TA-Lib

A Julia wrapper for TA-Lib (Technical Analysis Library)

Sample / Features

TALib.jl supports both Array and DataFrames thanks to multiple dispatch.

julia> using TALib

julia> using DataFrames
julia> filename = "test/ford_2012.csv"
julia> dfOHLCV = readtable(filename)
julia> dfOHLCV[:Date] = Date(dfOHLCV[:Date])
julia> dfOHLCV
250x6 DataFrames.DataFrame
│ Row │ Date       │ Open  │ High  │ Low   │ Close │ Volume    │
├─────┼────────────┼───────┼───────┼───────┼───────┼───────────┤
│ 1   │ 2012-01-03 │ 11.0  │ 11.25 │ 10.99 │ 11.13 │ 45709900  │
│ 2   │ 2012-01-04 │ 11.15 │ 11.53 │ 11.07 │ 11.3  │ 79725200  │
│ 3   │ 2012-01-05 │ 11.33 │ 11.63 │ 11.24 │ 11.59 │ 67877500  │
│ 4   │ 2012-01-06 │ 11.74 │ 11.8  │ 11.52 │ 11.71 │ 59840700  │
│ 5   │ 2012-01-09 │ 11.83 │ 11.95 │ 11.7  │ 11.8  │ 53981500  │
│ 6   │ 2012-01-10 │ 12.0  │ 12.05 │ 11.63 │ 11.8  │ 121750600 │
│ 7   │ 2012-01-11 │ 11.74 │ 12.18 │ 11.65 │ 12.07 │ 63806000  │
│ 8   │ 2012-01-12 │ 12.16 │ 12.18 │ 11.89 │ 12.14 │ 48687700  │
│ 9   │ 2012-01-13 │ 12.01 │ 12.08 │ 11.84 │ 12.04 │ 46366700  │
│ 10  │ 2012-01-17 │ 12.2  │ 12.26 │ 11.96 │ 12.02 │ 44398400  │
│ 11  │ 2012-01-18 │ 12.03 │ 12.37 │ 12.0  │ 12.34 │ 47102700  │
│ 12  │ 2012-01-19 │ 12.48 │ 12.72 │ 12.43 │ 12.61 │ 70894200  │
│ 13  │ 2012-01-20 │ 12.55 │ 12.64 │ 12.45 │ 12.59 │ 43705700  │
│ 14  │ 2012-01-23 │ 12.69 │ 12.84 │ 12.55 │ 12.66 │ 49379700  │
│ 15  │ 2012-01-24 │ 12.56 │ 12.86 │ 12.46 │ 12.82 │ 45768400  │
│ 16  │ 2012-01-25 │ 12.8  │ 12.98 │ 12.7  │ 12.93 │ 54021600  │
│ 17  │ 2012-01-26 │ 13.03 │ 13.05 │ 12.66 │ 12.79 │ 75470700  │
│ 18  │ 2012-01-27 │ 11.96 │ 12.53 │ 11.79 │ 12.21 │ 142155300 │
⋮
│ 232 │ 2012-12-04 │ 11.4  │ 11.44 │ 11.23 │ 11.31 │ 37760200  │
│ 233 │ 2012-12-05 │ 11.32 │ 11.4  │ 11.18 │ 11.31 │ 33152400  │
│ 234 │ 2012-12-06 │ 11.26 │ 11.31 │ 11.19 │ 11.24 │ 31065800  │
│ 235 │ 2012-12-07 │ 11.27 │ 11.5  │ 11.26 │ 11.48 │ 38404500  │
│ 236 │ 2012-12-10 │ 11.41 │ 11.53 │ 11.41 │ 11.47 │ 26025200  │
│ 237 │ 2012-12-11 │ 11.51 │ 11.58 │ 11.4  │ 11.49 │ 36326900  │
│ 238 │ 2012-12-12 │ 11.52 │ 11.56 │ 11.43 │ 11.47 │ 31099900  │
│ 239 │ 2012-12-13 │ 11.46 │ 11.5  │ 11.21 │ 11.27 │ 35443200  │
│ 240 │ 2012-12-14 │ 11.27 │ 11.27 │ 11.03 │ 11.1  │ 36933500  │
│ 241 │ 2012-12-17 │ 11.16 │ 11.41 │ 11.14 │ 11.39 │ 46983300  │
│ 242 │ 2012-12-18 │ 11.48 │ 11.68 │ 11.4  │ 11.67 │ 61810400  │
│ 243 │ 2012-12-19 │ 11.79 │ 11.85 │ 11.62 │ 11.73 │ 54884700  │
│ 244 │ 2012-12-20 │ 11.74 │ 11.8  │ 11.58 │ 11.77 │ 47750100  │
│ 245 │ 2012-12-21 │ 11.55 │ 11.86 │ 11.47 │ 11.86 │ 94489300  │
│ 246 │ 2012-12-24 │ 11.67 │ 12.4  │ 11.67 │ 12.4  │ 91734900  │
│ 247 │ 2012-12-26 │ 12.31 │ 12.79 │ 12.31 │ 12.79 │ 140331900 │
│ 248 │ 2012-12-27 │ 12.79 │ 12.81 │ 12.36 │ 12.76 │ 108315100 │
│ 249 │ 2012-12-28 │ 12.55 │ 12.88 │ 12.52 │ 12.87 │ 95668600  │
│ 250 │ 2012-12-31 │ 12.88 │ 13.08 │ 12.76 │ 12.95 │ 106908900 │

