Package: TTR 0.24.4

TTR: Technical Trading Rules

A collection of over 50 technical indicators for creating technical trading rules. The package also provides fast implementations of common rolling-window functions, and several volatility calculations.

Authors:Joshua Ulrich [cre, aut], Ethan B. Smith [ctb]

TTR_0.24.4.tar.gz
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TTR_0.24.4.tgz(r-4.4-x86_64)TTR_0.24.4.tgz(r-4.4-arm64)TTR_0.24.4.tgz(r-4.3-x86_64)TTR_0.24.4.tgz(r-4.3-arm64)
TTR_0.24.4.tar.gz(r-4.5-noble)TTR_0.24.4.tar.gz(r-4.4-noble)
TTR_0.24.4.tgz(r-4.4-emscripten)TTR_0.24.4.tgz(r-4.3-emscripten)
TTR.pdf |TTR.html✨
TTR/json (API)
NEWS

# Install 'TTR' in R:
install.packages('TTR', repos = c('https://joshuaulrich.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/joshuaulrich/ttr/issues

Datasets:
  • ttrc - Technical Trading Rule Composite data

On CRAN:

algorithmic-tradingfinancetechnical-analysis

15.57 score 331 stars 340 packages 2.3k scripts 396k downloads 13 mentions 67 exports 4 dependencies

Last updated 9 months agofrom:c2025ce823. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 09 2024
R-4.5-win-x86_64OKNov 09 2024
R-4.5-linux-x86_64OKNov 09 2024
R-4.4-win-x86_64OKNov 09 2024
R-4.4-mac-x86_64OKNov 09 2024
R-4.4-mac-aarch64OKNov 09 2024
R-4.3-win-x86_64OKNov 09 2024
R-4.3-mac-x86_64OKNov 09 2024
R-4.3-mac-aarch64OKNov 09 2024

Exports:adjRatiosADXALMAaroonATRBBandsCCIchaikinADchaikinVolatilityCLVCMFCMOCTIDEMADonchianChannelDPODVIEMAEMVEVWMAgetYahooDataGMMAgrowthHMAkeltnerChannelsKSTlagsMACDMFImomentumnaCheckOBVPBandsROCrollSFMRSIrunCorrunCovrunMADrunMaxrunMeanrunMedianrunMinrunPercentRankrunSDrunSumrunVarSARSMASMISNRstochstockSymbolsTDITRTRIXultimateOscillatorVHFvolatilityVWAPVWMAwilderSumwilliamsADWMAWPRZigZagZLEMA

Dependencies:curllatticextszoo

Readme and manuals

Help Manual

Help pageTopics
Split and dividend adjustment ratiosadjRatios adjust
Welles Wilder's Directional Movement IndexADX DI DX
Aroonaroon
Bollinger BandsBBands bollingerBands
Commodity Channel IndexCCI
Chaikin Accumulation / DistributionchaikinAD
Chaikin VolatilitychaikinVolatility
Close Location ValueCLV
Chaikin Money FlowCMF
Chande Momentum OscillatorCMO
Ehler's Correlation Trend IndicatorCTI
Donchian ChannelDonchian DonchianChannel
De-Trended Price OscillatorDPO
DV Intermediate OscillatorDVI
Arms' Ease of Movement ValueEMV
Guppy Multiple Moving AveragesGMMA Guppy guppy
Keltner ChannelskeltnerChannels
Know Sure ThingKST
Miscellaneous Toolsgrowth lags naCheck
MACD OscillatorMACD
Money Flow IndexMFI moneyFlow
On Balance Volume (OBV)OBV
Construct (optionally further smoothed and centered ) volatility bands around pricesPBands priceBands
Rate of Change / Momentumchanges momentum ROC
Analysis of Running/Rolling/Moving WindowsrollFun rollSFM
Relative Strength IndexRSI
Percent Rank over a Moving WindowPercentRank percentRank runPercentRank
Analysis of Running/Rolling/Moving WindowsrunCor runCov runFun runMAD runMax runMean runMedian runMin runSD runSum runVar wilderSum
Parabolic Stop-and-ReverseSAR
Moving AveragesALMA DEMA EMA EVWMA GD HMA MA MovingAverages SMA T3 VWAP VWMA WMA ZLEMA
Signal to Noise RatioSNR
Stochastic Oscillator / Stochastic Momentum Index%D %K SMI stoch stochastic stochastics
Fetch Internet DatagetYahooData stockSymbols WebData
Trend Detection IndexTDI
True Range / Average True RangeATR TR
Triple Smoothed Exponential OscillatorTRIX
Functions to create Technical Trading Rules (TTR)TTR-package TTR
Technical Trading Rule Composite datattrc
The Ultimate OscillatorultimateOscillator
Vertical Horizontal FilterVHF
Volatilitygarman.klass gk.yz parkinson rogers.satchell volatility yang.zhang
Williams Accumulation / DistributionwilliamsAD
William's %RWPR
Zig ZagZigZag zigzag