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TTR is an R package that provides the most popular technical analysis functions for financial market data. Many of these functions are used as components of systematic trading strategies and financial charts.

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The current release is available on CRAN, which you can install via:

install.packages("TTR")

To install the development version, you need to clone the repository and build from source, or run one of:

# lightweight
remotes::install_github("joshuaulrich/TTR")
# or
devtools::install_github("joshuaulrich/TTR")

You will need tools to compile C, C++, and Fortran code. See the relevant appendix in the R Installation and Administration manual for your operating system:

• Windows
• MacOS (the R for Mac OS X Developer's Page might also be helpful)
• Unix-alike

Here are a few examples of some of the more well-known indicators:

# "TTR Composite" (simulated data)
data(ttrc)

# Bollinger Bands
bbands <- BBands( ttrc[,c("High","Low","Close")] )

# Directional Movement Index
adx <- ADX(ttrc[,c("High","Low","Close")])

# Moving Averages
ema <- EMA(ttrc[,"Close"], n=20)
sma <- SMA(ttrc[,"Close"], n=20)

# MACD
macd <- MACD( ttrc[,"Close"] )

# RSI
rsi <- RSI(ttrc[,"Close"])

# Stochastics
stochOsc <- stoch(ttrc[,c("High","Low","Close")])

TTR works with the chartSeries() function in quantmod. Here's an example that uses chartSeries() and adds TTR-calculated indicators and overlays to the chart.

# "TTR Composite" (simulated data)
data(ttrc)

# Use quantmod's OHLCV extractor function to help create an xts object
xttrc <- xts(OHLCV(ttrc), ttrc[["Date"]])

chartSeries(xttrc, subset = "2006-09/", theme = "white")
addBBands()
addRSI()

Ask your question on Stack Overflow or the R-SIG-Finance mailing list (you must subscribe to post).

Please see the contributing guide.

• quantmod: quantitative financial modeling framework
• xts: eXtensible Time Series based on zoo

Joshua Ulrich