Moving Average

julia> indic = MA(dfOHLCV, price=:Close)
250x2 DataFrames.DataFrame
│ Row │ Date       │ Value   │
├─────┼────────────┼─────────┤
│ 1   │ 2012-01-03 │ NaN     │
│ 2   │ 2012-01-04 │ NaN     │
│ 3   │ 2012-01-05 │ NaN     │
│ 4   │ 2012-01-06 │ NaN     │
│ 5   │ 2012-01-09 │ NaN     │
│ 6   │ 2012-01-10 │ NaN     │
│ 7   │ 2012-01-11 │ NaN     │
│ 8   │ 2012-01-12 │ NaN     │
│ 9   │ 2012-01-13 │ NaN     │
│ 10  │ 2012-01-17 │ NaN     │
│ 11  │ 2012-01-18 │ NaN     │
│ 12  │ 2012-01-19 │ NaN     │
│ 13  │ 2012-01-20 │ NaN     │
│ 14  │ 2012-01-23 │ NaN     │
│ 15  │ 2012-01-24 │ NaN     │
│ 16  │ 2012-01-25 │ NaN     │
│ 17  │ 2012-01-26 │ NaN     │
│ 18  │ 2012-01-27 │ NaN     │
⋮
│ 232 │ 2012-12-04 │ 10.8993 │
│ 233 │ 2012-12-05 │ 10.937  │
│ 234 │ 2012-12-06 │ 10.9727 │
│ 235 │ 2012-12-07 │ 11.022  │
│ 236 │ 2012-12-10 │ 11.0653 │
│ 237 │ 2012-12-11 │ 11.102  │
│ 238 │ 2012-12-12 │ 11.139  │
│ 239 │ 2012-12-13 │ 11.1427 │
│ 240 │ 2012-12-14 │ 11.1377 │
│ 241 │ 2012-12-17 │ 11.145  │
│ 242 │ 2012-12-18 │ 11.159  │
│ 243 │ 2012-12-19 │ 11.1693 │
│ 244 │ 2012-12-20 │ 11.193  │
│ 245 │ 2012-12-21 │ 11.225  │
│ 246 │ 2012-12-24 │ 11.274  │
│ 247 │ 2012-12-26 │ 11.3347 │
│ 248 │ 2012-12-27 │ 11.3933 │
│ 249 │ 2012-12-28 │ 11.4667 │
│ 250 │ 2012-12-31 │ 11.546  │

julia> using PyPlot
julia> plot(dfOHLCV[:Date], dfOHLCV[:Close], dfOHLCV[:Date], indic)

