diff --git a/NAMESPACE b/NAMESPACE index 2772297..1b23df0 100644 --- a/NAMESPACE +++ b/NAMESPACE @@ -1,4 +1,4 @@ -# Generated by roxygen2 (4.1.1): do not edit by hand +# Generated by roxygen2: do not edit by hand export(ADX) export(ALMA) @@ -27,6 +27,7 @@ export(RSI) export(SAR) export(SMA) export(SMI) +export(SNR) export(TDI) export(TRIX) export(VHF) @@ -66,8 +67,8 @@ export(wilderSum) export(williamsAD) import(xts) import(zoo) -importFrom(curl,new_handle) importFrom(curl,curl_download) +importFrom(curl,new_handle) importFrom(stats,approx) importFrom(stats,embed) importFrom(stats,na.omit) diff --git a/man/ADX.Rd b/man/ADX.Rd index 1b52a64..4c8466c 100644 --- a/man/ADX.Rd +++ b/man/ADX.Rd @@ -46,9 +46,6 @@ ADX). data(ttrc) dmi.adx <- ADX(ttrc[,c("High","Low","Close")]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -69,5 +66,7 @@ options; and note Warning section. The DX calculation uses \code{\link{TDI}}, \code{\link{VHF}}, \code{\link{GMMA}} for other indicators that measure trend direction/strength. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/ATR.Rd b/man/ATR.Rd index 6eb4da9..6c9562e 100644 --- a/man/ATR.Rd +++ b/man/ATR.Rd @@ -45,9 +45,6 @@ The ATR is a component of the Welles Wilder Directional Movement Index data(ttrc) atr <- ATR(ttrc[,c("High","Low","Close")], n=14) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -62,5 +59,7 @@ See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average options; and note Warning section. See \code{\link{DX}}, which uses true range. See \code{\link{chaikinVolatility}} for another volatility measure. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/CCI.Rd b/man/CCI.Rd index ea55764..bad3f40 100644 --- a/man/CCI.Rd +++ b/man/CCI.Rd @@ -47,9 +47,6 @@ instead of the typical price. data(ttrc) cci <- CCI(ttrc[,c("High","Low","Close")]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -64,5 +61,7 @@ options; and note Warning section. See \code{\link{aroon}}, \code{\link{ADX}}, \code{\link{TDI}}, \code{\link{VHF}}, \code{\link{GMMA}} for other indicators that measure trend direction/strength. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/CLV.Rd b/man/CLV.Rd index 96b6be3..96f67c1 100644 --- a/man/CLV.Rd +++ b/man/CLV.Rd @@ -28,9 +28,6 @@ low. data(ttrc) clv <- CLV(ttrc[,c("High","Low","Close")]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -40,5 +37,7 @@ indicator:\cr \seealso{ See \code{\link{chaikinAD}}, which uses CLV. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/CMF.Rd b/man/CMF.Rd index bf5ff76..525a688 100644 --- a/man/CMF.Rd +++ b/man/CMF.Rd @@ -39,9 +39,6 @@ it indicates a probable reversal. data(ttrc) cmf <- CMF(ttrc[,c("High","Low","Close")], ttrc[,"Volume"]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -52,5 +49,7 @@ indicator:\cr \url{http://www.fmlabs.com/reference/ChaikinMoneyFlow.htm}\cr \seealso{ See \code{\link{CLV}}, and \code{\link{chaikinAD}}. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/CMO.Rd b/man/CMO.Rd index 08a5f09..4055100 100644 --- a/man/CMO.Rd +++ b/man/CMO.Rd @@ -38,9 +38,6 @@ There are several ways to interpret the CMO: data(ttrc) cmo <- CMO(ttrc[,"Close"]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -49,5 +46,7 @@ indicator:\cr \url{http://www.fmlabs.com/reference/CMO.htm}\cr \seealso{ See \code{\link{RSI}}. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/DPO.Rd b/man/DPO.Rd index 44f1b94..c1d1d16 100644 --- a/man/DPO.Rd +++ b/man/DPO.Rd @@ -44,9 +44,6 @@ data(ttrc) priceDPO <- DPO(ttrc[,"Close"]) volumeDPO <- DPO(ttrc[,"Volume"]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -60,5 +57,7 @@ See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average options; and note Warning section. See \code{\link{MACD}} for a general oscillator. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/DVI.Rd b/man/DVI.Rd index 5910959..83f2afa 100644 --- a/man/DVI.Rd +++ b/man/DVI.Rd @@ -41,9 +41,6 @@ relative number of up versus down days (stretch) over different time windows. data(ttrc) dvi <- DVI(ttrc[,"Close"]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -51,5 +48,7 @@ indicator:\cr \url{http://cssanalytics.wordpress.com/2009/12/13/what-is-the-dvi/}\cr \url{http://marketsci.wordpress.com/2010/07/27/css-analytics\%E2\%80\%99-dvi-indicator-revealed/}\cr } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/DonchianChannel.Rd b/man/DonchianChannel.Rd index fe71a54..b0680ef 100644 --- a/man/DonchianChannel.Rd +++ b/man/DonchianChannel.Rd @@ -1,8 +1,8 @@ % Generated by roxygen2: do not edit by hand % Please edit documentation in R/DonchianChannel.R \name{DonchianChannel} -\alias{Donchian} \alias{DonchianChannel} +\alias{Donchian} \title{Donchian Channel} \usage{ DonchianChannel(HL, n = 10, include.lag = FALSE) @@ -52,9 +52,6 @@ The default of this argument may change in the future. data(ttrc) dc <- DonchianChannel( ttrc[,c("High","Low")] ) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -63,5 +60,7 @@ indicator:\cr \url{https://www.linnsoft.com/techind/donchian-channels}\cr \seealso{ See \code{\link{BBands}}. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/EMV.Rd b/man/EMV.Rd index 022c5ef..1ebf72e 100644 --- a/man/EMV.Rd +++ b/man/EMV.Rd @@ -49,9 +49,6 @@ volume, and the price is not moving easily. data(ttrc) emv <- EMV(ttrc[,c("High","Low")], ttrc[,"Volume"]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -63,5 +60,7 @@ indicator:\cr \url{http://www.fmlabs.com/reference/ArmsEMV.htm}\cr See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average options; and note Warning section. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/GMMA.Rd b/man/GMMA.Rd index d182c75..6339477 100644 --- a/man/GMMA.Rd +++ b/man/GMMA.Rd @@ -42,9 +42,6 @@ long/short-term averages. data(ttrc) gmma <- GMMA(ttrc[,"Close"]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -56,5 +53,7 @@ See \code{\link{aroon}}, \code{\link{CCI}}, \code{\link{ADX}}, \code{\link{VHF}}, \code{\link{TDI}} for other indicators that measure trend direction/strength. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/KST.Rd b/man/KST.Rd index 632fe83..0a059ae 100644 --- a/man/KST.Rd +++ b/man/KST.Rd @@ -62,9 +62,6 @@ kst <- KST(ttrc[,"Close"]) kst4MA <- KST(ttrc[,"Close"], maType=list(list(SMA),list(EMA),list(DEMA),list(WMA))) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -77,5 +74,7 @@ See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average options; and note Warning section. See \code{\link{ROC}} for the rate-of-change function. See \code{\link{MACD}} for a generic oscillator. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/MACD.Rd b/man/MACD.Rd index c6a387d..197cf03 100644 --- a/man/MACD.Rd +++ b/man/MACD.Rd @@ -64,9 +64,6 @@ macd <- MACD( ttrc[,"Close"], 12, 26, 9, maType="EMA" ) macd2 <- MACD( ttrc[,"Close"], 12, 26, 9, maType=list(list(SMA), list(EMA, wilder=TRUE), list(SMA)) ) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -89,5 +86,7 @@ indicator: See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average options; and note Warning section. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/MFI.Rd b/man/MFI.Rd index 96bd7e8..673edc0 100644 --- a/man/MFI.Rd +++ b/man/MFI.Rd @@ -43,9 +43,6 @@ addition, values above/below 80/20 indicate market tops/bottoms. data(ttrc) mfi <- MFI(ttrc[,c("High","Low","Close")], ttrc[,"Volume"]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -57,5 +54,7 @@ indicator:\cr \seealso{ See \code{\link{OBV}} and \code{\link{CMF}}. