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.


Reference manual

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0.24.2 by Joshua Ulrich, a year ago

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Authors: Joshua Ulrich

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL (>= 2) license

Imports xts, zoo, curl

Suggests RUnit

Enhances quantmod

Linking to xts

Imported by FinancialInstrument, deadband, lcyanalysis, partialCI, pedquant, rfinance, seasonalclumped, stocks, tidyquant.

Depended on by Riex, SSDforR, matrixProfile, quantmod, smoother.

Suggested by SharpeR, dang, partialAR, rtsplot.

See at CRAN