2011-05-29 22:08 bodanker * [r110] tests/unitTests/runit.TTR.Misc.R, tests/unitTests/runit.TTR.Volatility.R, tests/unitTests/runit.TTR.Volume.R: - Changes to unit tests to avoid errors (these really need some love) 2011-05-29 21:59 bodanker * [r109] R/priceBands.R, man/priceBands.Rd: - Clean up PBands function and documentation 2011-05-28 20:32 bodanker * [r108] R/volatility.R, man/volatility.Rd: - Corrected close-to-close volatility (thanks to James Toll) 2011-03-26 04:04 bodanker * [r107] NAMESPACE: - Exported DVI indicator 2011-03-08 04:31 bodanker * [r106] R/DVI.R, man/DVI.Rd, src/moving_averages.c, src/wilderSum.c: - Cleaned up C code for moving average functions - Initalized 'sum' in wilderSum.c - Added DVI indicator and documentation 2011-01-17 17:13 bodanker * [r105] DESCRIPTION, man/TTR.Rd, src/wilderSum.c, tests/unitTests/output.runFun.rda, tests/unitTests/output.trend.rda: - Fix wilderSum to seed initial value with raw sum. Thanks to Mahesh. - Updated wilderSum and ADX unit test data. - Increase version to 0.20-3 2010-11-16 13:19 bodanker * [r104] R/priceBands.R, man/priceBands.Rd: - Added Brian Peterson's PBands function 2010-10-09 23:36 bodanker * [r103] NAMESPACE, R/MovingAverages.R, man/MovingAverages.Rd, src/moving_averages.c, tests/unitTests/output.overlays.rda: - Adjusted unit test data for BBands to be consistent with r102 - Added variable-length MA function and documentation 2010-07-04 19:32 jryan * [r102] R/bollingerBands.R: o fixed sd calculation to use population statistic instead of sample statistic. This is consistent with Bollinger Band literature 2010-05-20 00:57 bodanker * [r101] R/WebData.R, R/adjRatios.R: - Added PACKAGE="TTR" arg to .Call to adjRatios - Fixed stockSymbols() for nasdaq.com changes 2010-03-24 02:42 bodanker * [r99] CHANGES, DESCRIPTION, man/TTR.Rd, tests/unitTests/runit.TTR.MovingAverages.R: - Housekeeping before submitting to CRAN. 2010-03-11 21:45 jryan * [r98] R/MovingAverages.R: added check for missing n when ratio is specified to EMA. If missing, converts n to approx. "correct" value given ratio 2010-02-26 05:32 bodanker * [r97] R/MovingAverages.R, src/adjRatios.c, src/moving_averages.c, src/sar.c, src/wilderSum.c: - Fixed bug in EMA when n < NROW(x), thanks to Douglas Hobbs - Converted C++ style comments to C style 2010-01-15 01:35 bodanker * [r96] R/MovingAverages.R, man/MovingAverages.Rd: - Added v-factor generalization to DEMA; thanks to John Gavin 2010-01-09 20:59 bodanker * [r95] R/ADX.R, R/ATR.R, R/CCI.R, R/CLV.R, R/CMF.R, R/CMO.R, R/DPO.R, R/DonchianChannel.R, R/EMV.R, R/GMMA.R, R/KST.R, R/MACD.R, R/MFI.R, R/MovingAverages.R, R/OBV.R, R/RSI.R, R/SAR.R, R/TDI.R, R/TRIX.R, R/TTRtools.R, R/VHF.R, R/WPR.R, R/WebData.R, R/ZigZag.R, R/adjRatios.R, R/aroon.R, R/bollingerBands.R, R/chaikinAD.R, R/chaikinVolatility.R, R/changes.R, R/runFun.R, R/stochastics.R, R/volatility.R, R/williamsAD.R, src/adjRatios.c, src/movingAverages.f, src/moving_averages.c, src/runFun.f, src/sar.c, src/sar.f, src/wilderSum.c, src/zigzag.f: - Updated Copyright date to include 2010 - Moved SAR to .Call and used xts:::naCheck 2009-12-13 21:29 bodanker * [r94] R/MovingAverages.R, R/runFun.R, src/moving_averages.c, src/wilderSum.c: - Moved wilderSum and EVWMA to .Call and used xts:::naCheck 2009-12-03 03:02 bodanker * [r93] R/MovingAverages.R, R/RSI.R, src/moving_averages.c: - Moved EMA from .Fortran to .Call and used xts:::naCheck - RSI up/down momentum now faster with xts, thanks to Jeff Ryan 2009-10-17 15:31 bodanker * [r92] R/stochastics.R: - Fix to stoch() when maType is a list and 'n' is not set in the list's 3rd element (thanks goes to Wind) - Fixed fastK in stoch() when smooth != 1 2009-09-30 01:20 bodanker * [r91] NAMESPACE, R/MovingAverages.R, R/volatility.R, man/MovingAverages.Rd: - Added VWAP and VWMA for Brian - Fixed volatility() fix (sigh) 2009-09-30 00:55 bodanker * [r90] R/volatility.R, man/volatility.Rd: - Updated volatility() to handle univariate case of calc='close', thanks to Cedrick Johnson 2009-08-28 03:32 bodanker * [r88] CHANGES, DESCRIPTION, R/VHF.R, man/TTR.Rd, man/VHF.Rd: - Removed fmlabs.com references for VHF, since their formulas are wrong. - Housekeeping before submitting to CRAN. 2009-08-22 01:37 bodanker * [r87] R/VHF.R, tests/unitTests/output.trend.rda: - Fixed VHF bug and updated unit test output. Thanks to Jürgen Wurzer for the report! 2009-08-07 22:12 bodanker * [r86] DESCRIPTION, R/ATR.R, R/CMO.R, R/DPO.R, R/DonchianChannel.R, R/EMV.R, R/GMMA.R, R/KST.R, R/MACD.R, R/MovingAverages.R, R/RSI.R, R/TDI.R, R/TRIX.R, R/aroon.R, R/bollingerBands.R, R/stochastics.R, man/MovingAverages.Rd, man/TTR.Rd: - Updated version in DESCRIPTION and man/TTR.Rd. - Fixed bug in WMA, EVWMA, ZLEMA, and GMMA; results were not being reclassed back to their original class. - Updated CMO, DPO, DonchianChannel, RSI, and TDI to *explicitly* use xts internally. - Set colnames after cbind call in the following functions: ADX, aroon, ATR, BBands, DonchianChannel, EMV, KST, MACD, stoch, SMI, TDI, TRIX. 2009-07-30 03:59 bodanker * [r84] CHANGES, DESCRIPTION, man/TTR.Rd: - Housekeeping before submitting to CRAN. 2009-07-29 00:20 bodanker * [r83] R/stochastics.R, man/stochastics.Rd: - Moved stoch() 'smooth' arg to end of arg list to not disrupt arg matching by order (not just by name). 2009-07-22 01:20 bodanker * [r82] R/KST.R, R/MACD.R, R/TRIX.R, R/stochastics.R, R/zzz.R, man/adjRatios.Rd: - Removed message from .onLoad() - Corrected the logic that populated 'n' for each MA in maType, in the case maType is a list. - Corrected spelling mistake in adjRatios.Rd 2009-07-18 23:35 bodanker * [r81] R/runFun.R, man/runFun.Rd, src/runFun.f, tests/unitTests/runit.TTR.runFun.R: - Added from inception capability to all "runFun" functions via the "cumulative" argument. - Added y=NULL argument to runVar() to be consistent with stats::var() (and updated unit tests). - Changed default value of runMAD() "center" argument to NULL to handle new cumulative argument. For runMAD(..., cumulative=TRUE) to return expected results, center=runMedian(x,n,cumulative=TRUE) is necessary. 