| TTR-package {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.
| Package: | TTR |
| Type: | Package |
| Version: | 0.13-1 |
| Date: | 2007-10-23 |
| License: | GPL Version 2 or later. |
Users will probably be most interested in the following functions:
bollingerBands
changes
ADX
MovingAverages
Oscillators
RSI
stochastic
WebData
Josh Ulrich
Maintainer: Josh Ulrich
The following site(s) 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 <- bollingerBands( ttrc[,c("High","Low","Close")] )
# Directional Movement Index
dmi.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
stoch.osc <- stochastic(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
nyse.symbols <- stockSymbols("NYSE")
# Fetch Yahoo! Finance data from the internet
ibm <- getYahooData("IBM", 19990404, 20050607)