Trading Volume

The trading_volume() is a generic S3 function that builds upon 'type-safe'-esque workflows limited to classes in in base R, and the package-wide dependencies. Ie. class in, class out. Each method is a soft wrapper of model.frame and therefore the OHLC-V series must be coercible to a data.frame.

Handling of -values

trading_volume() iterates over valid values, and returns NA for the remaing part of series.

Usage

trading_volume(x, cols, ma = list(SMA(n = 7), SMA(n = 15)), ...)

Arguments

x

An OHLC-V series that is coercible to data.frame.

cols

(formula). An optional 3 variable formula passed into model.frame. Internally uses ~volume + open + close by default.

ma

A list of MA specifications.

...

Additional parameters passed into model.frame

Value

An object of same class and length of x:

VOLUME

double

SMA7

double

SMA15

double

See also

Other Volume Indicator: chaikin_accumulation_distribution_line(), chaikin_accumulation_distribution_oscillator(), on_balance_volume()

Author

Serkan Korkmaz

Examples

## load Bitcoin (BTC)
## series
data(BTC, package = "talib")

## calculate the indicator
## for Bitcoin (BTC)
output <- talib::trading_volume(BTC)

## display the results
utils::tail(output)
#>                       VOLUME     SMA7    SMA15
#> 2024-12-26 01:00:00 2872.119 3554.891 3568.947
#> 2024-12-27 01:00:00 3483.965 3195.191 3553.605
#> 2024-12-28 01:00:00 1333.381 3021.574 3459.457
#> 2024-12-29 01:00:00 2131.462 2951.215 3490.991
#> 2024-12-30 01:00:00 4069.841 2891.246 3613.080
#> 2024-12-31 01:00:00 2960.960 2765.756 3519.135

## visualize the indicator
## with talib::chart()
##
## see ?talib::chart or ?talib::indicator
## for more details
{
 ## chart OHLC-V
 ## series with talib::chart()
 talib::chart(BTC)

 ## chart indicator
 ## with default values
 talib::indicator(
     talib::trading_volume
 )
}