2009-06-14 05:26 bodanker * [r80] R/stochastics.R, man/stochastics.Rd: - Added internal smoothing to stochastic calculation; thanks to Stanley Neo for the suggestion! 2009-06-03 03:43 bodanker * [r79] R/runFun.R, R/zzz.R, man/runFun.Rd: - Replaced cat() with message() in .onLoad() - Added fixed-start capability to runSum, runMin, runMax, runMean 2009-05-28 04:01 bodanker * [r78] DESCRIPTION: - \/\/\/ It helps to do what you put in the log \/\/\/ - Updated version to 0.20-0 (to fix version issues...) 2009-05-28 03:59 bodanker * [r77] NAMESPACE, R/WebData.R, R/adjRatios.R, R/adjSplitDiv.R, man/adjRatios.Rd, man/adjSplitDiv.Rd, src/adjRatios.c, src/adjSplitDiv.c: - Changed all instances of "adjSplitDiv" to "adjRatios" - Updated version to 0.20-0 (to fix version issues...) 2009-05-26 05:24 bodanker * [r76] DESCRIPTION, man/ADX.Rd, man/ATR.Rd, man/CCI.Rd, man/CLV.Rd, man/CMF.Rd, man/CMO.Rd, man/DPO.Rd, man/DonchianChannel.Rd, man/EMV.Rd, man/GMMA.Rd, man/KST.Rd, man/MACD.Rd, man/MFI.Rd, man/MovingAverages.Rd, man/OBV.Rd, man/RSI.Rd, man/SAR.Rd, man/TDI.Rd, man/TRIX.Rd, man/TTR.Rd, man/TTRtools.Rd, man/VHF.Rd, man/WPR.Rd, man/WebData.Rd, man/ZigZag.Rd, man/adjSplitDiv.Rd, man/aroon.Rd, man/bollingerBands.Rd, man/chaikinAD.Rd, man/chaikinVolatility.Rd, man/changes.Rd, man/runFun.Rd, man/stochastics.Rd, man/volatility.Rd, man/williamsAD.Rd: - Changed all instances of "Josh" to "Joshua" 2009-05-26 05:10 bodanker * [r75] R/KST.R, R/MACD.R, R/RSI.R, R/TRIX.R, R/stochastics.R, man/KST.Rd, man/MACD.Rd, man/TRIX.Rd, man/stochastics.Rd: - Added check to the following functions to ensure 'maType' has the correct number of elements if it is a list: RSI, KST, MACD, stoch, TRIX. - Updated Examples section of documentation for each of the above functions. 2009-05-24 07:27 bodanker * [r74] R/WebData.R, R/adjSplitDiv.R: - Corrected logic in adjSplitDiv.R when checking for all NA split, dividend, or close values. - getYahooData() now sets 's.ratio=rep(1,nrow)' when there's no split data. Was getting errors when calling adjSplitDiv(). 2009-05-10 03:48 bodanker * [r73] DESCRIPTION, R/WebData.R, R/adjSplitDiv.R, man/ADX.Rd, man/CCI.Rd, man/VHF.Rd, man/adjSplitDiv.Rd, man/aroon.Rd: - Fixed adjSplitDiv() to work if no splits/dividends exist - Fixed getYahooData() when no splits/dividends exist - Corrected some LaTeX errors in Rd files 2009-03-24 02:54 bodanker * [r72] DESCRIPTION, R/WebData.R: - Removed unnecessary 'format' argument in as.POSIXct call in getYahooData() (thanks to Gary Funck for discovering this) 2009-03-15 14:06 bodanker * [r71] NAMESPACE, R/WebData.R, R/adjSplitDiv.R, man/adjSplitDiv.Rd, src/adjSplitDiv.c: - New C routine to create split and dividend adjustment ratios, which can be accessed through adjSplitDiv() R function. - getYahooData now uses adjSplitDiv() 2009-02-20 04:29 bodanker * [r70] DESCRIPTION, NAMESPACE, R/GMMA.R, man/ADX.Rd, man/CCI.Rd, man/GMMA.Rd, man/TDI.Rd, man/VHF.Rd, man/aroon.Rd: - Added Guppy Multiple Moving Average function - GMMA() - and related documentation. - Added GMMA to 'See Also' section of documentation for other trend detection/strength indicators. 