TTR_0.21-0 on CRAN

An updated version of TTR is now on CRAN.  It contains some much-needed bug fixes (most notably to stockSymbols()), some small changes, and a few new functions.  Note that the change to wilderSum() will affect functions that use it (e.g. ADX()).

Here are the full contents of the CHANGES file:

TTR version 0.21-0
  Changes from version 0.20-2



  • 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 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.

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