Package: fTrading 3042.79

Tobias Setz

fTrading: Rmetrics - Trading and Rebalancing Financial Instruments

A collection of functions for trading and rebalancing financial instruments. It implements various technical indicators to analyse time series such as moving averages or stochastic oscillators.

Authors:Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]

fTrading_3042.79.tar.gz
fTrading_3042.79.tar.gz(r-4.7-any)fTrading_3042.79.tar.gz(r-4.6-any)
fTrading_3042.79.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
fTrading/json (API)

# Install 'fTrading' in R:
install.packages('fTrading', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.77 score 3 stars 42 scripts 4.7k downloads 45 exports 7 dependencies

Last updated from:db6dd7b5ab. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK156
source / vignettesOK145
linux-release-x86_64OK113
wasm-releaseOK100

Exports:.dailyTA.hitRate.tradeLengths.tradeSignalsaccelTAadiTAadoscillatorTAapdTAbiasTAbollingerTAcdoTAcdsTAchaikinoTAchaikinvTAemaTAEWMAfpdTAfpkTAgarmanklassTAmacdTAmaxDrawDownmedpriceTAmomTAnviTAobvTAohlcPlotoscTApviTApvtrendTArocTArollFunrollVarrsiTAsharpeRatioSMAspdTAsterlingRatiostochasticTAtypicalpriceTAvohlTAvorTAwcloseTAwilliamsadTAwilliamsrTAwprTA

Dependencies:fBasicsgssMASSspatialstabledisttimeDatetimeSeries

Readme and manuals

Help Manual

Help pageTopics
Trading and Rebalancing Financial InstrumentsfTrading-package fTrading
Utilities and Benchmark AnalysisBenchmarkAnalysis maxDrawDown ohlcPlot sharpeRatio sterlingRatio
Rolling AnalysisrollFun RollingAnalysis rollVar
Tools for the Technical AnalysisaccelTA adiTA adoscillatorTA apdTA biasTA bollingerTA cdoTA cdsTA chaikinoTA chaikinvTA emaTA EWMA fpdTA fpkTA garmanklassTA macdTA medpriceTA momTA nviTA obvTA oscTA pviTA pvtrendTA rocTA rsiTA SMA spdTA stochasticTA TechnicalAnalysis typicalpriceTA vohlTA vorTA wcloseTA williamsadTA williamsrTA wprTA