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talib

Elsen bindings to Talib.

Before calling the exported ta-lib functions, you must make a single call to c_ta_init. Otherwise, the library may not function properly.

Function names match their ta-lib counterparts, but are lower case.

The talib package requires ta-lib. See ubuntuBuildDeps.sh for an example of how to install on Ubuntu.

$ wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
$ tar xzvf ta-lib-0.4.0-src.tar.gz
$ cd ta-lib
$ ./configure
$ make
$ sudo make install
$ sudo ln -s /usr/local/lib/libta_lib.so.0 /usr/lib/libta_lib.so.0
$ sudo ldconfig

Build Status

Functions

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

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

Volume Indicators

  • AD : Chaikin A/D Line
  • ADOSC : Chaikin A/D Oscillator
  • OBV : On Balance Volume

Volatility Indicators

  • ATR : Average True Range
  • NATR : Normalized Average True Range
  • TRANGE : True Range

Price Transform

  • AVGPRICE : Average Price
  • MEDPRICE : Median Price
  • TYPPRICE : Typical Price
  • WCLPRICE : Weighted Close Price

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

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

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

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