- Added variable moving average function, VMA.
- Added Brian Peterson's price bands function, PBands.
- Added David Varadi's DVI indicator, DVI.
- Added wilder and ratio arguments to DEMA. Thanks to Matthew Fornari for
the suggestion.
BUG FIXES
- Changed wilderSum to seed initial value with raw sum. This matches
Wilder's original calculations. Thanks to Mahesh Bp for the report.
- 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.
- Fixed stockSymbols for nasdaq.com changes.
- 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.
- Corrected close-to-close volatility. Thanks to James Toll for the report.
- adjRatios failed (spectacularly) if there were missing close prices.
Thanks to Garrett See for the report.
git-svn-id: svn+ssh://svn.r-forge.r-project.org/svnroot/ttr/pkg@116 edb9625f-4e0d-4859-8d74-9fd3b1da38cb