TechnicalAnalysis          package:fSeries          R Documentation

_T_o_o_l_s _f_o_r _t_h_e _T_e_c_h_n_i_c_a_l _A_n_a_l_y_s_i_s

_D_e_s_c_r_i_p_t_i_o_n:

     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.

_U_s_a_g_e:

     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)

_A_r_g_u_m_e_n_t_s:

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'. 

_V_a_l_u_e:

     '*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. 

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## Currently no examples ...

