- updated CHANGES, DESCRIPTION, and man/TTR.Rd

- updated copyright to include 2011 git-svn-id: svn+ssh://svn.r-forge.r-project.org/svnroot/ttr/pkg@116 edb9625f-4e0d-4859-8d74-9fd3b1da38cb
jgehw · Aug 30, 2011 · 142de2b · 142de2b
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diff --git a/CHANGES b/CHANGES
@@ -1,36 +1,37 @@
-TTR version 0.20-2
-  Changes from version 0.20-1
-
+TTR version 0.21-0
+  Changes from version 0.20-2
 
 NEW FEATURES:
 
-- Added VWAP and VWMA (thanks to Brian Peterson)
+- Added variable moving average function, VMA.
 
-- Added v-factor generalization to DEMA (thanks to John Gavin)
+- Added Brian Peterson's price bands function, PBands.
 
+- Added David Varadi's DVI indicator, DVI.
 
-CHANGES:
 
-- Updated volatility() to handle univariate case of calc='close'
-  (thanks to Cedrick Johnson)
+CHANGES:
 
-- Moved EMA, SAR, and wilderSum from .Fortran to .Call and used
-  xts:::naCheck in lieu of TTR's NA check mechanism
+- Added wilder and ratio arguments to DEMA. Thanks to Matthew Fornari for the
+  suggestion.
 
-- RSI up/down momentum now faster with xts (thanks to Jeff Ryan)
+- Changed wilderSum to seed initial value with raw sum. This matches Wilder's
+  original calculations. Thanks to Mahesh Bp for the report.
 
-- If 'ratio' is specified in EMA but 'n' is missing, the traditional
-  value of 'n' is approximated and returned as the first non-NA value
+- The BBands sd calculation now uses the population instead of sample
+  statistic. This is consistent with Bollinger Band literature. Thanks to
+  Jeff Ryan for the patch.
 
 
 BUG FIXES:
 
-- Fix to stoch() when maType is a list and 'n' is not set in the list's
-  3rd element (thanks to Wind Me)
+- Fixed stockSymbols for nasdaq.com changes.
 
-- Fixed fastK in stoch() when smooth != 1
+- Fixed ZLEMA default ratio by changing it from 2/(n-1) to 2/(n+1). This
+  makes it consistent with EMA. Thanks to Dirk Eddelbuettel.
 
-- Fixed segfault caused by EMA when n < NROW(x) (thanks to Douglas Hobbs)
+- Corrected close-to-close volatility. Thanks to James Toll for the report.
 
-- test.EMA.wilder failed under R-devel (thanks to Prof Brian Ripley)
+- adjRatios failed (spectacularly) if there were missing close prices. Thanks
+  to Garrett See for the report.
 
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,9 +1,9 @@
 Package: TTR
 Type: Package
 Title: Technical Trading Rules
-Version: 0.20-3
-Revision: 99
-Date: 2011-01-12
+Version: 0.21-0
+Revision: 116
+Date: 2011-08-30
 Author: Joshua Ulrich
 Maintainer: Joshua Ulrich <josh.m.ulrich@gmail.com>
 Depends: xts (>= 0.6.4)

diff --git a/NAMESPACE b/NAMESPACE
@@ -30,6 +30,7 @@ export(momentum)
 export(MFI)
 export(OBV)
 export(PBands)
+#export(pivots)
 export(ROC)
 export(RSI)
 export(runCor)

diff --git a/R/ADX.R b/R/ADX.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/ATR.R b/R/ATR.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/CCI.R b/R/CCI.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/CLV.R b/R/CLV.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/CMF.R b/R/CMF.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/CMO.R b/R/CMO.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/DPO.R b/R/DPO.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/DVI.R b/R/DVI.R
@@ -1,3 +1,22 @@
+#
+#   TTR: Technical Trading Rules
+#
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
+#
+#   This program is free software: you can redistribute it and/or modify
+#   it under the terms of the GNU General Public License as published by
+#   the Free Software Foundation, either version 3 of the License, or
+#   (at your option) any later version.
+#
+#   This program is distributed in the hope that it will be useful,
+#   but WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+#   GNU General Public License for more details.
+#
+#   You should have received a copy of the GNU General Public License
+#   along with this program.  If not, see <http://www.gnu.org/licenses/>.
+#
+
 DVI <- function(price, n=252, wts=c(0.8,0.2), smooth=3,
   magnitude=c(5,100,5), stretch=c(10,100,2)) {
 

diff --git a/R/DonchianChannel.R b/R/DonchianChannel.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/EMV.R b/R/EMV.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/GMMA.R b/R/GMMA.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/KST.R b/R/KST.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/MACD.R b/R/MACD.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/MFI.R b/R/MFI.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/MovingAverages.R b/R/MovingAverages.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/OBV.R b/R/OBV.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/RSI.R b/R/RSI.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/SAR.R b/R/SAR.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/TDI.R b/R/TDI.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/TRIX.R b/R/TRIX.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/TTRtools.R b/R/TTRtools.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/VHF.R b/R/VHF.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/WPR.R b/R/WPR.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/WebData.R b/R/WebData.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/ZigZag.R b/R/ZigZag.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/adjRatios.R b/R/adjRatios.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/aroon.R b/R/aroon.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/bollingerBands.R b/R/bollingerBands.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/chaikinAD.R b/R/chaikinAD.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/chaikinVolatility.R b/R/chaikinVolatility.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/changes.R b/R/changes.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/pivots.R b/R/pivots.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/priceBands.R b/R/priceBands.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by

diff --git a/R/runFun.R b/R/runFun.R
@@ -1,7 +1,7 @@
 #
 #   TTR: Technical Trading Rules
 #
-#   Copyright (C) 2007-2010  Joshua M. Ulrich
+#   Copyright (C) 2007-2011  Joshua M. Ulrich
 #
 #   This program is free software: you can redistribute it and/or modify
 #   it under the terms of the GNU General Public License as published by