ta-lib-python Documentation

File: README.md Copy Chapter

TA-Lib 📈

This is a Python wrapper for TA-LIB based on Cython
instead of SWIG. From the homepage:

TA-Lib is widely used by trading software developers requiring to perform
technical analysis of financial market data.

• Includes 150+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger
  Bands, etc.
• Candlestick pattern recognition
• Open-source API for C/C++, Java, Perl, Python and 100% Managed .NET

The original Python bindings included with TA-Lib use
SWIG which unfortunately are difficult to install and
aren't as efficient as they could be. Therefore this project uses
Cython and Numpy to efficiently
and cleanly bind to TA-Lib - producing results 2-4 times faster than the
SWIG interface.

In addition, this project also supports the use of the
Polars and Pandas
libraries.

Versions 🗂️ Copy Chapter

The upstream TA-Lib C library released version 0.6.1 and changed the library
name to -lta-lib from -lta_lib. After trying to support both via
autodetect and having some issues, we have decided to currently support three
feature branches:

• ta-lib-python 0.4.x (supports ta-lib 0.4.x and numpy 1)
• ta-lib-python 0.5.x (supports ta-lib 0.4.x and numpy 2)
• ta-lib-python 0.6.x (supports ta-lib 0.6.x and numpy 2)

Installation 💾 Copy Chapter

You can install from PyPI:

python -m pip install TA-Lib

Or checkout the sources and run setup.py yourself:

python setup.py install

It also appears possible to install via Conda Forge:

conda install -c conda-forge ta-lib

Dependencies 🧩 Copy Section

To use TA-Lib for python, you need to have the TA-Lib
already installed. You should probably follow their installation
directions for your platform, but some
suggestions are included below for reference.

Some Conda Forge users have reported success installing the underlying TA-Lib C
library using the libta-lib package:

$ conda install -c conda-forge libta-lib

Mac OS X

You can simply install using Homebrew:

brew install ta-lib

If you are using Apple Silicon, such as the M1 processors, and building mixed
architecture Homebrew projects, you might want to make sure it's being built
for your architecture:

arch -arm64 brew install ta-lib

And perhaps you can set these before installing with pip:

export TA_INCLUDE_PATH="$(brew --prefix ta-lib)/include"
export TA_LIBRARY_PATH="$(brew --prefix ta-lib)/lib"

You might also find this helpful, particularly if you have tried several
different installations without success:

your-arm64-python -m pip install --no-cache-dir ta-lib

Windows

For 64-bit Windows, the easiest way is to get the executable installer:

1. Download ta-lib-0.7.1-windows-x86_64.msi.
2. Run the Installer or run msiexec from the command-line.

Alternatively, if you prefer to get the libraries without installing, or
would like to use the 32-bit version:

• Intel/AMD 64-bit ta-lib-0.7.1-windows-x86_64.zip
• Intel/AMD 32-bit ta-lib-0.7.1-windows-x86_32.zip

Linux

Download
ta-lib-0.7.1-src.tar.gz
and:

tar -xzf ta-lib-0.7.1-src.tar.gz
cd ta-lib-0.7.1/
./configure --prefix=/usr
make
sudo make install

If you build TA-Lib using make -jX it will fail but that's OK!
Simply rerun make -jX followed by [sudo] make install.

Note: if your directory path includes spaces, the installation will probably
fail with No such file or directory errors.

Wheels ⚙️ Copy Section

For convenience, and starting with version 0.6.5, we now build binary wheels
for different operating systems, architectures, and Python versions using
GitHub Actions which include the underlying TA-Lib C library and are easy to
install.

Supported platforms:

• Linux
  • x86_64
  • arm64
• macOS
  • x86_64
  • arm64
• Windows
  • x86_64
  • x86
  • arm64

Supported Python versions:

• 3.9
• 3.10
• 3.11
• 3.12
• 3.13
• 3.14

In the event that your operating system, architecture, or Python version are
not available as a binary wheel, it is fairly easy to install from source
using the instructions above.

Troubleshooting 🛠️ Copy Section

If you get a warning that looks like this:

setup.py:79: UserWarning: Cannot find ta-lib library, installation may fail.
warnings.warn('Cannot find ta-lib library, installation may fail.')

This typically means setup.py can't find the underlying TA-Lib
library, a dependency which needs to be installed.

