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TTR

Technical Trading Rules

A collection of over 50 technical indicators for creating technical trading rules. The package also provides fast implementations of common rolling-window functions, and several volatility calculations.

Functions (43)

ADX

Welles Wilder's Directional Movement Index

ATR

True Range / Average True Range

CCI

Commodity Channel Index

CLV

Close Location Value

CMF

Chaikin Money Flow

CMO

Chande Momentum Oscillator

CTI

Ehler's Correlation Trend Indicator

DPO

De-Trended Price Oscillator

DVI

DV Intermediate Oscillator

DonchianChannel

Donchian Channel

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)

RSI

Relative Strength Index

SAR

Parabolic Stop-and-Reverse

SNR

Signal to Noise Ratio

TDI

Trend Detection Index

TRIX

Triple Smoothed Exponential Oscillator

TTR

Functions to create Technical Trading Rules (TTR)

TTRtools

Miscellaneous Tools

VHF

Vertical Horizontal Filter

WPR

William's %R

WebData

Fetch Internet Data

ZigZag

Zig Zag

adjRatios

Split and dividend adjustment ratios

aroon

Aroon

bollingerBands

Bollinger Bands

chaikinAD

Chaikin Accumulation / Distribution

chaikinVolatility

Chaikin Volatility

changes

Rate of Change / Momentum

priceBands

Construct (optionally further smoothed and centered ) volatility bands around prices

rollFun

Analysis of Running/Rolling/Moving Windows

runFun

Analysis of Running/Rolling/Moving Windows

runPercentRank

Percent Rank over a Moving Window

stochastics

Stochastic Oscillator / Stochastic Momentum Index

ttrc

Technical Trading Rule Composite data

ultimateOscillator

The Ultimate Oscillator

volatility

Volatility

williamsAD

Williams Accumulation / Distribution

TTR

Technical Trading Rules

v0.24.2

GPL (>= 2)

Authors

Joshua Ulrich

Initial release

TTR

Functions (43)

TTR

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