2009-02-19 05:25 bodanker * [r69] CHANGES, DESCRIPTION, R/volatility.R, man/TTR.Rd, man/volatility.Rd: - Added Garman and Klass (Yang Zhang) and Yang Zhang calculations to the volatility function and updated documentation 2009-02-11 06:06 bodanker * [r66] DESCRIPTION, R/zzz.R, man/TTR.Rd: - Updated 'Date' in DESCRIPTION and man/TTR.Rd - Updated .onLoad() function to only print one line 2009-02-11 05:40 bodanker * [r65] CHANGES, DESCRIPTION, NAMESPACE, R/ATR.R, R/CCI.R, R/CLV.R, R/CMF.R, R/CMO.R, R/DPO.R, R/EMV.R, R/KST.R, R/MACD.R, R/MFI.R, R/MovingAverages.R, R/OBV.R, R/RSI.R, R/SAR.R, R/TDI.R, R/TRIX.R, R/TTRtools.R, R/VHF.R, R/WPR.R, R/aroon.R, R/bollingerBands.R, R/chaikinAD.R, R/chaikinVolatility.R, R/changes.R, R/runFun.R, R/stochastics.R, R/volatility.R, R/williamsAD.R, THANKS, WISHLIST, man/CCI.Rd, man/CLV.Rd, man/CMF.Rd, man/CMO.Rd, man/DPO.Rd, man/DonchianChannel.Rd, man/EMV.Rd, man/KST.Rd, man/MACD.Rd, man/MFI.Rd, man/MovingAverages.Rd, man/OBV.Rd, man/SAR.Rd, man/TRIX.Rd, man/TTR.Rd, man/TTRtools.Rd, man/VHF.Rd, man/WPR.Rd, man/WebData.Rd, man/ZigZag.Rd, man/aroon.Rd, man/bollingerBands.Rd, man/chaikinAD.Rd, man/chaikinVolatility.Rd, man/runFun.Rd, man/ttrc.Rd, man/volatility.Rd, man/williamsAD.Rd: - Updated CHANGES file for CRAN release - Removed CR from all EOL characters in all files 2009-01-29 03:35 bodanker * [r64] man/ADX.Rd, man/ATR.Rd, man/CCI.Rd, man/CLV.Rd, man/CMF.Rd, man/CMO.Rd, man/DPO.Rd, man/DonchianChannel.Rd, man/EMV.Rd, man/KST.Rd, man/MACD.Rd, man/MFI.Rd, man/MovingAverages.Rd, man/OBV.Rd, man/RSI.Rd, man/SAR.Rd, man/TDI.Rd, man/TRIX.Rd, man/VHF.Rd, man/WPR.Rd, man/ZigZag.Rd, man/aroon.Rd, man/bollingerBands.Rd, man/chaikinAD.Rd, man/chaikinVolatility.Rd, man/changes.Rd, man/runFun.Rd, man/stochastics.Rd, man/volatility.Rd, man/williamsAD.Rd: - Updated documentation (value) for xts changes 2009-01-12 02:15 bodanker * [r63] DESCRIPTION, R/DonchianChannel.R, man/ADX.Rd, man/ATR.Rd, man/CCI.Rd, man/CLV.Rd, man/CMF.Rd, man/CMO.Rd, man/DPO.Rd, man/DonchianChannel.Rd, man/EMV.Rd, man/KST.Rd, man/MACD.Rd, man/MFI.Rd, man/MovingAverages.Rd, man/OBV.Rd, man/RSI.Rd, man/SAR.Rd, man/TDI.Rd, man/TRIX.Rd, man/TTRtools.Rd, man/VHF.Rd, man/WPR.Rd, man/WebData.Rd, man/ZigZag.Rd, man/aroon.Rd, man/bollingerBands.Rd, man/chaikinAD.Rd, man/chaikinVolatility.Rd, man/changes.Rd, man/runFun.Rd, man/stochastics.Rd, man/volatility.Rd, man/williamsAD.Rd, tests/unitTests/runit.TTR.Trend.R: - Updated documentation (arguments) for xts changes - Corrected 'Value' section of Donchian Channel documentation - Updated DonchianChannel to accept univariate series - Changed unit tests for TDI and VHF to for matrix use 2009-01-11 18:55 bodanker * [r62] DESCRIPTION, man/SAR.Rd, man/runFun.Rd: - Make changes to Rd files to pass R CMD check on R-devel (2.9.0) - Added dependency on newest xts (with as.xts.numeric, et al.) 2009-01-11 00:44 bodanker * [r61] R/ADX.R, R/ATR.R, R/CCI.R, R/CLV.R, R/CMF.R, R/CMO.R, R/DPO.R, R/DonchianChannel.R, R/EMV.R, R/KST.R, R/MACD.R, R/MFI.R, R/MovingAverages.R, R/OBV.R, R/RSI.R, R/SAR.R, R/TDI.R, R/TRIX.R, R/TTRtools.R, R/VHF.R, R/WPR.R, R/WebData.R, R/ZigZag.R, R/aroon.R, R/bollingerBands.R, R/chaikinAD.R, R/chaikinVolatility.R, R/changes.R, R/runFun.R, R/stochastics.R, R/volatility.R, R/williamsAD.R, src/movingAverages.f, src/runFun.f, src/sar.f, src/zigzag.f, tests/unitTests/runit.TTR.Misc.R: - Convert function inputs to matrix if they're not xtsible - Fix CMF to work when both inputs are xts (stupid mistake) - Updated license at top of each file 2009-01-03 03:07 bodanker * [r59] DESCRIPTION, R/zzz.R, man/TTR.Rd: Updated version and moved 'tags' folder 2008-12-29 02:09 bodanker * [r58] DESCRIPTION, R/ADX.R, R/CCI.R, R/WPR.R, R/bollingerBands.R, R/stochastics.R, tests/unitTests/output.trend.rda, tests/unitTests/runit.TTR.MovingAverages.R, tests/unitTests/runit.TTR.Oscillators.R, tests/unitTests/runit.TTR.Overlays.R, tests/unitTests/runit.TTR.Trend.R, tests/unitTests/runit.TTR.runFun.R: - Update unit tests to check attributes - Added colnames to ADX output - Corrected BBands and CCI for rowMeans use on xts objects - Added rownames to unit test output: - ADX - aroon - Changed CCI unit test output class from 'numeric' to 'matrix' 2008-12-20 22:03 bodanker * [r57] DESCRIPTION, R/WebData.R: - getYahooData returns an xts object 2008-12-19 03:50 bodanker * [r56] DESCRIPTION, R/SAR.R, R/WPR.R, R/ZigZag.R, R/stochastics.R, tests/unitTests/runit.TTR.Overlays.R: - SAR, stoch, SMI, WPR, and ZigZag are xts-aware - volatility and williamsAD have been xts-aware - The functions below are xts-aware via changes in other functions: - TDI, TRIX, VHF - Changed SAR and ZigZag unit tests to return non-xts object 2008-12-18 05:05 bodanker * [r55] DESCRIPTION, R/EMV.R, R/KST.R, R/MFI.R, R/OBV.R, tests/unitTests/output.volume.rda: - Made EMV, KST, and MFI xts-aware - The functions below are xts-aware via changes in other functions: - MACD, RSI - Updated MFI unit test output to account for leading NA 2008-12-18 03:32 bodanker * [r54] DESCRIPTION, R/CLV.R, R/EMV.R, tests/unitTests/output.misc.rda, tests/unitTests/runit.TTR.Misc.R: - Updated EMV result to include colnames - Updated CLV result to include colnames for xts objects - Removed 'names' attribute from CLV unit test output - Changed Misc unit tests: - Added checkEquals test on object attributes (checkIdentical would do this, but runs into precision issues) - Separated ROC continuous/discrete cases 2008-12-15 03:59 bodanker * [r53] DESCRIPTION, NAMESPACE, R/CCI.R, R/CLV.R, R/CMF.R, R/DonchianChannel.R, R/bollingerBands.R, R/chaikinAD.R, man/DonchianChannel.Rd, tests/unitTests/runit.TTR.Misc.R: - Made BBands, CCI, chaikinAD, and CLV xts-aware - CMF is now xts-aware (via changes in other functions) - Changed CLV unit test input to matrix - Exported DonchianChannel and added documentation 2008-12-14 05:00 bodanker * [r52] DESCRIPTION, R/VHF.R, R/chaikinVolatility.R, R/changes.R, R/williamsAD.R, man/TDI.Rd, man/changes.Rd, tests/unitTests/output.trend.rda, tests/unitTests/output.volume.rda, tests/unitTests/runit.TTR.Volatility.R, tests/unitTests/runit.TTR.Volume.R: - Made VHF, williamsAD, and chaikinVolatility xts-aware - Changed VHF() unit test output data to account for the NA in the 28th element - Corrected williamsAD: AD=0 if C(t)=C(t-1) and updated unit test data - Corrected ROC with type='discrete' for non-xts objects 2008-12-08 02:45 bodanker * [r51] DESCRIPTION, R/ADX.R, R/ATR.R, tests/unitTests/output.trend.rda: - Added xts/non-xts logic to ATR - Made ADX xts-aware and changed internals to run on xts and non-xts objects - Changed unit test output data to account for the first-element NAs from the momentum() function 2008-11-24 03:23 bodanker * [r50] DESCRIPTION, R/ATR.R, R/aroon.R, tests/unitTests/output.trend.rda, tests/unitTests/runit.TTR.Trend.R: - Made the following functions xts-aware: - aroon - ATR - Changed internals of aroon(), so the same code can run on xts and non-xts objects - aroon() calculation starts at period n+1, instead of n - Changed aroon() and ATR() output in unit test data to account for the above change - Added NA to first element of closeLag of ATR() and changed unit tests to account for this change 2008-11-03 03:49 bodanker * [r49] DESCRIPTION, R/EMV.R, R/KST.R, R/RSI.R, R/TDI.R, R/TRIX.R, R/VHF.R, R/changes.R, R/williamsAD.R, man/TDI.Rd, man/changes.Rd: - Removed 'na' arg from ROC and added 'na.pad' arg and created xts/non-xts logic - Corrected ROC() discrete logic - Updated 'na.pad' args in functions using ROC() and momentum() - Added 'multiple' arg to TDI, to allow more user control 2008-10-31 05:55 bodanker * [r48] DESCRIPTION, R/changes.R, man/changes.Rd, src/movingAverages.f: - Reverted to revision 45 (prior to any dup=TRUE changes) - Removed 'na' arg from momentum and added 'na.pad' arg and created xts/non-xts logic 2008-09-05 19:40 bodanker * [r47] R/MovingAverages.R: - WMA and ZLEMA failed unit tests with DUP = FALSE reverted both back to DUP = TRUE 2008-09-05 19:22 bodanker * [r46] R/MovingAverages.R, R/SAR.R, R/ZigZag.R, R/runFun.R: - Set DUP = FALSE for all .Fortran calls 2008-07-14 02:02 bodanker * [r45] R/TTRtools.R, tests/unitTests/output.MA.rda, tests/unitTests/output.misc.rda, tests/unitTests/output.runFun.rda, tests/unitTests/output.trend.rda, tests/unitTests/output.volatility.rda, tests/unitTests/output.volume.rda, tests/unitTests/runit.TTR.Misc.R, tests/unitTests/runit.TTR.Trend.R, tests/unitTests/runit.TTR.Volatility.R, tests/unitTests/runit.TTR.Volume.R: - naCheck now has default 'n=0' and returns invisibly - Added RUnit 'tests' for: volume trend miscellaneous 2008-07-10 02:41 bodanker * [r44] R/MovingAverages.R, R/SAR.R, R/TTRtools.R, R/ZigZag.R, tests/doRUnit.R, tests/unitTests/output.overlays.rda, tests/unitTests/output.volatility.rda, tests/unitTests/runit.TTR.MovingAverages.R, tests/unitTests/runit.TTR.Oscillators.R, tests/unitTests/runit.TTR.Overlays.R, tests/unitTests/runit.TTR.Volatility.R, tests/unitTests/runit.TTR.runFun.R: - Fixed EMA output vector initialization - naCheck now accepts both univariate and multivariate inputs - Added NA handling to