Bollinger Bands

julia> indic = BBANDS(dfOHLCV, price=:Close)
250x4 DataFrames.DataFrame
│ Row │ Date       │ UpperBand │ MiddleBand │ LowerBand │
├─────┼────────────┼───────────┼────────────┼───────────┤
│ 1   │ 2012-01-03 │ NaN       │ NaN        │ NaN       │
│ 2   │ 2012-01-04 │ NaN       │ NaN        │ NaN       │
│ 3   │ 2012-01-05 │ NaN       │ NaN        │ NaN       │
│ 4   │ 2012-01-06 │ NaN       │ NaN        │ NaN       │
│ 5   │ 2012-01-09 │ NaN       │ NaN        │ NaN       │
│ 6   │ 2012-01-10 │ NaN       │ NaN        │ NaN       │
│ 7   │ 2012-01-11 │ NaN       │ NaN        │ NaN       │
│ 8   │ 2012-01-12 │ NaN       │ NaN        │ NaN       │
│ 9   │ 2012-01-13 │ NaN       │ NaN        │ NaN       │
│ 10  │ 2012-01-17 │ NaN       │ NaN        │ NaN       │
│ 11  │ 2012-01-18 │ NaN       │ NaN        │ NaN       │
│ 12  │ 2012-01-19 │ NaN       │ NaN        │ NaN       │
│ 13  │ 2012-01-20 │ NaN       │ NaN        │ NaN       │
│ 14  │ 2012-01-23 │ NaN       │ NaN        │ NaN       │
│ 15  │ 2012-01-24 │ NaN       │ NaN        │ NaN       │
│ 16  │ 2012-01-25 │ NaN       │ NaN        │ NaN       │
│ 17  │ 2012-01-26 │ NaN       │ NaN        │ NaN       │
│ 18  │ 2012-01-27 │ NaN       │ NaN        │ NaN       │
⋮
│ 232 │ 2012-12-04 │ 11.7437   │ 10.8993    │ 10.055    │
│ 233 │ 2012-12-05 │ 11.7499   │ 10.937     │ 10.1241   │
│ 234 │ 2012-12-06 │ 11.7404   │ 10.9727    │ 10.2049   │
│ 235 │ 2012-12-07 │ 11.7205   │ 11.022     │ 10.3235   │
│ 236 │ 2012-12-10 │ 11.7059   │ 11.0653    │ 10.4247   │
│ 237 │ 2012-12-11 │ 11.7088   │ 11.102     │ 10.4952   │
│ 238 │ 2012-12-12 │ 11.6934   │ 11.139     │ 10.5846   │
│ 239 │ 2012-12-13 │ 11.6991   │ 11.1427    │ 10.5863   │
│ 240 │ 2012-12-14 │ 11.6928   │ 11.1377    │ 10.5825   │
│ 241 │ 2012-12-17 │ 11.7074   │ 11.145     │ 10.5826   │
│ 242 │ 2012-12-18 │ 11.7513   │ 11.159     │ 10.5667   │
│ 243 │ 2012-12-19 │ 11.7896   │ 11.1693    │ 10.549    │
│ 244 │ 2012-12-20 │ 11.848    │ 11.193     │ 10.538    │
│ 245 │ 2012-12-21 │ 11.9126   │ 11.225     │ 10.5374   │
│ 246 │ 2012-12-24 │ 12.0713   │ 11.274     │ 10.4767   │
│ 247 │ 2012-12-26 │ 12.2913   │ 11.3347    │ 10.3781   │
│ 248 │ 2012-12-27 │ 12.4691   │ 11.3933    │ 10.3176   │
│ 249 │ 2012-12-28 │ 12.6315   │ 11.4667    │ 10.3019   │
│ 250 │ 2012-12-31 │ 12.778    │ 11.546     │ 10.314    │

julia> plot(
    dfOHLCV[:Date], dfOHLCV[:Close],
    dfOHLCV[:Date], indic[:UpperBand],
    dfOHLCV[:Date], indic[:MiddleBand],
    dfOHLCV[:Date], indic[:LowerBand],
)

