quantmod-package	quantmod-package
.quantmodEnv	internal-quantmod
Ad	OHLC.Transformations
addADX	addADX
addAroon	TA
addAroonOsc	TA
addATR	TA
addBBands	addBBands
addCCI	addCCI
addChAD	TA
addChVol	TA
addCLV	TA
addCMF	TA
addCMO	TA
addDEMA	addMA
addDPO	TA
addEMA	addMA
addEMV	TA
addEnvelope	TA
addEVWMA	addMA
addExpiry	addExpiry
addKST	TA
addLines	TA
addMA	addMA
addMACD	addMACD
addMFI	TA
addMomentum	TA
addOBV	TA
addPoints	TA
addROC	addROC
addRSI	addRSI
addSAR	addSAR
addShading	internal-quantmod
addSMA	addMA
addSMI	addSMI
addTA	newTA
addTDI	TA
addTRIX	TA
addVo	addVo
addVolatility	TA
addWMA	addMA
addWPR	addWPR
addZigZag	TA
addZLEMA	addMA
add_axis	chart_Series
add_BBands	chart_Series
add_DEMA	addMA
add_EMA	addMA
add_EVWMA	addMA
add_GMMA	addMA
add_MACD	chart_Series
add_RSI	chart_Series
add_Series	chart_Series
add_SMA	addMA
add_SMI	chart_Series
add_TA	chart_Series
add_VMA	addMA
add_Vo	chart_Series
add_VWAP	addMA
add_WMA	addMA
adjustOHLC	adjustOHLC
allReturns	periodReturn
annualReturn	periodReturn
anova.quantmod	fittedModel
as.quantmod.OHLC	quantmod.OHLC
attachSymbols	attachSymbols
axTicksByTime2	chart_Series
axTicksByValue	chart_Series
barChart	chartSeries
buildData	buildData
buildModel	buildModel
candleChart	chartSeries
chartSeries	chartSeries
chartShading	internal-quantmod
chartTA	newTA
chartTheme	chartTheme
chart_pars	chart_Series
chart_Series	chart_Series
chart_theme	chart_Series
chob-class	chob-class
chobTA-class	chobTA-class
Cl	OHLC.Transformations
ClCl	OHLC.Transformations
coef.quantmod	fittedModel
coefficients.quantmod	fittedModel
create.binding	create.binding
current.chob	chartSeries
dailyReturn	periodReturn
Delt	Delt
dropTA	TA
findPeaks	peak
findValleys	peak
fitted.quantmod	fittedModel
fitted.values.quantmod	fittedModel
fittedModel	fittedModel
fittedModel<-	fittedModel
fittedModel<-,quantmod-method	quantmod-class
fittedModel<--methods	quantmod-class
flushSymbols	attachSymbols
formula.quantmod	fittedModel
futures.expiry	options.expiry
getDefaults	Defaults
getDividends	getDividends
getFin	getFinancials
getFin.google	quantmod-defunct
getFinancials	getFinancials
getFinancials.google	quantmod-defunct
getFX	getFX
getMetals	getMetals
getModelData	getModelData
getOptionChain	getOptionChain
getOptionChain.orats	getOptionChain.orats
getPrice	OHLC.Transformations
getQuote	getQuote
getSplits	getSplits
getSymbolLookup	setSymbolLookup
getSymbols	getSymbols
getSymbols.Alphavantage	getSymbols.av
getSymbols.alphavantage	getSymbols.av
getSymbols.AlphVantage	getSymbols.av
getSymbols.alphVantage	getSymbols.av
getSymbols.av	getSymbols.av
getSymbols.Bloomberg	getSymbols
getSymbols.csv	getSymbols.csv
getSymbols.FRED	getSymbols.FRED
getSymbols.google	quantmod-defunct
getSymbols.MySQL	getSymbols.MySQL
getSymbols.mysql	getSymbols.MySQL
getSymbols.oanda	getSymbols.oanda
