TA-Lib Functions
TA-Lib is widely used by trading software developers requiring to perform technical analysis of financial market data.
A list of TA-Lib functions that have been implemented in TradeX-chart as indicators is found in indicators_default.md
The functions are accessible directly through the chart api.
chart.TALib.SUM()The description of each function, it’s parameters, return values and defaults are currently found in talib-api.js or talib-api.json files and may be directly imported from TradeX-chart to assist with building your own indicators.
Function List
Cycle Indicators
-----------------------------------------
HT_DCPERIOD - Hilbert Transform - Dominant Cycle Period
HT_DCPHASE - Hilbert Transform - Dominant Cycle Phase
HT_PHASOR - Hilbert Transform - Phasor Components
HT_SINE - Hilbert Transform - SineWave
HT_TRENDMODE - Hilbert Transform - Trend vs Cycle Mode
Math Operators
-----------------------------------------
ADD - Vector Arithmetic Add
DIV - Vector Arithmetic Div
MAX - Highest value over a specified period
MAXINDEX - Index of highest value over a specified period
MIN - Lowest value over a specified period
MININDEX - Index of lowest value over a specified period
MINMAX - Lowest and highest values over a specified period
MINMAXINDEX - Indexes of lowest and highest values over a specified period
MULT - Vector Arithmetic Mult
SUB - Vector Arithmetic Substraction
SUM - Summation
Math Transform
-----------------------------------------
ACOS - Vector Trigonometric ACos
ASIN - Vector Trigonometric ASin
ATAN - Vector Trigonometric ATan
CEIL - Vector Ceil
COS - Vector Trigonometric Cos
COSH - Vector Trigonometric Cosh
EXP - Vector Arithmetic Exp
FLOOR - Vector Floor
LN - Vector Log Natural
LOG10 - Vector Log10
SIN - Vector Trigonometric Sin
SINH - Vector Trigonometric Sinh
SQRT - Vector Square Root
TAN - Vector Trigonometric Tan
TANH - Vector Trigonometric Tanh
Momentum Indicators
-----------------------------------------
ADX - Average Directional Movement Index
ADXR - Average Directional Movement Index Rating
APO - Absolute Price Oscillator
AROON - Aroon
AROONOSC - Aroon Oscillator
BOP - Balance Of Power
CCI - Commodity Channel Index
CMO - Chande Momentum Oscillator
DX - Directional Movement Index
MACD - Moving Average Convergence/Divergence
MACDEXT - MACD with controllable MA type
MACDFIX - Moving Average Convergence/Divergence Fix 12/26
MFI - Money Flow Index
MINUS_DI - Minus Directional Indicator
MINUS_DM - Minus Directional Movement
MOM - Momentum
PLUS_DI - Plus Directional Indicator
PLUS_DM - Plus Directional Movement
PPO - Percentage Price Oscillator
ROC - Rate of change : ((price/prevPrice)-1)*100
ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice
ROCR - Rate of change ratio: (price/prevPrice)
ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100
RSI - Relative Strength Index
STOCH - Stochastic
STOCHF - Stochastic Fast
STOCHRSI - Stochastic Relative Strength Index
TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
ULTOSC - Ultimate Oscillator
WILLR - Williams' %R
Overlap Studies
-----------------------------------------
BBANDS - Bollinger Bands
DEMA - Double Exponential Moving Average
EMA - Exponential Moving Average
HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline
KAMA - Kaufman Adaptive Moving Average
MA - Moving average
