TradingIndicatoR

An R package that computes some of the most known financial indicators in technical trading. Developed by Giovanni Kraushaar, Paolo Montemurro and Luca Sanfilippo as a small project for the course "Programming in Finance" at Università della Svizzera Italiana.

Installation

At the moment it is only possible to install from source. The most straight forward way is using devtools via github.

install.packages("devtools")
install.packages(c("knitr", "quantmod"))  # required for building vignettes
devtools::install_github('giovannikraushaar/TradingIndicatoR', build_opts = '--no-resave-data')

Overview

Get introduced to the package:

browseVignettes('TradingIndicatoR')

Indicators

Currently TradingIndicatoR offers the following indicators:

Indicator	Function
Accumulation/Distribution Line	`ADL()`
Aroon	`Aroon()`
Aroon Oscillator	`AroonOscillator()`
Average True Range	`ATR()`
Bollinger Bands	`Bollinger()`
Balance of Power	`BOP()`
Exponential Moving Average	`MA()`
Arms Ease of Movement	`EVM()`
Ichimoku Kinko Hyo	`Ichimoku()`
Moving Average Convergence Divergence	`MACD()`
On Balance Volume	`OBV()`
Relative Strenght Index	`RSI()`
Simple Moving Average	`MA()`
Stochastic Oscillator	`StochOscillator()`
Stochastic RSI	`StochRSI()`
Weighted Moving Average	`MA()`