getSymbols.rda	getSymbols.rda
getSymbols.RData	getSymbols.rda
getSymbols.SQLite	getSymbols.SQLite
getSymbols.tiingo	getSymbols.tiingo
getSymbols.yahoo	getSymbols.yahoo
getSymbols.yahooj	getSymbols.yahooj
has.Ad	has
has.Ask	has
has.Bid	has
has.Cl	has
has.Hi	has
has.HLC	has
has.Lo	has
has.OHLC	has
has.OHLCV	has
has.Op	has
has.Price	has
has.Qty	has
has.Trade	has
has.Vo	has
Hi	OHLC.Transformations
HiCl	OHLC.Transformations
HLC	OHLC.Transformations
importDefaults	Defaults
is.BBO	has
is.HLC	has
is.OHLC	has
is.OHLCV	has
is.quantmod	is.quantmod
is.quantmodResults	is.quantmod
is.TBBO	has
Lag	Lag
Lag.data.frame	Lag
Lag.numeric	Lag
Lag.quantmod.OHLC	Lag
Lag.zoo	Lag
lineChart	chartSeries
listTA	setTA
Lo	OHLC.Transformations
loadSymbolLookup	setSymbolLookup
loadSymbols	getSymbols
LoCl	OHLC.Transformations
logLik.quantmod	fittedModel
LoHi	OHLC.Transformations
matchChart	chartSeries
modelData	modelData
modelSignal	modelSignal
monthlyReturn	periodReturn
moveTA	TA
new.replot	chart_Series
newTA	newTA
Next	Next
Next.data.frame	Next
Next.numeric	Next
Next.quantmod.OHLC	Next
Next.zoo	Next
oanda.currencies	getSymbols.oanda
OHLC	OHLC.Transformations
OHLC.Transformations	OHLC.Transformations
OHLCV	OHLC.Transformations
Op	OHLC.Transformations
OpCl	OHLC.Transformations
OpHi	OHLC.Transformations
OpLo	OHLC.Transformations
OpOp	OHLC.Transformations
options.expiry	options.expiry
peak	peak
periodReturn	periodReturn
plot.quantmod	fittedModel
quantmod	quantmod-package
quantmod-class	quantmod-class
quantmod-defunct	quantmod-defunct
quantmod.OHLC	quantmod.OHLC
quantmodenv	quantmod-package
quantmodResults-class	quantmod-class
quantmodReturn-class	quantmod-class
quarterlyReturn	periodReturn
reChart	chartSeries
removeSymbols	getSymbols
resid.quantmod	fittedModel
residuals.quantmod	fittedModel
saveChart	saveChart
saveSymbolLookup	setSymbolLookup
saveSymbols	getSymbols
seriesAccel	OHLC.Transformations
seriesDecel	OHLC.Transformations
seriesDecr	OHLC.Transformations
seriesHi	OHLC.Transformations
seriesIncr	OHLC.Transformations
seriesLo	OHLC.Transformations
setDefaults	Defaults
setSymbolLookup	setSymbolLookup
setTA	setTA
show,chobTA-method	chobTA-class
show,quantmod-method	quantmod-class
show,quantmodResults-method	quantmod-class
show,tradeLog-method	quantmod-class
showSymbols	getSymbols
specifyModel	specifyModel
standardQuote	getQuote
summary,quantmod-method	quantmod-class
swapTA	TA
TA	TA
tradeLog-class	quantmod-class
tradeModel	tradeModel
unsetDefaults	Defaults
unsetTA	setTA
valley	peak
vcov.quantmod	fittedModel
viewFin	getFinancials
viewFinancials	getFinancials
Vo	OHLC.Transformations
weeklyReturn	periodReturn
yahooQF	getQuote
yahooQuote.EOD	getQuote
yearlyReturn	periodReturn
zoom	zoomChart
zoomChart	zoomChart
zoom_Chart	chart_Series
zooom	zoomChart
