TTR_0.20-2 on CRAN

An updated version of TTR is now on CRAN. It fixes a couple bugs and includes a couple handy tweaks. Here’s the full contents of the CHANGES file:

TTR version 0.20-2
Changes from version 0.20-1


  • 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 (thanks to Jeff Ryan)


  • 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)

I look forward to your questions and feedback! If you have a question, please ask on Stack Overflow and use the [r] and [ttr] tags. Or you can send an email to the R-SIG-Finance mailing list (you must subscribe to post). Open an issue on GitHub if you find a bug or want to request a feature. Please read the contributing guide first! It will help save time for both of us. ;-)

If you love using my open-source work (e.g. quantmod, TTR, xts, IBrokers, microbenchmark, blotter, quantstrat, etc.), you can give back by sponsoring me on GitHub. I truly appreciate anything you’re willing and able to give!

comments powered by Disqus