Example - BMW
> library('quantmod')
> getSymbols("BMW.DE") #use this to download financial data
[1] "BMW.DE"
> chartSeries(BMW.DE, subset='last 12 months')
> addBBands()
> addCCI()
We use http://www.quantmod.com Please check the page for documentation and examples (http://www.quantmod.com/examples/charting/)
Technical Indicators used:
addBBands() - Bollinger Bands - Indicator for Volatility
addCCI() - Commodity Channel Index - Indicator for Momentum
Other Indicators:
Trend
| Indicator | TTR Name | quantmod Name |
|---|
| Welles Wilder's Directional Movement Indicator | ADX | addADX |
| Double Exponential Moving Average | DEMA | addDEMA |
| Exponential Moving Average | EMA | addEMA |
| Simple Moving Average | SMA | addSMA |
| Parabolic Stop and Reverse | SAR | addSAR |
| Exponential Volume Weighted Moving Average | EVWMA | addEVWMA |
| Moving Average Convergence Divergence | MACD | addMACD |
| Triple Smoothed Exponential Oscillator | TRIX | addTRIX |
| Weighted Moving Average | WMA | addWMA |
| ZLEMA | ZLEMA | addZLEMA |
Volatility
| Indicator | TTR Name | quantmod Name |
|---|
| Average True Range | ATR | addATR |
| Bollinger Bands | BBands | addBBands |
| Price Envelope | N/A | addEnvelope |
Momentum
| Indicator | TTR Name | quantmod Name |
|---|
| Commodity Channel Index | CCI | addCCI |
| Chande Momentum Oscillator | CMO | addCMO |
| Detrended Price Oscillator | DPO | addDPO |
| momentum | addMomentum |
| Rate of Change | ROC | addROC |
| Relative Strength Indicator | RSI | addRSI |
| Stocastic Momentum Index | SMI | addSMI |
| Williams %R | WPR | addWPR |
Volume
| Indicator | TTR Name | quantmod Name |
|---|
| Chaiken Money Flow | CMF | addCMF |
| Volume | N/A | addVo
|
No comments:
Post a Comment