Indicators

An Array containing Symbols of available TA-Lib indicators can be displayed using:

julia> INDICATORS
158-element Array{Symbol,1}:
 :ACOS
 :AD
 :ADD
 :ADOSC
 :ADX
 :ADXR
 :APO
 :AROON
 :AROONOSC
 :ASIN
 :ATAN
 :ATR
 :AVGPRICE
 :BBANDS
 :BETA
 :BOP
 :CCI
 :CDL2CROWS
 :CDL3BLACKCROWS
 ⋮
 :STOCH
 :STOCHF
 :STOCHRSI
 :SUB
 :SUM
 :T3
 :TAN
 :TANH
 :TEMA
 :TRANGE
 :TRIMA
 :TRIX
 :TSF
 :TYPPRICE
 :ULTOSC
 :VAR
 :WCLPRICE
 :WILLR
 :WMA

An OrderedDict containing properties (required parameters, optional parameters, default values...) of available TA-Lib indicators can be displayed using:

julia> D_INDICATORS
DataStructures.OrderedDict{Symbol,Any} with 158 entries:
  :ACOS                => Dict{AbstractString,Any}("GroupId"=>"Math Transform","CamelCaseName"=>"Acos","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"Line"…
  :AD                  => Dict{AbstractString,Any}("GroupId"=>"Volume Indicators","CamelCaseName"=>"Ad","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"Line…
  :ADD                 => Dict{AbstractString,Any}("GroupId"=>"Math Operators","CamelCaseName"=>"Add","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"Line")…
  :ADOSC               => Dict{AbstractString,Any}("GroupId"=>"Volume Indicators","CamelCaseName"=>"AdOsc","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"L…
  :ADX                 => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","Flags"=>Dict{AbstractString,Any}("Flag"=>"Unstable Period"),"CamelCaseName"=>"Adx","OutputArguments"=>[Dict{Abs…
  :ADXR                => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","Flags"=>Dict{AbstractString,Any}("Flag"=>"Unstable Period"),"CamelCaseName"=>"Adxr","OutputArguments"=>[Dict{Ab…
  :APO                 => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","CamelCaseName"=>"Apo","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"L…
  :AROON               => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","CamelCaseName"=>"Aroon","OutputArguments"=>Any[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag…
  :AROONOSC            => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","CamelCaseName"=>"AroonOsc","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag…
  :ASIN                => Dict{AbstractString,Any}("GroupId"=>"Math Transform","CamelCaseName"=>"Asin","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"Line"…
  :ATAN                => Dict{AbstractString,Any}("GroupId"=>"Math Transform","CamelCaseName"=>"Atan","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"Line"…
  :ATR                 => Dict{AbstractString,Any}("GroupId"=>"Volatility Indicators","Flags"=>Dict{AbstractString,Any}("Flag"=>"Unstable Period"),"CamelCaseName"=>"Atr","OutputArguments"=>[Dict{A…
  :AVGPRICE            => Dict{AbstractString,Any}("GroupId"=>"Price Transform","Flags"=>Dict{AbstractString,Any}("Flag"=>"Overlap"),"CamelCaseName"=>"AvgPrice","OutputArguments"=>[Dict{AbstractSt…
  :BBANDS              => Dict{AbstractString,Any}("GroupId"=>"Overlap Studies","Flags"=>Dict{AbstractString,Any}("Flag"=>"Overlap"),"CamelCaseName"=>"Bbands","OutputArguments"=>Any[Dict{AbstractS…
  :BETA                => Dict{AbstractString,Any}("GroupId"=>"Statistic Functions","CamelCaseName"=>"Beta","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"…
  :BOP                 => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","CamelCaseName"=>"Bop","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"L…
  :CCI                 => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","CamelCaseName"=>"Cci","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"L…
  :CDL2CROWS           => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl2Crows","OutputArguments"=>[Dict{A…
  :CDL3BLACKCROWS      => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3BlackCrows","OutputArguments"=>[D…
  :CDL3INSIDE          => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3Inside","OutputArguments"=>[Dict{…
  :CDL3LINESTRIKE      => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3LineStrike","OutputArguments"=>[D…
  :CDL3OUTSIDE         => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3Outside","OutputArguments"=>[Dict…
  :CDL3STARSINSOUTH    => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3StarsInSouth","OutputArguments"=>…
  :CDL3WHITESOLDIERS   => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3WhiteSoldiers","OutputArguments"=…
  :CDLABANDONEDBABY    => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlAbandonedBaby","OutputArguments"=>…
  :CDLADVANCEBLOCK     => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlAdvanceBlock","OutputArguments"=>[…
  :CDLBELTHOLD         => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlBeltHold","OutputArguments"=>[Dict…
  :CDLBREAKAWAY        => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlBreakaway","OutputArguments"=>[Dic…
  :CDLCLOSINGMARUBOZU  => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlClosingMarubozu","OutputArguments"…
  :CDLCONCEALBABYSWALL => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlConcealBabysWall","OutputArguments…
  :CDLCOUNTERATTACK    => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlCounterAttack","OutputArguments"=>…
  :CDLDARKCLOUDCOVER   => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlDarkCloudCover","OutputArguments"=…
  :CDLDOJI             => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlDoji","OutputArguments"=>[Dict{Abs…
  :CDLDOJISTAR         => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlDojiStar","OutputArguments"=>[Dict…
  :CDLDRAGONFLYDOJI    => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlDragonflyDoji","OutputArguments"=>…
  :CDLENGULFING        => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlEngulfing","OutputArguments"=>[Dic…
  :CDLEVENINGDOJISTAR  => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlEveningDojiStar","OutputArguments"…
  :CDLEVENINGSTAR      => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlEveningStar","OutputArguments"=>[D…
  ⋮                    => ⋮