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/MovingAverages.Rd b/man/MovingAverages.Rd index 555eada..e516139 100644 --- a/man/MovingAverages.Rd +++ b/man/MovingAverages.Rd @@ -1,21 +1,28 @@ % Generated by roxygen2: do not edit by hand % Please edit documentation in R/MovingAverages.R \name{SMA} -\alias{ALMA} -\alias{DEMA} +\alias{SMA} +\alias{MovingAverages} \alias{EMA} -\alias{EVWMA} +\alias{WMA} +\alias{DEMA} \alias{GD} -\alias{HMA} -\alias{MA} -\alias{MovingAverages} -\alias{SMA} \alias{T3} -\alias{VMA} +\alias{EVWMA} +\alias{ZLEMA} \alias{VWAP} \alias{VWMA} +\alias{VMA} +\alias{MA} +\alias{EMA} +\alias{DEMA} \alias{WMA} +\alias{EVWMA} \alias{ZLEMA} +\alias{VWAP} +\alias{VMA} +\alias{HMA} +\alias{ALMA} \title{Moving Averages} \usage{ SMA(x, n = 10, ...) @@ -44,6 +51,8 @@ ALMA(x, n = 9, offset = 0.85, sigma = 6, ...) \item{n}{Number of periods to average over. Must be between 1 and \code{nrow(x)}, inclusive.} +\item{\dots}{any other passthrough parameters} + \item{wilder}{logical; if \code{TRUE}, a Welles Wilder type EMA will be calculated; see notes.} @@ -65,8 +74,6 @@ corresponds to price series, or a constant. See Notes.} \item{offset}{Percentile at which the center of the distribution should occur.} \item{sigma}{Standard deviation of the distribution.} - -\item{\dots}{any other passthrough parameters} } \value{ A object of the same class as \code{x} or \code{price} or a vector @@ -153,6 +160,7 @@ calculated using the indicators' own previous values, and are therefore unstable in the short-term. As the indicator receives more data, its output becomes more stable. See example below. } + \examples{ data(ttrc) @@ -178,9 +186,6 @@ tail( EMA(x[30:100],10), 1 ) tail( EMA(x[10:100],10), 1 ) tail( EMA(x[ 1:100],10), 1 ) -} -\author{ -Joshua Ulrich, Ivan Popivanov (HMA, ALMA) } \references{ The following site(s) were used to code/document this @@ -198,5 +203,7 @@ indicator:\cr \url{http://www.fmlabs.com/reference/ExpMA.htm}\cr See \code{\link{wilderSum}}, which is used in calculating a Welles Wilder type MA. } +\author{ +Joshua Ulrich, Ivan Popivanov (HMA, ALMA) +} \keyword{ts} - diff --git a/man/OBV.Rd b/man/OBV.Rd index 860c4f8..e1934b3 100644 --- a/man/OBV.Rd +++ b/man/OBV.Rd @@ -33,9 +33,6 @@ to look for divergences/confirmation. data(ttrc) obv <- OBV(ttrc[,"Close"], ttrc[,"Volume"]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -47,5 +44,7 @@ indicator:\cr \url{http://www.fmlabs.com/reference/OBV.htm}\cr \seealso{ See \code{\link{chaikinAD}}. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/RSI.Rd b/man/RSI.Rd index 696b148..4914a1e 100644 --- a/man/RSI.Rd +++ b/man/RSI.Rd @@ -62,9 +62,6 @@ rsiMA2 <- RSI(price, n=14, maType=list(maUp=list(EMA,ratio=1/5), maDown=list(WMA,wts=1:10))) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -83,5 +80,7 @@ See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average options; and note Warning section. See \code{\link{CMO}} for a variation on RSI. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/SAR.Rd b/man/SAR.Rd index abc75c0..3557560 100644 --- a/man/SAR.Rd +++ b/man/SAR.Rd @@ -34,9 +34,6 @@ position or vice versa. data(ttrc) sar <- SAR(ttrc[,c("High","Low")]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -50,5 +47,7 @@ indicator:\cr See \code{\link{ATR}} and \code{\link{ADX}}, which were also developed by Welles Wilder. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/SNR.Rd b/man/SNR.Rd index d2d4564..f3564ec 100644 --- a/man/SNR.Rd +++ b/man/SNR.Rd @@ -28,18 +28,17 @@ n-day volatility. }{SNR = abs(Cl - lag(Cl,n)) / ATR(HLC, n)$atr} Using average true range as the volatility measure captures more of the -intraday and overnight volatility in a way that a measurement of Close-to-Close -price change does not. +intraday and overnight volatility in a way that a measurement of +Close-to-Close price change does not. The interpretation is then relatively intuitive: an SNR value of five indicates that the market has moved five times the volatility (average true range) over the given look-back period. } -\author{ -Peter Carl -} \references{ Skeggs, James and Hill, Alex (2015). Back in Black Part 2: The Opportunity Set for Trend Following. } - +\author{ +Peter Carl +} diff --git a/man/TDI.Rd b/man/TDI.Rd index 37a86f5..e4a4ce9 100644 --- a/man/TDI.Rd +++ b/man/TDI.Rd @@ -49,9 +49,6 @@ while the direction indicator is negative. data(ttrc) tdi <- TDI(ttrc[,"Close"], n=30) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -63,5 +60,7 @@ See \code{\link{aroon}}, \code{\link{CCI}}, \code{\link{ADX}}, \code{\link{VHF}}, \code{\link{GMMA}} for other indicators that measure trend direction/strength. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/TRIX.Rd b/man/TRIX.Rd index 6bfd2b0..33fff96 100644 --- a/man/TRIX.Rd +++ b/man/TRIX.Rd @@ -53,9 +53,6 @@ trix <- TRIX(ttrc[,"Close"]) trix4 <- TRIX(ttrc[,"Close"], maType=list(list(SMA), list(EMA, wilder=TRUE), list(SMA), list(DEMA))) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -69,5 +66,7 @@ indicator:\cr See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average options; and note Warning section. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/TTR.Rd b/man/TTR.Rd index 8f0ea33..6d086c1 100644 --- a/man/TTR.Rd +++ b/man/TTR.Rd @@ -49,11 +49,6 @@ nyseSymbols <- stockSymbols("NYSE") # Fetch Yahoo! Finance data from the internet ge <- getYahooData("GE", 19990404, 20050607, adjust = FALSE) -} -\author{ -Joshua Ulrich - -Maintainer: Joshua Ulrich } \references{ The following sites were used to code/document this package:\cr @@ -62,5 +57,9 @@ The following sites were used to code/document this package:\cr \url{https://www.linnsoft.com/indicators}\cr \url{http://www.stockcharts.com/school/doku.php?id=chart_school:technical_indicators}\cr } -\keyword{package} +\author{ +Joshua Ulrich +Maintainer: Joshua Ulrich +} +\keyword{package} diff --git a/man/TTRtools.Rd b/man/TTRtools.Rd index 1b879ae..38c5d41 100644 --- a/man/TTRtools.Rd +++ b/man/TTRtools.Rd @@ -1,8 +1,9 @@ % Generated by roxygen2: do not edit by hand % Please edit documentation in R/TTRtools.R \name{lags} -\alias{growth} \alias{lags} +\alias{growth} +\alias{growth} \alias{naCheck} \title{Miscellaneous Tools} \usage{ @@ -47,4 +48,3 @@ compounding to use when calculating returns of the price series via the Joshua Ulrich } \keyword{ts} - diff --git a/man/VHF.Rd b/man/VHF.Rd index bb41c20..badb1f5 100644 --- a/man/VHF.Rd +++ b/man/VHF.Rd @@ -36,9 +36,6 @@ data(ttrc) vhf.close <- VHF(ttrc[,"Close"]) vhf.hilow <- VHF(ttrc[,c("High","Low","Close")]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -50,5 +47,7 @@ See \code{\link{aroon}}, \code{\link{CCI}}, \code{\link{ADX}}, \code{\link{TDI}}, \code{\link{GMMA}} for other indicators that measure trend direction/strength. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/WPR.Rd b/man/WPR.Rd index fb4c5c9..d4113d1 100644 --- a/man/WPR.Rd +++ b/man/WPR.Rd @@ -43,9 +43,6 @@ plot(tail(stochOsc[,"fastK"], 100), type="l", lines(tail(stochWPR, 100), col="blue") lines(tail(1-stochWPR, 100), col="red", lty="dashed") -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -58,5 +55,7 @@ indicator:\cr \seealso{ See \code{\link{stoch}}. