TTR is an R package that provides the most popular technical analysis functions for financial market data. Many of these functions are used as components of systematic trading strategies and financial charts.

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The current release is available on CRAN, which you can install via:


To install the development version, you need to clone the repository and build from source, or run one of:

# lightweight
# or

You will need tools to compile C, C++, and Fortran code. See the relevant appendix in the R Installation and Administration manual for your operating system:

Getting Started

Here are a few examples of some of the more well-known indicators:

# "TTR Composite" (simulated data)

# Bollinger Bands
bbands <- BBands( ttrc[,c("High","Low","Close")] )

# Directional Movement Index
adx <- ADX(ttrc[,c("High","Low","Close")])

# Moving Averages
ema <- EMA(ttrc[,"Close"], n=20)
sma <- SMA(ttrc[,"Close"], n=20)

macd <- MACD( ttrc[,"Close"] )

rsi <- RSI(ttrc[,"Close"])

# Stochastics
stochOsc <- stoch(ttrc[,c("High","Low","Close")])

TTR works with the chartSeries() function in quantmod. Here's an example that uses chartSeries() and adds TTR-calculated indicators and overlays to the chart.

# "TTR Composite" (simulated data)

# Use quantmod's OHLCV extractor function to help create an xts object
xttrc <- xts(OHLCV(ttrc), ttrc[["Date"]])

chartSeries(xttrc, subset = "2006-09/", theme = "white")

Have a question?

Ask your question on Stack Overflow or the R-SIG-Finance mailing list (you must subscribe to post).


Please see the contributing guide.

See Also

  • quantmod: quantitative financial modeling framework
  • xts: eXtensible Time Series based on zoo


Joshua Ulrich