A Dict of functions by group is available using:

julia> D_GROUPS
Dict{ASCIIString,Array{Symbol,1}} with 10 entries:
  "Price Transform"       => [:AVGPRICE,:MEDPRICE,:TYPPRICE,:WCLPRICE]
  "Momentum Indicators"   => [:ADX,:ADXR,:APO,:AROON,:AROONOSC,:BOP,:CCI,:CMO,:DX,:MACD  …  :ROCP,:ROCR,:ROCR100,:RSI,:STOCH,:STOCHF,:STOCHRSI,:TRIX,:ULTOSC,:WILLR]
  "Statistic Functions"   => [:BETA,:CORREL,:LINEARREG,:LINEARREG_ANGLE,:LINEARREG_INTERCEPT,:LINEARREG_SLOPE,:STDDEV,:TSF,:VAR]
  "Volatility Indicators" => [:ATR,:NATR,:TRANGE]
  "Overlap Studies"       => [:BBANDS,:DEMA,:EMA,:HT_TRENDLINE,:KAMA,:MA,:MAMA,:MAVP,:MIDPOINT,:MIDPRICE,:SAR,:SAREXT,:SMA,:T3,:TEMA,:TRIMA,:WMA]
  "Math Transform"        => [:ACOS,:ASIN,:ATAN,:CEIL,:COS,:COSH,:EXP,:FLOOR,:LN,:LOG10,:SIN,:SINH,:SQRT,:TAN,:TANH]
  "Cycle Indicators"      => [:HT_DCPERIOD,:HT_DCPHASE,:HT_PHASOR,:HT_SINE,:HT_TRENDMODE]
  "Pattern Recognition"   => [:CDL2CROWS,:CDL3BLACKCROWS,:CDL3INSIDE,:CDL3LINESTRIKE,:CDL3OUTSIDE,:CDL3STARSINSOUTH,:CDL3WHITESOLDIERS,:CDLABANDONEDBABY,:CDLADVANCEBLOCK,:CDLBELTHOLD  …  :CDLSPINN…
  "Volume Indicators"     => [:AD,:ADOSC,:OBV]
  "Math Operators"        => [:ADD,:DIV,:MAX,:MAXINDEX,:MIN,:MININDEX,:MINMAX,:MINMAXINDEX,:MULT,:SUB,:SUM]