If you installed the underlying TA-Lib library with a custom prefix
(e.g., with ./configure --prefix=$PREFIX), then when you go to install
this python wrapper you can specify additional search paths to find the
library and include files for the underlying TA-Lib library using the
TA_LIBRARY_PATH and TA_INCLUDE_PATH environment variables:

export TA_LIBRARY_PATH=$PREFIX/lib
export TA_INCLUDE_PATH=$PREFIX/include
python setup.py install # or pip install ta-lib

Sometimes installation will produce build errors like this:

talib/_ta_lib.c:601:10: fatal error: ta-lib/ta_defs.h: No such file or directory
  601 | #include "ta-lib/ta_defs.h"
      |          ^~~~~~~~~~~~~~~~~~
compilation terminated.

or:

common.obj : error LNK2001: unresolved external symbol TA_SetUnstablePeriod
common.obj : error LNK2001: unresolved external symbol TA_Shutdown
common.obj : error LNK2001: unresolved external symbol TA_Initialize
common.obj : error LNK2001: unresolved external symbol TA_GetUnstablePeriod
common.obj : error LNK2001: unresolved external symbol TA_GetVersionString

This typically means that it can't find the underlying TA-Lib library, a
dependency which needs to be installed. On Windows, this could be caused by
installing the 32-bit binary distribution of the underlying TA-Lib library,
but trying to use it with 64-bit Python.

Sometimes installation will fail with errors like this:

talib/common.c:8:22: fatal error: pyconfig.h: No such file or directory
 #include "pyconfig.h"
                      ^
compilation terminated.
error: command 'x86_64-linux-gnu-gcc' failed with exit status 1

This typically means that you need the Python headers, and should run
something like:

sudo apt-get install python3-dev

Sometimes building the underlying TA-Lib library has errors running
make that look like this:

../libtool: line 1717: cd: .libs/libta_lib.lax/libta_abstract.a: No such file or directory
make[2]: *** [libta_lib.la] Error 1
make[1]: *** [all-recursive] Error 1
make: *** [all-recursive] Error 1

This might mean that the directory path to the underlying TA-Lib library
has spaces in the directory names. Try putting it in a path that does not have
any spaces and trying again.

Sometimes you might get this error running setup.py:

/usr/include/limits.h:26:10: fatal error: bits/libc-header-start.h: No such file or directory
#include 
         ^~~~~~~~~~~~~~~~~~~~~~~~~~

This is likely an issue with trying to compile for 32-bit platform but
without the appropriate headers. You might find some success looking at the
first answer to this question.

If you get an error on macOS like this:

code signature in <141BC883-189B-322C-AE90-CBF6B5206F67>
'python3.9/site-packages/talib/_ta_lib.cpython-39-darwin.so' not valid for
use in process: Trying to load an unsigned library)

You might look at this question
and use xcrun codesign to fix it.

If you wonder why STOCHRSI gives you different results than you expect,
probably you want STOCH applied to RSI, which is a little different
than the STOCHRSI which is STOCHF applied to RSI:

>>> import talib
>>> import numpy as np
>>> c = np.random.randn(100)

# this is the library function
>>> k, d = talib.STOCHRSI(c)

# this produces the same result, calling STOCHF
>>> rsi = talib.RSI(c)
>>> k, d = talib.STOCHF(rsi, rsi, rsi)

# you might want this instead, calling STOCH
>>> rsi = talib.RSI(c)
>>> k, d = talib.STOCH(rsi, rsi, rsi)

If the build appears to hang, you might be running on a VM with not enough memory - try 1 GB or 2 GB.

It has also been reported that using a swapfile could help, for example:

sudo fallocate -l 1G /swapfile
sudo chmod 600 /swapfile
sudo mkswap /swapfile
sudo swapon /swapfile

If you get "permission denied" errors such as this, you might need to give
your user access to the location where the underlying TA-Lib C library is
installed -- or install it to a user-accessible location.

talib/_ta_lib.c:747:28: fatal error: /usr/include/ta-lib/ta_defs.h: Permission denied
 #include "ta-lib/ta-defs.h"
                            ^
compilation terminated
error: command 'gcc' failed with exit status 1

If you're having trouble compiling the underlying TA-Lib C library on ARM64,
you might need to configure it with an explicit build type before running
make and make install, for example:

