Technical Trading Rules


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Documentation for package ‘TTR’ version 0.14-0

Help Pages

%D Stochastic Oscillator / Stochastic Momentum Index
%K Stochastic Oscillator / Stochastic Momentum Index
ADX Welles Wilder's Directional Movement Index
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
DEMA Moving Averages
DI Welles Wilder's Directional Movement Index
DPO De-Trended Price Oscillator
DX Welles Wilder's Directional Movement Index
EMA Moving Averages
EMV Arms' Ease of Movement Value
EVWMA Moving Averages
getYahooData Fetch Internet Data
growth Miscellaneous Tools
KST Know Sure Thing
lags Miscellaneous Tools
MA Moving Averages
MACD MACD Oscillator
momentum Rate of Change / Momentum
MovingAverages Moving Averages
OBV On Balance Volume (OBV)
ROC Rate of Change / Momentum
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
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
stoch Stochastic Oscillator / Stochastic Momentum Index
stochastic Stochastic Oscillator / Stochastic Momentum Index
stochastics Stochastic Oscillator / Stochastic Momentum Index
stockSymbols Fetch Internet Data
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
VHF Vertical Horizontal Filter
WebData Fetch Internet Data
wilderSum Miscellaneous Tools
williamsAD Williams Accumulation / Distribution
WMA Moving Averages
WPR William's %R
ZLEMA Moving Averages