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/WebData.Rd b/man/WebData.Rd index 93604bc..ec00f96 100644 --- a/man/WebData.Rd +++ b/man/WebData.Rd @@ -1,9 +1,10 @@ % Generated by roxygen2: do not edit by hand % Please edit documentation in R/WebData.R \name{stockSymbols} +\alias{stockSymbols} \alias{WebData} \alias{getYahooData} -\alias{stockSymbols} +\alias{getYahooData} \title{Fetch Internet Data} \usage{ stockSymbols(exchange = c("AMEX", "NASDAQ", "NYSE"), sort.by = c("Exchange", @@ -100,4 +101,3 @@ nyse.symbols <- stockSymbols("NYSE") Joshua Ulrich } \keyword{ts} - diff --git a/man/ZigZag.Rd b/man/ZigZag.Rd index 1c602ed..8b671dc 100644 --- a/man/ZigZag.Rd +++ b/man/ZigZag.Rd @@ -46,9 +46,6 @@ single series. data(ttrc) zz <- ZigZag( ttrc[,c("High", "Low")], change=20 ) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -59,5 +56,7 @@ indicator:\cr \url{http://www.metastock.com/Customer/Resources/TAAZ/#127}\cr \url{http://www.stockcharts.com/school/doku.php?id=chart_school:technical_indicators:zigzag}\cr } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/adjRatios.Rd b/man/adjRatios.Rd index 65e8dac..d9d8fc9 100644 --- a/man/adjRatios.Rd +++ b/man/adjRatios.Rd @@ -38,4 +38,3 @@ Create split and dividend adjustment ratio vectors. Joshua Ulrich } \keyword{ts} - diff --git a/man/aroon.Rd b/man/aroon.Rd index 47ecd42..d89ce2e 100644 --- a/man/aroon.Rd +++ b/man/aroon.Rd @@ -49,9 +49,6 @@ aroonDn(Up) is below 30. Also, crossovers may be useful. data(ttrc) trend <- aroon( ttrc[,c("High", "Low")], n=20 ) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -65,5 +62,7 @@ See \code{\link{CCI}}, \code{\link{ADX}}, \code{\link{TDI}}, \code{\link{VHF}}, \code{\link{GMMA}} for other indicators that measure trend direction/strength. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/bollingerBands.Rd b/man/bollingerBands.Rd index 0a92f28..9cdb4bc 100644 --- a/man/bollingerBands.Rd +++ b/man/bollingerBands.Rd @@ -60,9 +60,6 @@ data(ttrc) bbands.HLC <- BBands( ttrc[,c("High","Low","Close")] ) bbands.close <- BBands( ttrc[,"Close"] ) } -\author{ -Joshua Ulrich -} \references{ The following site(s) were used to code/document this indicator:\cr \url{http://www.fmlabs.com/reference/Bollinger.htm}\cr @@ -76,5 +73,7 @@ indicator:\cr \url{http://www.fmlabs.com/reference/Bollinger.htm}\cr See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average options; and note Warning section. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/chaikinAD.Rd b/man/chaikinAD.Rd index ff5fa75..7f68dcd 100644 --- a/man/chaikinAD.Rd +++ b/man/chaikinAD.Rd @@ -37,9 +37,6 @@ divergence in the direction of the indicator relative to price. data(ttrc) ad <- chaikinAD(ttrc[,c("High","Low","Close")], ttrc[,"Volume"]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -51,5 +48,7 @@ indicator:\cr \url{http://www.fmlabs.com/reference/AccumDist.htm}\cr \seealso{ See \code{\link{OBV}}, and \code{\link{CLV}}. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/chaikinVolatility.Rd b/man/chaikinVolatility.Rd index 805a0e9..4a925ff 100644 --- a/man/chaikinVolatility.Rd +++ b/man/chaikinVolatility.Rd @@ -37,9 +37,6 @@ A slow decrease in Chaikin Volatility indicates an approaching top. data(ttrc) volatility <- chaikinVolatility(ttrc[,c("High","Low")]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -51,5 +48,7 @@ See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average options; and note Warning section. See \code{\link{TR}} for another volatility measure. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/changes.Rd b/man/changes.Rd index 6173ea1..2399019 100644 --- a/man/changes.Rd +++ b/man/changes.Rd @@ -4,6 +4,7 @@ \alias{ROC} \alias{changes} \alias{momentum} +\alias{momentum} \title{Rate of Change / Momentum} \usage{ ROC(x, n = 1, type = c("continuous", "discrete"), na.pad = TRUE) @@ -43,4 +44,3 @@ mom <- momentum(ttrc[,"Close"]) Joshua Ulrich } \keyword{ts} - diff --git a/man/priceBands.Rd b/man/priceBands.Rd index 7ca959c..d9400a1 100644 --- a/man/priceBands.Rd +++ b/man/priceBands.Rd @@ -18,6 +18,9 @@ PBands(prices, n = 20, maType = "SMA", sd = 2, ..., fastn = 2, \item{sd}{The number of standard deviations to use.