./configure --build=aarch64-unknown-linux-gnu

This is caused by old config.guess file, so another way to solve this is
to copy a newer version of config.guess into the underlying TA-Lib C library
sources:

cp /usr/share/automake-1.16/config.guess /path/to/extracted/ta-lib/config.guess

And then re-run configure:

./configure

If you're having trouble using PyInstaller and
get an error that looks like this:

...site-packages\PyInstaller\loader\pyimod03_importers.py", line 493, in exec_module
    exec(bytecode, module.__dict__)
  File "talib\__init__.py", line 72, in <module>
ModuleNotFoundError: No module named 'talib.stream'

Then, perhaps you can use the --hidden-import argument to fix this:

pyinstaller --hidden-import talib.stream "replaceToYourFileName.py"

If you want to use numpy<2, then you should use ta-lib<0.5.

If you want to use numpy>=2, then you should use ta-lib>=0.5.

If you have trouble getting the code autocompletions to work in Visual
Studio Code, a suggestion was made to look for the Python extension
settings, and an option for Language Server, and change it from
Default (which means Pylance if it is installed, Jedi otherwise), to
manually set Jedi and the completions should work. It is possible that
you might need to install it manually for this to
work.

Function API Copy Chapter

Similar to TA-Lib, the Function API provides a lightweight wrapper of the
exposed TA-Lib indicators.

Each function returns an output array and have default values for their
parameters, unless specified as keyword arguments. Typically, these functions
will have an initial "lookback" period (a required number of observations
before an output is generated) set to NaN.

The lookback is function-specific and does not always match the value passed
to timeperiod. For example, RSI(timeperiod=14) needs 15 price observations
because the first RSI value depends on 14 price changes between consecutive
bars, not just 14 raw prices.

For convenience, the Function API supports both numpy.ndarray and
pandas.Series and polars.Series inputs.

All of the following examples use the Function API:

import numpy as np
import talib

close = np.random.random(100)

Calculate a simple moving average of the close prices:

output = talib.SMA(close)

Calculating bollinger bands, with triple exponential moving average:

from talib import MA_Type

upper, middle, lower = talib.BBANDS(close, matype=MA_Type.T3)

Calculating momentum of the close prices, with a time period of 5:

output = talib.MOM(close, timeperiod=5)

Functions marked in the docs as having an unstable period start with that
extra unstable-period setting at 0. In other words, get_unstable_period()
returns 0 until you explicitly change it with set_unstable_period().

NaN's Copy Section

The underlying TA-Lib C library handles NaN's in a sometimes surprising manner
by typically propagating NaN's to the end of the output, for example:

>>> c = np.array([1.0, 2.0, 3.0, np.nan, 4.0, 5.0, 6.0])

>>> talib.SMA(c, 3)
array([nan, nan,  2., nan, nan, nan, nan])

You can compare that to a Pandas rolling mean, where their approach is to
output NaN until enough "lookback" values are observed to generate new outputs:

>>> c = pandas.Series([1.0, 2.0, 3.0, np.nan, 4.0, 5.0, 6.0])

>>> c.rolling(3).mean()
0    NaN
1    NaN
2    2.0
3    NaN
4    NaN
5    NaN
6    5.0
dtype: float64

Abstract API Copy Chapter

If you're already familiar with using the function API, you should feel right
at home using the Abstract API.

Every function takes a collection of named inputs, either a dict of
numpy.ndarray or pandas.Series or polars.Series, or a
pandas.DataFrame or polars.DataFrame. If a pandas.DataFrame or
polars.DataFrame is provided, the output is returned as the same type
with named output columns.

For example, inputs could be provided for the typical "OHLCV" data:

import numpy as np

# note that all ndarrays must be the same length!
inputs = {
    'open': np.random.random(100),
    'high': np.random.random(100),
    'low': np.random.random(100),
    'close': np.random.random(100),
    'volume': np.random.random(100)
}

Functions can either be imported directly or instantiated by name:

from talib import abstract

# directly
SMA = abstract.SMA

# or by name
SMA = abstract.Function('sma')

From there, calling functions is basically the same as the function API:

from talib.abstract import *

# uses close prices (default)
output = SMA(inputs, timeperiod=25)

# uses open prices
output = SMA(inputs, timeperiod=25, price='open')

# uses close prices (default)
upper, middle, lower = BBANDS(inputs, 20, 2.0, 2.0)

# uses high, low, close (default)
slowk, slowd = STOCH(inputs, 5, 3, 0, 3, 0) # uses high, low, close by default

# uses high, low, open instead
slowk, slowd = STOCH(inputs, 5, 3, 0, 3, 0, prices=['high', 'low', 'open'])

Streaming API Copy Chapter

An experimental Streaming API was added that allows users to compute the latest
value of an indicator. This can be faster than using the Function API, for
example in an application that receives streaming data, and wants to know just
the most recent updated indicator value.

