Changes in 0.24.4

Added a TR() function to calculate the true high, true low, and true range. Refactored ATR() to use the TR() function. Thanks to @openbmsjsc and Steve Bronder for the reports, and Ethan B. Smith for the PR. (#18, #114, #124)

Fix stockSymbols() for ticker "NA". read.table() converts the string "NA" to a missing value (NA) because na.strings = "NA" by default. This causes an issue because there's actually a company with "NA" for the ticker. (#128)

CTI() did not pad its result with leading NA when the input was not coerced to an xts object. This was different from other TTR functions (e.g. SMA(), RSI(), ROC()). (#127)
Removed the VMA() function, which was never correct because the results made no sense.
Check that the wma() C function has enough non-NA values and throw an error if it doesn't. This could cause the WMA() function to crash the user's R session. (#126)
runMean(..., cumulative = TRUE) didn't account for leading NA in the denominator. (#122)
runSD(x, cumulative = TRUE) returned all NA when x had any leading NA. Thanks to Ethan B. Smith for the report. (#121)
The TRIX() signal line did not use nSig unless maType was provided. Thanks to @SatoshiReport for the... report. (#120)

Use symbols for native routine entry points to make them explicit and unable to be found accidentally. (#123)

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