Technical Trading Rules
The Ultimate Oscillator
Vertical Horizontal Filter
Volatility
Fetch Internet Data
Williams Accumulation / Distribution
William's %R
Zig Zag
Split and dividend adjustment ratios
Welles Wilder's Directional Movement Index
Aroon
True Range / Average True Range
Bollinger Bands
Commodity Channel Index
Chaikin Accumulation / Distribution
Chaikin Volatility
Rate of Change / Momentum
Close Location Value
Chaikin Money Flow
Chande Momentum Oscillator
Ehler's Correlation Trend Indicator
Donchian Channel
De-Trended Price Oscillator
DV Intermediate Oscillator
Arms' Ease of Movement Value
Guppy Multiple Moving Averages
Keltner Channels
Know Sure Thing
MACD Oscillator
Money Flow Index
Moving Averages
On Balance Volume (OBV)
Construct (optionally further smoothed and centered ) volatility bands...
Analysis of Running/Rolling/Moving Windows
Relative Strength Index
Analysis of Running/Rolling/Moving Windows
Percent Rank over a Moving Window
Parabolic Stop-and-Reverse
Signal to Noise Ratio
Stochastic Oscillator / Stochastic Momentum Index
Trend Detection Index
Triple Smoothed Exponential Oscillator
Functions to create Technical Trading Rules (TTR)
Miscellaneous Tools
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.