import talib
from talib import stream

close = np.random.random(100)

# the Function API
output = talib.SMA(close)

# the Streaming API
latest = stream.SMA(close)

# the latest value is the same as the last output value
assert (output[-1] - latest) < 0.00001

Supported Indicators and Functions 📋 Copy Chapter

We can show all the TA functions supported by TA-Lib, either as a list or
as a dict sorted by group (e.g. "Overlap Studies", "Momentum Indicators",
etc):

import talib

# list of functions
for name in talib.get_functions():
    print(name)

# dict of functions by group
for group, names in talib.get_function_groups().items():
    print(group)
    for name in names:
        print(f"  {name}")

Indicator Groups 🏷️ Copy Section

• Overlap Studies
• Momentum Indicators
• Volume Indicators
• Volatility Indicators
• Price Transform
• Cycle Indicators
• Pattern Recognition

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

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

Price Transform

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

Volatility Indicators

ATR                  Average True Range
NATR                 Normalized Average True Range
TRANGE               True Range

Pattern Recognition

/* Detailed source-code truncated for AI context efficiency. */

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

File: docs/func_groups/cycle_indicators.md Copy Chapter

Cycle Indicator Functions

HT_DCPERIOD - Hilbert Transform - Dominant Cycle Period Copy Section

NOTE: The HT_DCPERIOD function has an unstable period.

real = HT_DCPERIOD(real)

HT_DCPHASE - Hilbert Transform - Dominant Cycle Phase Copy Section

NOTE: The HT_DCPHASE function has an unstable period.

real = HT_DCPHASE(real)

HT_PHASOR - Hilbert Transform - Phasor Components Copy Section

NOTE: The HT_PHASOR function has an unstable period.

inphase, quadrature = HT_PHASOR(real)

HT_SINE - Hilbert Transform - SineWave Copy Section

NOTE: The HT_SINE function has an unstable period.

sine, leadsine = HT_SINE(real)

HT_TRENDMODE - Hilbert Transform - Trend vs Cycle Mode Copy Section

NOTE: The HT_TRENDMODE function has an unstable period.

integer = HT_TRENDMODE(real)

Documentation Index

FLOAT_RIGHTAll Function Groups

File: docs/func_groups/math_operators.md Copy Chapter

Math Operator Functions

ADD - Vector Arithmetic Add Copy Section

real = ADD(real0, real1)

DIV - Vector Arithmetic Div Copy Section

real = DIV(real0, real1)

MAX - Highest value over a specified period Copy Section

real = MAX(real, timeperiod=30)

MAXINDEX - Index of highest value over a specified period Copy Section

integer = MAXINDEX(real, timeperiod=30)

MIN - Lowest value over a specified period Copy Section

real = MIN(real, timeperiod=30)

MININDEX - Index of lowest value over a specified period Copy Section

integer = MININDEX(real, timeperiod=30)

MINMAX - Lowest and highest values over a specified period Copy Section

min, max = MINMAX(real, timeperiod=30)

MINMAXINDEX - Indexes of lowest and highest values over a specified period Copy Section

minidx, maxidx = MINMAXINDEX(real, timeperiod=30)

MULT - Vector Arithmetic Mult Copy Section

real = MULT(real0, real1)

SUB - Vector Arithmetic Subtraction Copy Section

real = SUB(real0, real1)

SUM - Summation Copy Section

real = SUM(real, timeperiod=30)

Documentation Index

FLOAT_RIGHTAll Function Groups

File: docs/func_groups/math_transform.md Copy Chapter

Math Transform Functions

ACOS - Vector Trigonometric ACos Copy Section

real = ACOS(real)

ASIN - Vector Trigonometric ASin Copy Section

real = ASIN(real)

ATAN - Vector Trigonometric ATan Copy Section

real = ATAN(real)

CEIL - Vector Ceil Copy Section

real = CEIL(real)

COS - Vector Trigonometric Cos Copy Section

real = COS(real)

