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v0.23-4

Version 0.23-4 released to CRAN

v0.23-3

Version 0.23-2 released to CRAN

v0.23-1

BUG FIXES

- GMMA avoids simplify2array error by explicitly calling lapply
  wrapped in do.call(cbind, ...).
- Move and fix unit tests, so they actually run under R CMD check.
- Explicitly check for single-column input in functions that expect it.

v0.23-0

SIGNIFICANT USER-VISIBLE CHANGES

- Update DVI to use runPercentRank. Thanks to Ivan Popivanov for the patch.
- getYahooData now returns an xts object with Date index (not POSIXct).
- MA function colnames no longer based on input colnames.

NEW FEATURES
- Add HMA and ALMA functions/docs. Thanks to Ivan Popivanov.
- Add Ultimate Oscillator function/docs/tests. Thanks to Ivan Popivanov.

BUG FIXES
- runFuns now throw error if there are not enough non-NA values.
- Change all instances of lag() to lag.xts() in case 'x' is a matrix.
  Thanks to Ivan Popivanov for the report.
- Correct output column names in ATR docs.
- CLV now sets NaN and Inf values to 0, instead of only NaN values.
- Fix OBV so OBV[t] = OBV[t-1] when Close[t] == Close[t-1].
- Fix dead links in documentation.

v0.22-0

SIGNIFICANT USER-VISIBLE CHANGES

- CCI now returns an object with colnames ("cci").
- All moving average functions now attempt to set colnames.
- Added clarification on the displaced nature of DPO.
- SAR now sets the initial gap based on the standard deviation of the
  high-low range instead of hard-coding it at 0.01.

NEW FEATURES
- Added rollSFM function that calculates alpha, beta, and R-squared for a
  single-factor model, thanks to James Toll for the prototype.
- Added runPercentRank function, thanks to Charlie Friedemann.
- Moved slowest portion of aroon() to C.
- DonchianChannel gains an 'include.lag=FALSE' argument, which includes the
  current period's data in the calculation. Setting it to TRUE replicates
  the original calculation. Thanks to Garrett See and John Bollinger.
- The Stochastic Oscillator and Williams' %R now return 0.5 (instead of NaN)
  when a securities' price doesn't change over a sufficient period.
- All moving average functions gain '...'.
- Users can now change alpha in Yang Zhang volatility calculation.

BUG FIXES
- Fixed MACD when maType is a list. Now mavg.slow=maType[[2]] and
  mavg.fast=maType[[1]], as users expected based on the order of the nFast
  and nSlow arguments. Thanks to Phani Nukala and Jonathan Roy.
- Fixed bug in lags function, thanks to Michael Weylandt.
- Corrected error in Yang Zhang volatility calculation, thanks to several
  people for identifying this error.
- Correction to SAR extreme point calculations, thanks to Vamsi Galigutta.
- adjRatios now ensures all inputs are univariate, thanks to Garrett See.
- EMA and EVWMA now ensure n < number of non-NA values, thanks to Roger Bos.
- Fix to BBands docs, thanks to Evelyn Mitchell.

v0.21-1

BUG FIXES

- Fixed stockSymbols for nasdaq.com changes (again), and attempted to make
  stockSymbols more robust to nasdaq.com changes.
- Corrected final calculation in Yang-Zhang volatility, thanks to Shal Patel.
- Corrected k in Yang-Zhang volatility, thanks to Ian Rayner.
- Corrected s2o and s2c in Yang-Zhang volatility, thanks to Ian Rayner.
- Corrected KST when input is xts (res is now * 100), thanks to Yuanwei.

git-svn-id: svn+ssh://svn.r-forge.r-project.org/svnroot/ttr/pkg@122 edb9625f-4e0d-4859-8d74-9fd3b1da38cb

v0.21-0

NEW FEATURES

- 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

v0.20-2

NEW FEATURES

- Added VWAP and VWMA, thanks to Brian Peterson.
- Added v-factor generalization to DEMA, thanks to John Gavin.
- Updated volatility() to handle univariate case of calc='close', thanks
  to Cedrick Johnson.
- Moved EMA, SAR, and wilderSum from .Fortran to .Call and used
  xts:::naCheck in lieu of TTR's NA check mechanism.
- RSI up/down momentum now faster with xts, thanks to Jeff Ryan.
- 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.

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 fastK in stoch() when smooth != 1.
- Fixed segfault caused by EMA when n < NROW(x), thanks to Douglas Hobbs.
- test.EMA.wilder failed under R-devel, thanks to Prof Brian Ripley.

git-svn-id: svn+ssh://svn.r-forge.r-project.org/svnroot/ttr/pkg@99 edb9625f-4e0d-4859-8d74-9fd3b1da38cb

v0.20-1

NEW FEATURES

- Updated CMO, DPO, DonchianChannel, RSI, and TDI to *explicitly*
  use xts internally.

BUG FIXES
- Fixed bug in WMA, EVWMA, ZLEMA, and GMMA; results were not being
  reclassed back to their original class.
- Set colnames after cbind call in the following functions: ADX, aroon,
  ATR, BBands, DonchianChannel, EMV, KST, MACD, stoch, SMI, TDI, TRIX.
- Fixed bug in VHF; missing abs() calculation in the denominator.
  Thanks to Jürgen Wurzer for the report!

git-svn-id: svn+ssh://svn.r-forge.r-project.org/svnroot/ttr/pkg@88 edb9625f-4e0d-4859-8d74-9fd3b1da38cb

v0.20-0

SIGNIFICANT USER-VISIBLE CHANGES

- getYahooData() now returns an xts object.
- Added colnames to output for ADX, EMV, and CLV (for xts).
- momentum() in CMO() no longer sets na=100.
- Replaced 'na' argument in momentum() and ROC() with 'na.pad'.
- Moved maType argument default values from function formals to
  function body for the following functions:
    ADX, ATR, CCI, DPO, EMV, KST, MACD, RSI, TRIX, BBands,
    chaikinVolatility, stoch, SMI

NEW FEATURES
- All functions now use xts internally, adding support for all major time
  series classes.  If try.xts() fails on the input object(s), they will be
  converted to a matrix and a matrix object will be returned.
- Added 'bounded' arg to stoch() and SMI(), which includes the current
  period in the calculation.
- Added the zig zag indicator: ZigZag().
- Added volatility estimators/indicators: volatility(), with the following
  calculations: Close-to-Close, Garman Klass, Parkinson, Rogers Satchell.
- Added Money Flow Index: MFI().
- Added Donchian channel: DonchianChannel().
- Added 'multiple' argument to TDI(), allowing more user control.
- Added naCheck() and implemented it in the moving average functions.

BUG FIXES
- Corrected NaN replacement in CLV().
- Corrected williamsAD(): AD=0 if C(t)=C(t-1).
- Corrected runMedian() and runMAD().  The argument controlling which type
  of median to calculate for even-numbered samples wasn't being passed to
  the Fortran routine.
- aroon() calculation starts at period n+1, instead of n.
- Added NA to first element of closeLag of ATR().
- Corrected BBands() and CCI() for rowMeans use on xts objects.
- Made changes to Rd files to pass R CMD check on R-devel (2.9.0).

git-svn-id: svn+ssh://svn.r-forge.r-project.org/svnroot/ttr/pkg@84 edb9625f-4e0d-4859-8d74-9fd3b1da38cb