https://r-forge.r-project.org/news/?group_id=119 R-Forge Project News of Technical Trading Rules en-us Copyright 2026 R-Forge bodanker@users.r-forge.r-project.org (Joshua Ulrich) Sat, 09 May 2026 04:34:53 GMT http://blogs.law.harvard.edu/tech/rss R-Forge RSS generator https://r-forge.r-project.org/forum/forum.php?forum_id=1215 This update represents a major milestone, as TTR useRs are no longer restricted to using matrix objects. TTR 0.2 uses xts internally, so all major time series classes are now supported.<br /> <br /> NEW FEATURES:<br /> <br /> - Added the zig zag indicator: ZigZag()<br /> <br /> - Added volatility estimators/indicators: volatility(), with the following calculations<br /> - Close-to-Close<br /> - Garman Klass<br /> - Parkinson<br /> - Rogers Satchell<br /> <br /> - Added Money Flow Index: MFI()<br /> <br /> - Added Donchian channel: DonchianChannel()<br /> <br /> <br /> CHANGES:<br /> <br /> - All functions now use xts internally, adding support for all major time series classes. If try.xts() fails on the input object(s), they will be converted to a matrix and a matrix object will be returned.<br /> <br /> - Added 'bounded' arg to stoch() and SMI(), which includes the current period in the calculation.<br /> <br /> - Added naCheck() and implemented it in the moving average functions.<br /> <br /> - Moved maType argument default values from function formals to function body for the following functions:<br /> ADX, ATR, CCI, DPO, EMV, KST, MACD, RSI,<br /> TRIX, BBands,chaikinVolatility, stoch, SMI<br /> <br /> - momentum() in CMO() no longer sets na=100<br /> <br /> - Replaced 'na' argument in momentum() and ROC() with 'na.pad'<br /> <br /> - Added 'multiple' argument to TDI(), allowing more user control<br /> <br /> - getYahooData() now returns an xts object<br /> <br /> - Added colnames to output for ADX, EMV, and CLV (for xts)<br /> <br /> - Added unit tests using the RUnit package<br /> - Used checkEquals on object attributes as well as values<br /> <br /> - Removed .First.lib function and added .onLoad with package version.<br /> <br /> <br /> BUG FIXES:<br /> <br /> - Corrected NaN replacement in CLV()<br /> <br /> - Corrected williamsAD(): AD=0 if C(t)=C(t-1)<br /> <br /> - Corrected runMedian() and runMAD(). The argument controlling which type of median to calculate for even-numbered samples wasn't being<br /> passed to the Fortran routine.<br /> <br /> - aroon() calculation starts at period n+1, instead of n<br /> <br /> - Added NA to first element of closeLag of ATR()<br /> <br /> - Corrected BBands() and CCI() for rowMeans use on xts objects<br /> <br /> - Made changes to Rd files to pass R CMD check on R-devel (2.9.0) bodanker@users.r-forge.r-project.org (Joshua Ulrich) Fri, 20 Feb 2009 16:36:18 GMT https://r-forge.r-project.org/forum/forum.php?forum_id=1215 https://r-forge.r-project.org/forum/forum.php?forum_id=1215 https://r-forge.r-project.org/forum/forum.php?forum_id=415 Many new features, including:<br /> <br /> - Fortran implementations of all moving average and all running/rolling analysis functions<br /> <br /> - Addition of Stochastic Momentum Index and Williams' Accumulation/Distribution functions bodanker@users.r-forge.r-project.org (Joshua Ulrich) Sat, 02 Feb 2008 14:30:33 GMT https://r-forge.r-project.org/forum/forum.php?forum_id=415 https://r-forge.r-project.org/forum/forum.php?forum_id=415