COSH - Vector Trigonometric Cosh Copy Section

real = COSH(real)

EXP - Vector Arithmetic Exp Copy Section

real = EXP(real)

FLOOR - Vector Floor Copy Section

real = FLOOR(real)

LN - Vector Log Natural Copy Section

real = LN(real)

LOG10 - Vector Log10 Copy Section

real = LOG10(real)

SIN - Vector Trigonometric Sin Copy Section

real = SIN(real)

SINH - Vector Trigonometric Sinh Copy Section

real = SINH(real)

SQRT - Vector Square Root Copy Section

real = SQRT(real)

TAN - Vector Trigonometric Tan Copy Section

real = TAN(real)

TANH - Vector Trigonometric Tanh Copy Section

real = TANH(real)

Documentation Index

FLOAT_RIGHTAll Function Groups

File: docs/func_groups/momentum_indicators.md Copy Chapter

Momentum Indicator Functions

ADX - Average Directional Movement Index Copy Section

NOTE: The ADX function has an unstable period.

real = ADX(high, low, close, timeperiod=14)

ADXR - Average Directional Movement Index Rating Copy Section

NOTE: The ADXR function has an unstable period.

real = ADXR(high, low, close, timeperiod=14)

APO - Absolute Price Oscillator Copy Section

real = APO(real, fastperiod=12, slowperiod=26, matype=0)

AROON - Aroon Copy Section

aroondown, aroonup = AROON(high, low, timeperiod=14)

AROONOSC - Aroon Oscillator Copy Section

real = AROONOSC(high, low, timeperiod=14)

BOP - Balance Of Power Copy Section

real = BOP(open, high, low, close)

CCI - Commodity Channel Index Copy Section

real = CCI(high, low, close, timeperiod=14)

CMO - Chande Momentum Oscillator Copy Section

NOTE: The CMO function has an unstable period.

real = CMO(real, timeperiod=14)

DX - Directional Movement Index Copy Section

NOTE: The DX function has an unstable period.

real = DX(high, low, close, timeperiod=14)

IMI - Intraday Momentum Index Copy Section

NOTE: The IMI function has an unstable period.

real = IMI(open, close, timeperiod=14)

MACD - Moving Average Convergence/Divergence Copy Section

macd, macdsignal, macdhist = MACD(real, fastperiod=12, slowperiod=26, signalperiod=9)

MACDEXT - MACD with controllable MA type Copy Section

macd, macdsignal, macdhist = MACDEXT(real, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)

MACDFIX - Moving Average Convergence/Divergence Fix 12/26 Copy Section

macd, macdsignal, macdhist = MACDFIX(real, signalperiod=9)

MFI - Money Flow Index Copy Section

NOTE: The MFI function has an unstable period.

real = MFI(high, low, close, volume, timeperiod=14)

MINUS_DI - Minus Directional Indicator Copy Section

NOTE: The MINUS_DI function has an unstable period.

real = MINUS_DI(high, low, close, timeperiod=14)

MINUS_DM - Minus Directional Movement Copy Section

NOTE: The MINUS_DM function has an unstable period.

real = MINUS_DM(high, low, timeperiod=14)

MOM - Momentum Copy Section

real = MOM(real, timeperiod=10)

PLUS_DI - Plus Directional Indicator Copy Section

NOTE: The PLUS_DI function has an unstable period.

real = PLUS_DI(high, low, close, timeperiod=14)

PLUS_DM - Plus Directional Movement Copy Section

NOTE: The PLUS_DM function has an unstable period.

real = PLUS_DM(high, low, timeperiod=14)

PPO - Percentage Price Oscillator Copy Section

real = PPO(real, fastperiod=12, slowperiod=26, matype=0)

ROC - Rate of change : ((price/prevPrice)-1)*100 Copy Section

real = ROC(real, timeperiod=10)

ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice Copy Section

real = ROCP(real, timeperiod=10)

ROCR - Rate of change ratio: (price/prevPrice) Copy Section

real = ROCR(real, timeperiod=10)

ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100 Copy Section

real = ROCR100(real, timeperiod=10)

RSI - Relative Strength Index Copy Section

NOTE: The RSI function has an unstable period.

real = RSI(real, timeperiod=14)

STOCH - Stochastic Copy Section

slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)

STOCHF - Stochastic Fast Copy Section

fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)

STOCHRSI - Stochastic Relative Strength Index Copy Section

NOTE: The STOCHRSI function has an unstable period.

