by joshuaulrich

joshuaulrich / TTR

Technical analysis and other functions to construct technical trading rules with R

223 Stars 86 Forks Last release: about 2 months ago (v0.24.2) GNU General Public License v2.0 299 Commits 22 Releases

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TTR is an R package that provides the most popular technical analysis functions for financial market data. Many of these functions are used as components of systematic trading strategies and financial charts.

TTR for enterprise

Available as part of the Tidelift Subscription.

The maintainers of

and thousands of other packages are working with Tidelift to deliver commercial support and maintenance for the open source dependencies you use to build your applications. Save time, reduce risk, and improve code health, while paying the maintainers of the exact dependencies you use. Learn more.

Supporting TTR through Patreon

If you are interested in supporting this project, please consider becoming a patron.


The current release is available on CRAN, which you can install via:


To install the development version, you need to clone the repository and build from source, or run one of:

# lightweight
# or

You will need tools to compile C, C++, and Fortran code. See the relevant appendix in the R Installation and Administration manual for your operating system:

Getting Started

Here are a few examples of some of the more well-known indicators:

# "TTR Composite" (simulated data)

Bollinger Bands


TTR works with the

function in quantmod. Here's an example that uses
and adds TTR-calculated indicators and overlays to the chart.
# "TTR Composite" (simulated data)

Use quantmod's OHLCV extractor function to help create an xts object


Have a question?

Ask your question on Stack Overflow or the R-SIG-Finance mailing list (you must subscribe to post).


Please see the contributing guide.

See Also

  • quantmod: quantitative financial modeling framework
  • xts: eXtensible Time Series based on zoo


Joshua Ulrich

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