fTrading-package {fTrading}

Trading and Rebalancing Financial Instruments

Description

The Rmetrics "fTrading" package is a collection of functions for trading and rebalancing financial instruments.

Details

Package:	fTrading
Type:	Package
Version:	R 3.0.1
Date:	2014
License:	GPL Version 2 or later
Copyright:	(c) 1999-2014 Rmetrics Association
Repository:	R-FORGE
URL:	https://www.rmetrics.org

Content

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
    

About Rmetrics:

The fTrading Rmetrics package is written for educational support in teaching "Computational Finance and Financial Engineering" and licensed under the GPL.