### About

TTR is an [R](https://www.r-project.org) 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.

### Supporting TTR development

If you are interested in supporting the ongoing development and maintenance of TTR, please consider [becoming a sponsor](https://github.com/sponsors/joshuaulrich).

### Installation

The current release is available on [CRAN](https://CRAN.R-project.org/package=TTR),
which you can install via:

```r
install.packages("TTR")
```

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

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

You will need tools to compile C/C++ code. See the relevant
appendix in the [R Installation and Administration manual](https://cran.r-project.org/doc/manuals/r-release/R-admin.html)
for your operating system:

- [Windows](https://cran.r-project.org/doc/manuals/r-release/R-admin.html#The-Windows-toolset)
- [MacOS](https://cran.r-project.org/doc/manuals/r-release/R-admin.html#macOS) (the [R for Mac OS X Developer's Page](https://mac.R-project.org/) might also be helpful)
- [Unix-alike](https://cran.r-project.org/doc/manuals/r-release/R-admin.html#Essential-and-useful-other-programs-under-a-Unix_002dalike)

### Getting Started

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

```r
# "TTR Composite" (simulated data)
data(ttrc)
hlc <- ttrc[, c("High", "Low", "Close")]

# Bollinger Bands
bbands <- BBands(hlc)

# Directional Movement Index
adx <- ADX(hlc)

# 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(hlc)
```

TTR works with the `chartSeries()` function in [quantmod](https://github.com/joshuaulrich/quantmod). Here's an example that uses `chartSeries()` and adds TTR-calculated indicators and overlays to the chart.

```r
library(quantmod)
data(ttrc)

# create an xts object
x <- as.xts(ttrc)

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

![](https://drive.google.com/uc?export=view&id=1TrgoZujgcI9GCMEWHlDgzkQQvBItyLwq)

### Have a question?

Ask your question on [Stack Overflow](https://stackoverflow.com/questions/tagged/r)
or the [R-SIG-Finance](https://stat.ethz.ch/mailman/listinfo/r-sig-finance)
mailing list (you must subscribe to post).

### Contributing

Please see the [Contributing Guide](https://github.com/joshuaulrich/TTR/wiki/Contributing-Guide).

### See Also

- [quantmod](https://CRAN.R-project.org/package=quantmod): quantitative financial modeling framework
- [xts](https://CRAN.R-project.org/package=xts): eXtensible Time Series based
on [zoo](https://CRAN.R-project.org/package=zoo)

### Author

[Joshua Ulrich](https://about.me/joshuaulrich)