} +\item{\dots}{any other pass-thru parameters, usually for function named by +\code{maType}.} + \item{fastn}{Number of periods to use for smoothing higher-frequency 'noise'.} \item{centered}{Whether to center the bands around a series adjusted for high @@ -25,9 +28,6 @@ frequency noise, default \code{FALSE}.} \item{lavg}{Whether to use a longer \code{(n*2)} smoothing period for centering, default \code{FALSE}.} - -\item{\dots}{any other pass-thru parameters, usually for function named by -\code{maType}.} } \value{ A object of the same class as \code{prices} or a matrix (if @@ -62,12 +62,11 @@ this function, call this functions using \code{lapply(prices,PBands,...)}. data(ttrc) pbands.close <- PBands( ttrc[,"Close"] ) -} -\author{ -Brian G. Peterson } \seealso{ \code{\link{BBands}} } +\author{ +Brian G. Peterson +} \keyword{ts} - diff --git a/man/rollFun.Rd b/man/rollFun.Rd index 3aa4a3e..99bdda5 100644 --- a/man/rollFun.Rd +++ b/man/rollFun.Rd @@ -1,8 +1,8 @@ % Generated by roxygen2: do not edit by hand % Please edit documentation in R/rollFun.R \name{rollSFM} -\alias{rollFun} \alias{rollSFM} +\alias{rollFun} \title{Analysis of Running/Rolling/Moving Windows} \usage{ rollSFM(Ra, Rb, n = 60) @@ -27,13 +27,12 @@ A object of the same class as \code{Ra} (and \code{Rb}?) or a vector \description{ Various functions to analyze data over a moving window of periods. } -\author{ -Joshua Ulrich -} \references{ The following site(s) were used to code/document this indicator: \url{http://en.wikipedia.org/wiki/Simple_linear_regression}\cr } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/runFun.Rd b/man/runFun.Rd index 07b98a1..663946c 100644 --- a/man/runFun.Rd +++ b/man/runFun.Rd @@ -1,17 +1,27 @@ % Generated by roxygen2: do not edit by hand % Please edit documentation in R/runFun.R \name{runSum} -\alias{runCor} -\alias{runCov} +\alias{runSum} \alias{runFun} -\alias{runMAD} +\alias{runMin} \alias{runMax} \alias{runMean} \alias{runMedian} -\alias{runMin} +\alias{runCov} +\alias{runCor} +\alias{runVar} \alias{runSD} -\alias{runSum} +\alias{runMAD} +\alias{wilderSum} +\alias{runMin} +\alias{runMax} +\alias{runMean} +\alias{runMedian} +\alias{runCov} +\alias{runCor} \alias{runVar} +\alias{runSD} +\alias{runMAD} \alias{wilderSum} \title{Analysis of Running/Rolling/Moving Windows} \usage{ @@ -89,4 +99,3 @@ Various functions to analyze data over a moving window of periods. Joshua Ulrich } \keyword{ts} - diff --git a/man/runPercentRank.Rd b/man/runPercentRank.Rd index 3e40dd0..7269fc2 100644 --- a/man/runPercentRank.Rd +++ b/man/runPercentRank.Rd @@ -1,9 +1,9 @@ % Generated by roxygen2: do not edit by hand % Please edit documentation in R/percentRank.R \name{runPercentRank} -\alias{PercentRank} -\alias{percentRank} \alias{runPercentRank} +\alias{percentRank} +\alias{PercentRank} \title{Percent Rank over a Moving Window} \usage{ runPercentRank(x, n = 260, cumulative = FALSE, exact.multiplier = 0.5) @@ -38,12 +38,11 @@ one used in Microsoft Excel's PERCENTRANK formula. Excel's computation is rather strange and gives inconsistent results as it uses interpolation to rank values that are not found within the lookback window. } -\author{ -Charlie Friedemann -} \references{ The following site(s) were used to code/document this indicator:\cr \url{http://en.wikipedia.org/wiki/Percentile_rank}\cr } +\author{ +Charlie Friedemann +} \keyword{ts} - diff --git a/man/stochastics.Rd b/man/stochastics.Rd index 2ac29b1..a88838e 100644 --- a/man/stochastics.Rd +++ b/man/stochastics.Rd @@ -1,12 +1,13 @@ % Generated by roxygen2: do not edit by hand % Please edit documentation in R/stochastics.R \name{stoch} -\alias{SMI} -\alias{\%D} -\alias{\%K} \alias{stoch} -\alias{stochastic} \alias{stochastics} +\alias{stochastic} +\alias{SMI} +\alias{\%K} +\alias{\%D} +\alias{SMI} \title{Stochastic Oscillator / Stochastic Momentum Index} \usage{ stoch(HLC, nFastK = 14, nFastD = 3, nSlowD = 3, maType, bounded = TRUE, @@ -43,6 +44,9 @@ calculation?