TTR_0.20-2 on CRAN

March 30, 2010

(This article was first published on FOSS Trading, and kindly contributed to R-bloggers)

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)

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