ZigZag - Added NA handling to SAR - Added RUnit 'tests' for: volatility overlays 2008-07-07 04:15 bodanker * [r43] R/CMO.R, tests/unitTests/output.MA.rda, tests/unitTests/output.Oscillators.rda, tests/unitTests/output.runFun.rda, tests/unitTests/runit.TTR.MovingAverages.R, tests/unitTests/runit.TTR.Oscillators.R, tests/unitTests/runit.TTR.runFun.R: - momentum() in CMO() no longer sets na=100 - Added RUnit 'tests' for: Moving Averages Oscillators runFun 2008-07-06 02:25 bodanker * [r42] R/MovingAverages.R, R/TTRtools.R, tests, tests/doRUnit.R, tests/unitTests, tests/unitTests/Makefile, tests/unitTests/runit.TTR.MovingAverages.R: - Added naCheck() and used it in MA functions - Added RUnit 'tests' directory structure 2008-06-21 04:18 bodanker * [r41] NAMESPACE, R/ADX.R, R/ATR.R, R/CCI.R, R/DPO.R, R/EMV.R, R/KST.R, R/MACD.R, R/RSI.R, R/TRIX.R, R/bollingerBands.R, R/chaikinVolatility.R, R/stochastics.R, man/ADX.Rd, man/ATR.Rd, man/CCI.Rd, man/DPO.Rd, man/EMV.Rd, man/KST.Rd, man/MACD.Rd, man/MFI.Rd, man/RSI.Rd, man/TRIX.Rd, man/bollingerBands.Rd, man/chaikinVolatility.Rd, man/stochastics.Rd: - Added 'bounded' arg to stoch() and SMI() - Moved maType default values from function formals to function body, Updated code and documentation for below functions: ADX, ATR, CCI, DPO, EMV, KST, MACD, RSI, TRIX, BBands, chaikinVolatility, stoch, SMI 2008-06-20 02:27 bodanker * [r40] R/DonchianChannel.R: - added DonchianChannel for Jeff 2008-05-27 02:50 bodanker * [r39] R/runFun.R: - runFuns use try.xts instead of use.xts 2008-05-26 18:24 bodanker * [r38] R/runFun.R: - runFuns no longer change the input variable(s), in order to use the match.to functionality of reclass(). 2008-05-22 04:13 bodanker * [r37] R/changes.R, R/runFun.R, R/volatility.R: - Converted ROC, momentum, volatility to use xts - Moved NA replacement in runFuns to *after* reclass 2008-05-17 05:33 bodanker * [r36] DESCRIPTION, R/runFun.R: - Converted runSum, wilderSum, runMin, runMax, runMedian, runMAD to use xts - Removed 'x <- na.omit(x)' from the above functions to aviod input attributes, which would be passed to result object via 'reclass(result, match.to=x)' - Added 'Depends: xts' to DESCRIPTION file 2008-04-28 02:13 bodanker * [r35] R/MFI.R, man/MFI.Rd: - Added Money Flow Index function and documentation. 2008-04-20 14:26 bodanker * [r34] NAMESPACE, R/volatility.R, man/volatility.Rd: - Added volatility estimators/indicators and documentation. 2008-04-14 06:03 bodanker * [r33] R/ZigZag.R, man/ZigZag.Rd, src/zigzag.f: - Corrected ZigZag to go to top of loop at signal change 2008-04-11 03:49 bodanker * [r32] R/runFun.R, man/runFun.Rd: - Corrected runMedian and runMAD. The arg controlling which type of median to calculate for even-numbered samples wasn't being passed to the Fortran routine. 