reverse
SMA	Moving Averages
SMI	Stochastic Oscillator / Stochastic Momentum Index
SNR	Signal to Noise Ratio
stoch	Stochastic Oscillator / Stochastic Momentum Index
stochastic	Stochastic Oscillator / Stochastic Momentum Index
stochastics	Stochastic Oscillator / Stochastic Momentum Index
stockSymbols	Fetch Internet Data
T3	Moving Averages
TDI	Trend Detection Index
TR	True Range / Average True Range
TRIX	Triple Smoothed Exponential Oscillator
TTR	Functions to create Technical Trading Rules (TTR)
ttrc	Technical Trading Rule Composite data
ultimateOscillator	The Ultimate Oscillator
VHF	Vertical Horizontal Filter
volatility	Volatility
VWAP	Moving Averages
VWMA	Moving Averages
WebData	Fetch Internet Data
wilderSum	Analysis of Running/Rolling/Moving Windows
williamsAD	Williams Accumulation / Distribution
WMA	Moving Averages
WPR	William's %R
yang.zhang	Volatility
ZigZag	Zig Zag
zigzag	Zig Zag
ZLEMA	Moving Averages