TTR {TTR} | R Documentation |
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.
Users will probably be most interested in the following functions:
ADX
BBands
changes
MovingAverages
MACD
RSI
runFun
stoch
VWAP
WebData
Joshua Ulrich
Maintainer: Joshua Ulrich
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/
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)