Package index • TTR

All functions

ADX(): Welles Wilder's Directional Movement Index

TR() 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

SMA() EMA() DEMA() WMA() EVWMA() ZLEMA() VWAP() HMA() ALMA(): 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 TTR-package: Functions to create Technical Trading Rules (TTR)

lags() growth() naCheck(): Miscellaneous Tools

VHF(): Vertical Horizontal Filter

WPR(): William's %R

stockSymbols() getYahooData(): Fetch Internet Data

ZigZag(): Zig Zag

adjRatios(): Split and dividend adjustment ratios

aroon(): Aroon

BBands(): Bollinger Bands

chaikinAD(): Chaikin Accumulation / Distribution

chaikinVolatility(): Chaikin Volatility

ROC() momentum(): Rate of Change / Momentum

keltnerChannels(): Keltner Channels

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

rollSFM(): Analysis of Running/Rolling/Moving Windows

runSum() runMin() runMax() runMean() runMedian() runCov() runCor() runVar() runSD() runMAD() wilderSum(): Analysis of Running/Rolling/Moving Windows

runPercentRank(): Percent Rank over a Moving Window

stoch() SMI(): Stochastic Oscillator / Stochastic Momentum Index

ttrc: Technical Trading Rule Composite data

ultimateOscillator(): The Ultimate Oscillator

volatility(): Volatility

williamsAD(): Williams Accumulation / Distribution