Here are the full contents of the CHANGES file:
TTR version 0.21-0
Changes from version 0.20-2
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.
- 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.
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