fastk, fastd = STOCHRSI(real, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)

TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA Copy Section

real = TRIX(real, timeperiod=30)

ULTOSC - Ultimate Oscillator Copy Section

real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)

WILLR - Williams' %R Copy Section

real = WILLR(high, low, close, timeperiod=14)

Documentation Index

FLOAT_RIGHTAll Function Groups

File: docs/func_groups/overlap_studies.md Copy Chapter

Overlap Studies Functions

ACCBANDS - Acceleration Bands Copy Section

upperband, middleband, lowerband = ACCBANDS(high, low, close, timeperiod=20)

BBANDS - Bollinger Bands Copy Section

upperband, middleband, lowerband = BBANDS(real, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)

DEMA - Double Exponential Moving Average Copy Section

real = DEMA(real, timeperiod=30)

EMA - Exponential Moving Average Copy Section

NOTE: The EMA function has an unstable period.

real = EMA(real, timeperiod=30)

HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline Copy Section

NOTE: The HT_TRENDLINE function has an unstable period.

real = HT_TRENDLINE(real)

KAMA - Kaufman Adaptive Moving Average Copy Section

NOTE: The KAMA function has an unstable period.

real = KAMA(real, timeperiod=30)

MA - Moving average Copy Section

real = MA(real, timeperiod=30, matype=0)

MAMA - MESA Adaptive Moving Average Copy Section

NOTE: The MAMA function has an unstable period.

mama, fama = MAMA(real, fastlimit=0, slowlimit=0)

MAVP - Moving average with variable period Copy Section

real = MAVP(real, periods, minperiod=2, maxperiod=30, matype=0)

MIDPOINT - MidPoint over period Copy Section

real = MIDPOINT(real, timeperiod=14)

MIDPRICE - Midpoint Price over period Copy Section

real = MIDPRICE(high, low, timeperiod=14)

SAR - Parabolic SAR Copy Section

real = SAR(high, low, acceleration=0, maximum=0)

SAREXT - Parabolic SAR - Extended Copy Section

real = SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)

SMA - Simple Moving Average Copy Section

real = SMA(real, timeperiod=30)

T3 - Triple Exponential Moving Average (T3) Copy Section

NOTE: The T3 function has an unstable period.

real = T3(real, timeperiod=5, vfactor=0)

TEMA - Triple Exponential Moving Average Copy Section

real = TEMA(real, timeperiod=30)

TRIMA - Triangular Moving Average Copy Section

real = TRIMA(real, timeperiod=30)

WMA - Weighted Moving Average Copy Section

real = WMA(real, timeperiod=30)

Documentation Index

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File: docs/func_groups/pattern_recognition.md Copy Chapter

Pattern Recognition Functions

CDL2CROWS - Two Crows Copy Section

integer = CDL2CROWS(open, high, low, close)

CDL3BLACKCROWS - Three Black Crows Copy Section

integer = CDL3BLACKCROWS(open, high, low, close)

CDL3INSIDE - Three Inside Up/Down Copy Section

integer = CDL3INSIDE(open, high, low, close)

CDL3LINESTRIKE - Three-Line Strike Copy Section

integer = CDL3LINESTRIKE(open, high, low, close)

CDL3OUTSIDE - Three Outside Up/Down Copy Section

integer = CDL3OUTSIDE(open, high, low, close)

CDL3STARSINSOUTH - Three Stars In The South Copy Section

integer = CDL3STARSINSOUTH(open, high, low, close)

CDL3WHITESOLDIERS - Three Advancing White Soldiers Copy Section

integer = CDL3WHITESOLDIERS(open, high, low, close)

CDLABANDONEDBABY - Abandoned Baby Copy Section

integer = CDLABANDONEDBABY(open, high, low, close, penetration=0)

CDLADVANCEBLOCK - Advance Block Copy Section

integer = CDLADVANCEBLOCK(open, high, low, close)

CDLBELTHOLD - Belt-hold Copy Section

integer = CDLBELTHOLD(open, high, low, close)

CDLBREAKAWAY - Breakaway Copy Section

integer = CDLBREAKAWAY(open, high, low, close)

CDLCLOSINGMARUBOZU - Closing Marubozu Copy Section

integer = CDLCLOSINGMARUBOZU(open, high, low, close)

