| TechnicalAnalysis {fSeries} | R Documentation |
A collection and description of functions for the technical
analysis of stock markets. The collection provides a set of
the most common technical indicators.
The functions are:
emaTA | Exponential Moving Average, |
biasTA | Bias Indicator, |
medpriceTA | Medium Price Indicator, |
typicalpriceTA | Typical Price Indicator, |
wcloseTA | Weighted Close Indicator, |
rocTA | Rate of Change, |
oscTA | Oscillator Indicator, |
momTA | Momentum Indicator, |
macdTA | MACD Indicator, |
cdsTA | MACD Signal Line, |
cdoTA | MACD Oscillator, |
vohlTA | High/Low Volatility, |
vorTA | Volatility Ratio, |
fpkTA | Fast Percent K, |
fpdTA | Fast Percent D, |
spdTA | Slow Percent D, |
apdTA | Averaged Percent D, |
wprTA | William's Percent R, |
rsiTA | Relative Strength Index. |
emaTA(x, lambda, startup = 0) biasTA(x, lag) rocTA(x, lag) oscTA(x, lag1, lag2) momTA(x, lag) macdTA(x, lag1, lag2) cdsTA(x, lag1, lag2, lag3) cdoTA(x, lag1, lag2, lag3) vohlTA(high, low) vorTA(high, low) fpkTA(close, high, low, lag) fpdTA(close, high, low, lag1, lag2) spdTA(close, high, low, lag1, lag2, lag3) apdTA(close, high, low, lag1, lag2, lag3, lag4) wprTA(close, high, low, lag) rsiTA(close, lag) medpriceTA(high, low) typicalpriceTA(high, low, close) wcloseTA(high, low, close)
lag, lag1, lag2, lag3, lag4 |
integer values, time lags. |
lambda |
a numeric value, the decay length of the exponential moving average. |
startup |
an integer value, the startup position of the exponential moving average, by default 0. |
x, high, low, close |
a numeric vector of prices, either opening, closing, or
high and low values.
For ohlcPlot a multivariate time series object of
class mts.
|
*TA
The technical Indicators return the following numeric vectors:
emaTA returns the Exponential Moving Average, EMA
biasTA returns the EMA-Bias,
rocTA returns the Rate of Change Indicator,
oscTA returns the EMA Oscillator Indicator,
momTA returns the Momentum Oscillator,
macdTA returns the MACD Oscillator,
cdsTA returns the MACD Signal Line,
cdo returns the MACD Oscillator,
vohlTA returns the High/Low Volatility Oscillator,
vorTA returns Volatility Ratio Oscillator,
fpkTA returns the Fast Percent-K Stochastics Indicator,
fpdTA returns the Fast Percent-D Stochastics Indicator,
spdTA returns the Slow Percent-D Stochastics Indicator,
apdTA returns the Averaged Percent-D Stochastics Indicator,
wprTA returns the Williams Percent-R Stochastics Indicator,
rsiTA returns the Relative Strength Index Stochastics Indicator,
medpriceTA returns the Medium Price,
typicalpriceTA returns the Typical Price,
wcloseTA returns the Weighted Closing Price.
Diethelm Wuertz for the Rmetrics R-port.
## Currently no examples ...