Josh (& Jeff):

Thanks for making TTR available to the community. Your implementation of some functions in FORTRAN caught my eye and I was just wondering (or perhaps suggesting)  if you checked out wrapping ta-lib vs redoing this work? The site is www.ta-lib.org and it appears to be supported, debugged, and used by a good sized community. 

I understand that wrapping a library is less of a learning experience than writing R code - but now that FORTRAN has entered the picture perhaps we can unify some open source TA libraries?

Regards,
Marc


----- Original Message ----


I second John's response.  The EMA function in package TTR uses a
seeding value of
ema[n] <- mean(x[1:n])
and then begins using the exponential smoothing.  You can then compare
the results of emaTA with EMA and see that the results converge after
the run-in period.

TTR contains another 30+ TA functions, many of which are chartable via
the quantmod package.  It is being updated with new functions and
Fortran implementations of existing functions.  TTR's development
source code is here:
https://r-forge.r-project.org/projects/ttr/

HTH,
Josh

PS Sorry if this is my second reply.  I replied on Friday, but it
didn't seem to make it to the list.
--
http://quantemplation.blogspot.com



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