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.