} \item{smooth}{Number of internal smoothing periods to be applied before calculating FastK. See Details.} +\item{\dots}{Other arguments to be passed to the \code{maType} function in +case (1) above.} + \item{n}{Number of periods to use.} \item{nFast}{Number of periods for initial smoothing.} @@ -50,9 +54,6 @@ calculating FastK. See Details.} \item{nSlow}{Number of periods for double smoothing.} \item{nSig}{Number of periods for signal line.} - -\item{\dots}{Other arguments to be passed to the \code{maType} function in -case (1) above.} } \value{ A object of the same class as \code{HLC} or a matrix (if @@ -125,9 +126,6 @@ SMI3MA <- SMI(ttrc[,c("High","Low","Close")], stochRSI <- stoch( RSI(ttrc[,"Close"]) ) } -\author{ -Joshua Ulrich -} \references{ The following site(s) were used to code/document these indicators: @@ -144,5 +142,7 @@ See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average options; and note Warning section. See \code{\link{WPR}} to compare it's results to fast \%K. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/ttrc.Rd b/man/ttrc.Rd index 65fdb48..7b24da7 100644 --- a/man/ttrc.Rd +++ b/man/ttrc.Rd @@ -26,4 +26,3 @@ data(ttrc) plot(tail(ttrc[,"Close"],100), type="l") } \keyword{datasets} - diff --git a/man/ultimateOscillator.Rd b/man/ultimateOscillator.Rd index 6babc02..21286f8 100644 --- a/man/ultimateOscillator.Rd +++ b/man/ultimateOscillator.Rd @@ -26,14 +26,13 @@ Created by Larry Williams in 1976. data(ttrc) ult.osc <- ultimateOscillator(ttrc[,c("High","Low","Close")]) -} -\author{ -Ivan Popivanov } \references{ The following site(s) were used to code/document this indicator:\cr \url{http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator}\cr } +\author{ +Ivan Popivanov +} \keyword{ts} - diff --git a/man/volatility.Rd b/man/volatility.Rd index 34d8b57..f5a92ac 100644 --- a/man/volatility.Rd +++ b/man/volatility.Rd @@ -1,11 +1,11 @@ % Generated by roxygen2: do not edit by hand % Please edit documentation in R/volatility.R \name{volatility} +\alias{volatility} \alias{garman.klass} -\alias{gk.yz} \alias{parkinson} \alias{rogers.satchell} -\alias{volatility} +\alias{gk.yz} \alias{yang.zhang} \title{Volatility} \usage{ @@ -118,9 +118,6 @@ vGK <- volatility(ohlc, calc="garman") vParkinson <- volatility(ohlc, calc="parkinson") vRS <- volatility(ohlc, calc="rogers") -} -\author{ -Joshua Ulrich } \references{ The following sites were used to code/document these @@ -144,5 +141,7 @@ links are dead, but can be accessed via internet archives.\cr See \code{\link{TR}} and \code{\link{chaikinVolatility}} for other volatility measures. } +\author{ +Joshua Ulrich +} \keyword{ts} - diff --git a/man/williamsAD.Rd b/man/williamsAD.Rd index f3b9f1b..620eea6 100644 --- a/man/williamsAD.Rd +++ b/man/williamsAD.Rd @@ -31,9 +31,6 @@ divergence in the direction of the indicator relative to price. data(ttrc) ad <- williamsAD(ttrc[,c("High","Low","Close")]) -} -\author{ -Joshua Ulrich } \references{ The following site(s) were used to code/document this @@ -45,5 +42,7 @@ indicator:\cr See \code{\link{OBV}}, \code{\link{chaikinAD}}, and \code{\link{ATR}}. } +\author{ +Joshua Ulrich +} \keyword{ts} -