CDLCONCEALBABYSWALL - Concealing Baby Swallow Copy Section

integer = CDLCONCEALBABYSWALL(open, high, low, close)

CDLCOUNTERATTACK - Counterattack Copy Section

integer = CDLCOUNTERATTACK(open, high, low, close)

CDLDARKCLOUDCOVER - Dark Cloud Cover Copy Section

integer = CDLDARKCLOUDCOVER(open, high, low, close, penetration=0)

CDLDOJI - Doji Copy Section

integer = CDLDOJI(open, high, low, close)

CDLDOJISTAR - Doji Star Copy Section

integer = CDLDOJISTAR(open, high, low, close)

CDLDRAGONFLYDOJI - Dragonfly Doji Copy Section

integer = CDLDRAGONFLYDOJI(open, high, low, close)

CDLENGULFING - Engulfing Pattern Copy Section

integer = CDLENGULFING(open, high, low, close)

CDLEVENINGDOJISTAR - Evening Doji Star Copy Section

integer = CDLEVENINGDOJISTAR(open, high, low, close, penetration=0)

CDLEVENINGSTAR - Evening Star Copy Section

integer = CDLEVENINGSTAR(open, high, low, close, penetration=0)

CDLGAPSIDESIDEWHITE - Up/Down-gap side-by-side white lines Copy Section

integer = CDLGAPSIDESIDEWHITE(open, high, low, close)

CDLGRAVESTONEDOJI - Gravestone Doji Copy Section

integer = CDLGRAVESTONEDOJI(open, high, low, close)

CDLHAMMER - Hammer Copy Section

integer = CDLHAMMER(open, high, low, close)

CDLHANGINGMAN - Hanging Man Copy Section

integer = CDLHANGINGMAN(open, high, low, close)

CDLHARAMI - Harami Pattern Copy Section

integer = CDLHARAMI(open, high, low, close)

CDLHARAMICROSS - Harami Cross Pattern Copy Section

integer = CDLHARAMICROSS(open, high, low, close)

CDLHIGHWAVE - High-Wave Candle Copy Section

integer = CDLHIGHWAVE(open, high, low, close)

CDLHIKKAKE - Hikkake Pattern Copy Section

integer = CDLHIKKAKE(open, high, low, close)

CDLHIKKAKEMOD - Modified Hikkake Pattern Copy Section

integer = CDLHIKKAKEMOD(open, high, low, close)

CDLHOMINGPIGEON - Homing Pigeon Copy Section

integer = CDLHOMINGPIGEON(open, high, low, close)

CDLIDENTICAL3CROWS - Identical Three Crows Copy Section

integer = CDLIDENTICAL3CROWS(open, high, low, close)

CDLINNECK - In-Neck Pattern Copy Section

integer = CDLINNECK(open, high, low, close)

CDLINVERTEDHAMMER - Inverted Hammer Copy Section

integer = CDLINVERTEDHAMMER(open, high, low, close)

CDLKICKING - Kicking Copy Section

integer = CDLKICKING(open, high, low, close)

CDLKICKINGBYLENGTH - Kicking - bull/bear determined by the longer marubozu Copy Section

integer = CDLKICKINGBYLENGTH(open, high, low, close)

CDLLADDERBOTTOM - Ladder Bottom Copy Section

integer = CDLLADDERBOTTOM(open, high, low, close)

CDLLONGLEGGEDDOJI - Long Legged Doji Copy Section

integer = CDLLONGLEGGEDDOJI(open, high, low, close)

CDLLONGLINE - Long Line Candle Copy Section

integer = CDLLONGLINE(open, high, low, close)

CDLMARUBOZU - Marubozu Copy Section

integer = CDLMARUBOZU(open, high, low, close)

CDLMATCHINGLOW - Matching Low Copy Section

integer = CDLMATCHINGLOW(open, high, low, close)

CDLMATHOLD - Mat Hold Copy Section

integer = CDLMATHOLD(open, high, low, close, penetration=0)

CDLMORNINGDOJISTAR - Morning Doji Star Copy Section

integer = CDLMORNINGDOJISTAR(open, high, low, close, penetration=0)

CDLMORNINGSTAR - Morning Star Copy Section

integer = CDLMORNINGSTAR(open, high, low, close, penetration=0)

CDLONNECK - On-Neck Pattern Copy Section

integer = CDLONNECK(open, high, low, close)

