R: Functions to create Technical Trading Rules (TTR)

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

Users will probably be most interested in the following functions:
`ADX`
`BBands`
`changes`
`MovingAverages`
`MACD`
`RSI`
`runFun`
`stoch`
`VWAP`
`WebData`

### Author(s)

Joshua Ulrich

Maintainer: Joshua 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 0.23-1 Index]