Functions and data to construct technical trading rules with R.
| Version: | 0.23-3 |
| Imports: | xts (≥ 0.10-0), zoo, curl |
| LinkingTo: | xts |
| Suggests: | RUnit |
| Enhances: | quantmod |
| Published: | 2018-01-24 |
| Author: | Joshua Ulrich |
| Maintainer: | Joshua Ulrich <josh.m.ulrich at gmail.com> |
| BugReports: | https://github.com/joshuaulrich/TTR/issues |
| License: | GPL-2 |
| URL: | https://github.com/joshuaulrich/TTR |
| NeedsCompilation: | yes |
| In views: | Finance |
| CRAN checks: | TTR results |
| Reference manual: | TTR.pdf |
| Package source: | TTR_0.23-3.tar.gz |
| Windows binaries: | r-devel: TTR_0.23-3.zip, r-release: TTR_0.23-3.zip, r-oldrel: TTR_0.23-3.zip |
| OS X binaries: | r-release: TTR_0.23-3.tgz, r-oldrel: TTR_0.23-3.tgz |
| Old sources: | TTR archive |
| Reverse depends: | AnalyzeTS, quantmod, smoother, SSDforR |
| Reverse imports: | deadband, FinancialInstrument, lcyanalysis, partialCI, rtsplot, tidyquant |
| Reverse suggests: | partialAR, SharpeR |
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