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\name{TechnicalAnalysis}
\alias{TechnicalAnalysis}
\alias{emaTA}
\alias{biasTA}
\alias{medpriceTA}
\alias{typicalpriceTA}
\alias{wcloseTA}
\alias{rocTA}
\alias{oscTA}
\alias{momTA}
\alias{macdTA}
\alias{cdsTA}
\alias{cdoTA}
\alias{vohlTA}
\alias{vorTA}
\alias{stochasticTA}
\alias{fpkTA}
\alias{fpdTA}
\alias{spdTA}
\alias{apdTA}
\alias{wprTA}
\alias{rsiTA}
\alias{accelTA}
\alias{adiTA}
\alias{adoscillatorTA}
\alias{bollingerTA}
\alias{chaikinoTA}
\alias{chaikinvTA}
\alias{garmanklassTA}
\alias{nviTA}
\alias{obvTA}
\alias{pviTA}
\alias{pvtrendTA}
\alias{williamsadTA}
\alias{williamsrTA}
\alias{SMA}
\alias{EWMA}
\title{Tools for the Technical Analysis}
\description{
A collection and description of functions
for the technical analysis of stock markets.
The collection provides a set of the most
common technical indicators.
\cr
Utility Functions:
\tabular{ll}{
\code{emaTA} \tab Exponential Moving Average, \cr
\code{biasTA} \tab Bias Indicator, \cr
\code{medpriceTA} \tab Medium Price Indicator, \cr
\code{typicalpriceTA} \tab Typical Price Indicator, \cr
\code{wcloseTA} \tab Weighted Close Indicator, \cr
\code{rocTA} \tab Rate of Change, \cr
\code{oscTA} \tab Oscillator Indicator. }
Oscillator Indicators:
\tabular{ll}{
\code{momTA} \tab Momentum Indicator, \cr
\code{macdTA} \tab MACD Indicator, \cr
\code{cdsTA} \tab MACD Signal Line, \cr
\code{cdoTA} \tab MACD Oscillator, \cr
\code{vohlTA} \tab High/Low Volatility, \cr
\code{vorTA} \tab Volatility Ratio. }
\tabular{ll}{
\code{stochasticTA} \tab Stochastics Oscillator, \cr
\code{fpkTA} \tab Fast Percent K, \cr
\code{fpdTA} \tab Fast Percent D, \cr
\code{spdTA} \tab Slow Percent D, \cr
\code{apdTA} \tab Averaged Percent D, \cr
\code{wprTA} \tab William's Percent R, \cr
\code{rsiTA} \tab Relative Strength Index. }
S-Plus Like Moving Averages:
\tabular{ll}{
\code{SMA} \tab Simple Moving Average, \cr
\code{EWMA} \tab Exponentially Weighted Moving Average.}
}
\usage{
emaTA(x, lambda, startup = 0)
biasTA(x, lag)
medpriceTA(high, low)
typicalpriceTA(high, low, close)
wcloseTA(high, low, close)
rocTA(x, lag)
oscTA(x, lag1 = 25, lag2 = 65)
momTA(x, lag)
macdTA(x, lag1, lag2)
cdsTA(x, lag1 = 12, lag2 = 26, lag3 = 9)
cdoTA(x, lag1 = 12, lag2 = 26, lag3 = 9)
vohlTA(high, low)
vorTA(high, low)
stochasticTA(close, high, low, lag1 = 5, lag2 = 3, lag3 = 5,
type = c("fast", "slow"))
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)
SMA(x, n = 5)
EWMA(x, lambda, startup = 0)
}
\arguments{
\item{lag, lag1, lag2, lag3, lag4}{
integer values, time lags.
}
\item{n}{
[SMA] - \cr
an integer value, time lag.
}
\item{lambda}{
[emaTA][EWMA] - \cr
a numeric value between zero and one giving the decay length
of the exponential moving average. If an integer value greater
than one is given, lambda is used as a lag of "n" periods to
calculate the decay parameter.
}
\item{startup}{
[emaTA][EWMA] - \cr
an integer value, the startup position of the exponential
moving average, by default 0.
}
\item{type}{
[stochasticTA] - \cr
a character string, either \code{"fast"} or "\code{"slow"}
characterizing the type of the percent K and percent D
indicator. By default \code{type="fast"}
}
\item{x, high, low, close}{
a numeric vector of prices, either opening, closing, or
high and low values.
For \code{ohlcPlot} a multivariate time series object of
class \code{mts}.
}
}
\value{
\code{*TA}
\cr
The technical Indicators return the following numeric vectors (or matrix):
\code{emaTA} returns the Exponential Moving Average, EMA \cr
\code{biasTA} returns the EMA-Bias, \cr
\code{medpriceTA} returns the Medium Price, \cr
\code{typicalpriceTA} returns the Typical Price, \cr
\code{wcloseTA} returns the Weighted Closing Price, \cr
\code{rocTA} returns the Rate of Change Indicator, \cr
\code{oscTA} returns the EMA Oscillator Indicator, \cr
\code{momTA} returns the Momentum Oscillator, \cr
\code{macdTA} returns the MACD Oscillator, \cr
\code{cdsTA} returns the MACD Signal Line, \cr
\code{cdo} returns the MACD Oscillator, \cr
\code{vohlTA} returns the High/Low Volatility Oscillator, \cr
\code{vorTA} returns Volatility Ratio Oscillator, \cr
\code{stochasticTA} returns a 2-column matrix with percent K and D Indicator, \cr
\code{fpkTA} returns the Fast Percent-K Stochastics Indicator, \cr
\code{fpdTA} returns the Fast Percent-D Stochastics Indicator, \cr
\code{spdTA} returns the Slow Percent-D Stochastics Indicator, \cr
\code{apdTA} returns the Averaged Percent-D Stochastics Indicator, \cr
\code{wprTA} returns the Williams Percent-R Stochastics Indicator, \cr
\code{rsiTA} returns the Relative Strength Index Stochastics Indicator. \cr
}
\author{
Diethelm Wuertz for the Rmetrics \R-port.
}
\examples{
## data -
# Load MSFT Data:
x = MSFT
colnames(x)
x = x[, "Close"]
head(x)
## emaTA -
# Exponential Moving Average:
y = emaTA(x, lambda = 9)
seriesPlot(x)
lines(y, col = "red")
}
\keyword{math}
|