Description of all indicators

for (func, info) in D_INDICATORS
    descr = info["ShortDescription"]
    println("|$func|$descr|")
end

should display

Name	Short description
ACOS	Vector Trigonometric ACos
AD	Chaikin A/D Line
ADD	Vector Arithmetic Add
ADOSC	Chaikin A/D Oscillator
ADX	Average Directional Movement Index
ADXR	Average Directional Movement Index Rating
APO	Absolute Price Oscillator
AROON	Aroon
AROONOSC	Aroon Oscillator
ASIN	Vector Trigonometric ASin
ATAN	Vector Trigonometric ATan
ATR	Average True Range
AVGPRICE	Average Price
BBANDS	Bollinger Bands
BETA	Beta
BOP	Balance Of Power
CCI	Commodity Channel Index
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
CEIL	Vector Ceil
CMO	Chande Momentum Oscillator
CORREL	Pearson's Correlation Coefficient (r)
COS	Vector Trigonometric Cos
COSH	Vector Trigonometric Cosh
DEMA	Double Exponential Moving Average
DIV	Vector Arithmetic Div
DX	Directional Movement Index
EMA	Exponential Moving Average
EXP	Vector Arithmetic Exp
FLOOR	Vector Floor
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_TRENDLINE	Hilbert Transform - Instantaneous Trendline
HT_TRENDMODE	Hilbert Transform - Trend vs Cycle Mode
KAMA	Kaufman Adaptive Moving Average
LINEARREG	Linear Regression
LINEARREG_ANGLE	Linear Regression Angle
LINEARREG_INTERCEPT	Linear Regression Intercept
LINEARREG_SLOPE	Linear Regression Slope
LN	Vector Log Natural
LOG10	Vector Log10
MA	Moving average
MACD	Moving Average Convergence/Divergence
MACDEXT	MACD with controllable MA type
MACDFIX	Moving Average Convergence/Divergence Fix 12/26
MAMA	MESA Adaptive Moving Average
MAVP	Moving average with variable period
MAX	Highest value over a specified period
MAXINDEX	Index of highest value over a specified period
MEDPRICE	Median Price
MFI	Money Flow Index
MIDPOINT	MidPoint over period
MIDPRICE	Midpoint Price over 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
MINUS_DI	Minus Directional Indicator
MINUS_DM	Minus Directional Movement
MOM	Momentum
MULT	Vector Arithmetic Mult
NATR	Normalized Average True Range
OBV	On Balance Volume
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
SAR	Parabolic SAR
SAREXT	Parabolic SAR - Extended
SIN	Vector Trigonometric Sin
SINH	Vector Trigonometric Sinh
SMA	Simple Moving Average
SQRT	Vector Square Root
STDDEV	Standard Deviation
STOCH	Stochastic
STOCHF	Stochastic Fast
STOCHRSI	Stochastic Relative Strength Index
SUB	Vector Arithmetic Substraction
SUM	Summation
T3	Triple Exponential Moving Average (T3)
TAN	Vector Trigonometric Tan
TANH	Vector Trigonometric Tanh
TEMA	Triple Exponential Moving Average
TRANGE	True Range
TRIMA	Triangular Moving Average
TRIX	1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
TSF	Time Series Forecast
TYPPRICE	Typical Price
ULTOSC	Ultimate Oscillator
VAR	Variance
WCLPRICE	Weighted Close Price
WILLR	Williams' %R
WMA	Weighted Moving Average

Development

See discussion and roadmap here:

#1
There is 3 levels of functions
- level 0: raw C TA-Lib function calls
- level 1: function with Julia Arrays as inputs / outputs
- level 2: more high level functions with
  - DataFrame (from DataFrames.jl) as inputs / outputs
  - TimeArray (from TimeSeries.jl) as inputs / outputs

Name		Name	Last commit message	Last commit date
Latest commit History 29 Commits
deps		deps
screenshots		screenshots
scripts		scripts
src		src
test		test
.gitignore		.gitignore
.travis.yml		.travis.yml
LICENSE.md		LICENSE.md
README.md		README.md
REQUIRE		REQUIRE
appveyor.yml		appveyor.yml
build_talib_linux.sh		build_talib_linux.sh
generate_code.sh		generate_code.sh
sample.jl		sample.jl

License

femtotrader/TALib.jl

Folders and files

Latest commit

History

Repository files navigation

TA-Lib

Sample / Features

Moving Average

Bollinger Bands

Indicators

Development

About

Topics

Resources

License

Stars

Watchers

Forks

Languages