MAMA - MESA Adaptive Moving Average
MAVP - Moving average with variable period
MIDPOINT - MidPoint over period
MIDPRICE - Midpoint Price over period
SAR - Parabolic SAR
SAREXT - Parabolic SAR - Extended
SMA - Simple Moving Average
T3 - Triple Exponential Moving Average (T3)
TEMA - Triple Exponential Moving Average
TRIMA - Triangular Moving Average
WMA - Weighted Moving Average
Pattern Recognition
-----------------------------------------
CDL2CROWS - Two Crows
CDL3BLACKCROWS - Three Black Crows
CDL3INSIDE - Three Inside Up/Down
CDL3LINESTRIKE - Three-Line Strike
CDL3OUTSIDE - Three Outside Up/Down
CDL3STARSINSOUTH - Three Stars In The South
CDL3WHITESOLDIERS - Three Advancing White Soldiers
CDLABANDONEDBABY - Abandoned Baby
CDLADVANCEBLOCK - Advance Block
CDLBELTHOLD - Belt-hold
CDLBREAKAWAY - Breakaway
CDLCLOSINGMARUBOZU - Closing Marubozu
CDLCONCEALBABYSWALL - Concealing Baby Swallow
CDLCOUNTERATTACK - Counterattack
CDLDARKCLOUDCOVER - Dark Cloud Cover
CDLDOJI - Doji
CDLDOJISTAR - Doji Star
CDLDRAGONFLYDOJI - Dragonfly Doji
CDLENGULFING - Engulfing Pattern
CDLEVENINGDOJISTAR - Evening Doji Star
CDLEVENINGSTAR - Evening Star
CDLGAPSIDESIDEWHITE - Up/Down-gap side-by-side white lines
CDLGRAVESTONEDOJI - Gravestone Doji
CDLHAMMER - Hammer
CDLHANGINGMAN - Hanging Man
CDLHARAMI - Harami Pattern
CDLHARAMICROSS - Harami Cross Pattern
CDLHIGHWAVE - High-Wave Candle
CDLHIKKAKE - Hikkake Pattern
CDLHIKKAKEMOD - Modified Hikkake Pattern
CDLHOMINGPIGEON - Homing Pigeon
CDLIDENTICAL3CROWS - Identical Three Crows
CDLINNECK - In-Neck Pattern
CDLINVERTEDHAMMER - Inverted Hammer
CDLKICKING - Kicking
CDLKICKINGBYLENGTH - Kicking - bull/bear determined by the longer marubozu
CDLLADDERBOTTOM - Ladder Bottom
CDLLONGLEGGEDDOJI - Long Legged Doji
CDLLONGLINE - Long Line Candle
CDLMARUBOZU - Marubozu
CDLMATCHINGLOW - Matching Low
CDLMATHOLD - Mat Hold
CDLMORNINGDOJISTAR - Morning Doji Star
CDLMORNINGSTAR - Morning Star
CDLONNECK - On-Neck Pattern
CDLPIERCING - Piercing Pattern
CDLRICKSHAWMAN - Rickshaw Man
CDLRISEFALL3METHODS - Rising/Falling Three Methods
CDLSEPARATINGLINES - Separating Lines
CDLSHOOTINGSTAR - Shooting Star
CDLSHORTLINE - Short Line Candle
CDLSPINNINGTOP - Spinning Top
CDLSTALLEDPATTERN - Stalled Pattern
CDLSTICKSANDWICH - Stick Sandwich
CDLTAKURI - Takuri (Dragonfly Doji with very long lower shadow)
CDLTASUKIGAP - Tasuki Gap
CDLTHRUSTING - Thrusting Pattern
CDLTRISTAR - Tristar Pattern
CDLUNIQUE3RIVER - Unique 3 River
CDLUPSIDEGAP2CROWS - Upside Gap Two Crows
CDLXSIDEGAP3METHODS - Upside/Downside Gap Three Methods
Price Transform
-----------------------------------------
AVGPRICE - Average Price
MEDPRICE - Median Price
TYPPRICE - Typical Price
WCLPRICE - Weighted Close Price
Statistic Functions
-----------------------------------------
BETA - Beta
CORREL - Pearson's Correlation Coefficient (r)
LINEARREG - Linear Regression
LINEARREG_ANGLE - Linear Regression Angle
LINEARREG_INTERCEPT - Linear Regression Intercept
LINEARREG_SLOPE - Linear Regression Slope
STDDEV - Standard Deviation
TSF - Time Series Forecast
VAR - Variance
Volatility Indicators
-----------------------------------------
ATR - Average True Range
NATR - Normalized Average True Range
TRANGE - True Range
Volume Indicators
-----------------------------------------
AD - Chaikin A/D Line
ADOSC - Chaikin A/D Oscillator
OBV - On Balance Volume