TTR {TTR}R Documentation

Functions to create Technical Trading Rules (TTR)

Description

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.

Details

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

Author(s)

Josh Ulrich

Maintainer: Josh Ulrich

References

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/

Examples

  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)

[Package TTR version 0.14-0 Index]