CDLPIERCING - Piercing Pattern Copy Section

integer = CDLPIERCING(open, high, low, close)

CDLRICKSHAWMAN - Rickshaw Man Copy Section

integer = CDLRICKSHAWMAN(open, high, low, close)

CDLRISEFALL3METHODS - Rising/Falling Three Methods Copy Section

integer = CDLRISEFALL3METHODS(open, high, low, close)

CDLSEPARATINGLINES - Separating Lines Copy Section

integer = CDLSEPARATINGLINES(open, high, low, close)

CDLSHOOTINGSTAR - Shooting Star Copy Section

integer = CDLSHOOTINGSTAR(open, high, low, close)

CDLSHORTLINE - Short Line Candle Copy Section

integer = CDLSHORTLINE(open, high, low, close)

CDLSPINNINGTOP - Spinning Top Copy Section

integer = CDLSPINNINGTOP(open, high, low, close)

CDLSTALLEDPATTERN - Stalled Pattern Copy Section

integer = CDLSTALLEDPATTERN(open, high, low, close)

CDLSTICKSANDWICH - Stick Sandwich Copy Section

integer = CDLSTICKSANDWICH(open, high, low, close)

CDLTAKURI - Takuri (Dragonfly Doji with very long lower shadow) Copy Section

integer = CDLTAKURI(open, high, low, close)

CDLTASUKIGAP - Tasuki Gap Copy Section

integer = CDLTASUKIGAP(open, high, low, close)

CDLTHRUSTING - Thrusting Pattern Copy Section

integer = CDLTHRUSTING(open, high, low, close)

CDLTRISTAR - Tristar Pattern Copy Section

integer = CDLTRISTAR(open, high, low, close)

CDLUNIQUE3RIVER - Unique 3 River Copy Section

integer = CDLUNIQUE3RIVER(open, high, low, close)

CDLUPSIDEGAP2CROWS - Upside Gap Two Crows Copy Section

integer = CDLUPSIDEGAP2CROWS(open, high, low, close)

CDLXSIDEGAP3METHODS - Upside/Downside Gap Three Methods Copy Section

integer = CDLXSIDEGAP3METHODS(open, high, low, close)

Documentation Index

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File: docs/func_groups/price_transform.md Copy Chapter

Price Transform Functions

AVGDEV - Average Deviation Copy Section

real = AVGDEV(real, timeperiod=14)

AVGPRICE - Average Price Copy Section

real = AVGPRICE(open, high, low, close)

MEDPRICE - Median Price Copy Section

real = MEDPRICE(high, low)

TYPPRICE - Typical Price Copy Section

real = TYPPRICE(high, low, close)

WCLPRICE - Weighted Close Price Copy Section

real = WCLPRICE(high, low, close)

Documentation Index
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File: docs/func_groups/statistic_functions.md Copy Chapter

Statistic Functions

BETA - Beta Copy Section

real = BETA(real0, real1, timeperiod=5)

CORREL - Pearson's Correlation Coefficient (r) Copy Section

real = CORREL(real0, real1, timeperiod=30)

LINEARREG - Linear Regression Copy Section

real = LINEARREG(real, timeperiod=14)

LINEARREG_ANGLE - Linear Regression Angle Copy Section

real = LINEARREG_ANGLE(real, timeperiod=14)

LINEARREG_INTERCEPT - Linear Regression Intercept Copy Section

real = LINEARREG_INTERCEPT(real, timeperiod=14)

LINEARREG_SLOPE - Linear Regression Slope Copy Section

real = LINEARREG_SLOPE(real, timeperiod=14)

STDDEV - Standard Deviation Copy Section

real = STDDEV(real, timeperiod=5, nbdev=1)

TSF - Time Series Forecast Copy Section

real = TSF(real, timeperiod=14)

VAR - Variance Copy Section

real = VAR(real, timeperiod=5, nbdev=1)

Documentation Index

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File: docs/func_groups/volatility_indicators.md Copy Chapter

Volatility Indicator Functions

ATR - Average True Range Copy Section

NOTE: The ATR function has an unstable period.

real = ATR(high, low, close, timeperiod=14)

NATR - Normalized Average True Range Copy Section

NOTE: The NATR function has an unstable period.

real = NATR(high, low, close, timeperiod=14)

TRANGE - True Range Copy Section

real = TRANGE(high, low, close)

Documentation Index

FLOAT_RIGHTAll Function Groups