Technical analysis and other functions to construct technical trading rules with R
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.
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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 remotes::install_github("joshuaulrich/TTR") # or devtools::install_github("joshuaulrich/TTR")
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:
Here are a few examples of some of the more well-known indicators:
# "TTR Composite" (simulated data) data(ttrc)
TTR works with thechartSeries()function in quantmod. Here's an example that useschartSeries()and adds TTR-calculated indicators and overlays to the chart.# "TTR Composite" (simulated data) data(ttrc)
Use quantmod's OHLCV extractor function to help create an xts object
Have a question?
Please see the contributing guide.