2008-04-03 05:21 bodanker * [r31] R/ZigZag.R, R/zzz.R, src/zigzag.f: - Removed .First.lib function and added .onLoad with package version. - Make the following changes to ZigZag: - added lastExtreme T/F arg - added retrace T/F arg - added percent T/F arg (affects the change arg) - added change arg (formerly named 'retrace') 2008-03-13 23:07 bodanker * [r30] R/CLV.R: - Corrected NaN replacement in CLV 2008-03-07 00:46 bodanker * [r29] src/zigzag.f: - Added code to set last two values of the Zig Zag series 2008-03-04 04:14 bodanker * [r28] NAMESPACE, R/TTRtools.R, R/ZigZag.R, R/stochastics.R, src/zigzag.f: - Added ZigZag indicator (without documentation) 2008-02-24 19:02 bodanker * [r27] R/changes.R: - Revert ROC function to previous version 2008-01-24 04:10 bodanker * [r26] CHANGES, DESCRIPTION, man/TTR.Rd: Updated DESCRIPTION, CHANGES, and man/TTR.Rd files prior to submitting to CRAN. 2008-01-23 17:04 jryan * [r25] R/DPO.R: fixed trailing 0s to trailing NAs 2008-01-22 18:43 jryan * [r24] R/changes.R: match.arg(type) in ROC changed to simple subsetting of type 2008-01-19 18:44 bodanker * [r23] NAMESPACE, R/KST.R, R/MACD.R, R/RSI.R, R/TRIX.R, R/bollingerBands.R, R/stochastics.R, man/ADX.Rd, man/ATR.Rd, man/CCI.Rd, man/DPO.Rd, man/EMV.Rd, man/KST.Rd, man/MACD.Rd, man/RSI.Rd, man/TRIX.Rd, man/TTR.Rd, man/TTRtools.Rd, man/bollingerBands.Rd, man/chaikinVolatility.Rd, man/stochastics.Rd: Changed MA-type args and updated documentation for TRIX, MACD, and KST. Corrected SMI code and documentation for incorrect MA-type arg change. Corrected TRIX, stoch, and SMI documentation for 'maType'. Renamed 'bollingerBands()' to 'BBands()'. Added NAMESPACE. 2008-01-17 03:48 bodanker * [r22] R/CCI.R, R/DPO.R, R/EMV.R, R/bollingerBands.R, R/chaikinVolatility.R, R/stochastics.R, WISHLIST, man/ADX.Rd, man/ATR.Rd, man/CCI.Rd, man/DPO.Rd, man/EMV.Rd, man/RSI.Rd, man/bollingerBands.Rd, man/chaikinVolatility.Rd, man/stochastics.Rd: Changed MA-type args and updated documentation for DPO, EMV, RSI, bollingerBands, chaikinVolatility, stoch, SMI. 2008-01-15 03:50 bodanker * [r21] R/ADX.R, R/ATR.R, R/CCI.R, man/ADX.Rd, man/ATR.Rd, man/CCI.Rd: - Changed MA-type args and updated documentation for ADX, ATR, CCI. 2008-01-13 15:08 bodanker * [r20] CHANGES, DESCRIPTION, R/ADX.R, R/ATR.R, R/CCI.R, R/CLV.R, R/CMF.R, R/CMO.R, R/DPO.R, R/EMV.R, R/KST.R, R/MACD.R, R/MovingAverages.R, R/OBV.R, R/RSI.R, R/SAR.R, R/TDI.R, R/TRIX.R, R/TTRtools.R, R/VHF.R, R/WPR.R, R/WebData.R, R/aroon.R, R/bollingerBands.R, R/chaikinAD.R, R/chaikinVolatility.R, R/changes.R, R/runFun.R, R/stochastics.R, R/williamsAD.R, R/zzz.R, THANKS, WISHLIST, data, man/ADX.Rd, man/ATR.Rd, man/CCI.Rd, man/CLV.Rd, man/CMF.Rd, man/CMO.Rd, man/DPO.Rd, man/EMV.Rd, man/KST.Rd, man/MACD.Rd, man/MovingAverages.Rd, man/OBV.Rd, man/RSI.Rd, man/SAR.Rd, man/TDI.Rd, man/TRIX.Rd, man/TTR.Rd, man/TTRtools.Rd, man/VHF.Rd, man/WPR.Rd, man/WebData.Rd, man/aroon.Rd, man/bollingerBands.Rd, man/chaikinAD.Rd, man/chaikinVolatility.Rd, man/changes.Rd, man/runFun.Rd, man/stochastics.Rd, man/ttrc.Rd, man/williamsAD.Rd, src, trunk: _Correctly_ move TTR/trunk from old repository to pkg/ in r-forge repository 2008-01-13 02:51 bodanker * [r19] trunk: Move TTR/trunk from old repository to pkg/ in r-forge repository 2007-06-25 10:38 stefan7th * [r1] ., R, man: Email in Readme changed