TTR {TTR} | R Documentation |
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.
Package: | TTR |
Type: | Package |
Version: | 0.14-0 |
Date: | 2008-01-23 |
License: | GPL Version 3 or later. |
Users will probably be most interested in the following functions:
ADX
BBands
changes
MovingAverages
MACD
RSI
runFun
stoch
WebData
Josh Ulrich
Maintainer: Josh Ulrich
The following sites were used to code/document this package:
http://www.fmlabs.com/reference/default.htm
http://www.equis.com/Customer/Resources/TAAZ/?p=0
http://www.linnsoft.com/tour/technicalindicators.htm
http://stockcharts.com/education/IndicatorAnalysis/
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! # Fetch U.S. symbols from the internet nyseSymbols <- stockSymbols("NYSE") # Fetch Yahoo! Finance data from the internet ibm <- getYahooData("IBM", 19990404, 20050607)