TA-Lib common functions library - TALIB

Description:

This is a separate library of TA indicators called TALIB that is used for most qtstalker indicators. Use this TALIB plugin to access most of the popular TA indicators. Moving Averages, Stochastics, RSI etc. are all here.

See the tadoc.org Function Index and follow the links to the TA-Lib implementation source code. The function, and it's input parameters and output values are described in its code. You also have a local copy in the qtstalker/plugins/indicators/TALIB/ta-lib directory. See the complete list (which includes the candlestick functions) in the TA-Lib source control system. See the explanation of the Abstraction Layer.

For more detailed information regarding TALIB, please consult the TALIB website.

Formula Reference:

AD
TALIB(AD)
Function
Accumulation Distribution
Example
TALIB(AD)

ADOSC
TALIB(ADOSC, FAST_PERIOD, SLOW_PERIOD)
Function
Accumulation Distribution Oscillator
Example
TALIB(ADOSC, 3, 10)

ADX
TALIB(ADX, PERIOD)
Function
Directional Movement - Average Index
Example
TALIB(ADX, 14)

ADXR
TALIB(ADXR, PERIOD)
Function
Directional Movement - Average Index Rating
Example
TALIB(ADXR, 14)

APO
TALIB(APO, INPUT_ARRAY, FAST_PERIOD, SLOW_PERIOD)
Function
Price Oscillator - Absolute
Example
TALIB(APO, Close, 12, 26)

AROON
TALIB(AROON, PERIOD)
Function
Aroon
Example
TALIB(AROON, 14)

AROONOSC
TALIB(AROONOSC, PERIOD)
Function
Aroon Oscillator
Example
TALIB(AROONOSC, 14)

ATR
TALIB(ATR, PERIOD)
Function
Average True Range
Example
TALIB(ATR, 14)

AVGPRICE
TALIB(AVGPRICE)
Function
Average Price
Example
TALIB(AVGPRICE)

BBANDS
TALIB(BBANDS, INPUT_ARRAY, PERIOD, DEVIATIONS_UP, DEVIATIONS_DOWN, PLOT#)
Function
Bollinger Bands.

PLOT# is an integer that specifies 1 of 3 plots available. Plot #1 is the upper band. Plot #2 is the middle band. Plot #3 is the lower band.
Example
TALIB(BBANDS, Close, 5, 2, 2, 1)

BOP
TALIB(BOP)
Function
Balance Of Power
Example
TALIB(BOP)

CCI
TALIB(CCI, PERIOD)
Function
Commodity Channel Index
Example
TALIB(CCI, 14)

CDL2CROWS
TALIB(CDL2CROWS)
Function
Two Crows
Example
TALIB(CDL2CROWS)

CDL3BLACKCROWS
TALIB(CDL3BLACKCROWS)
Function
Three Black Crows
Example
TALIB(CDL3BLACKCROWS)

CDL3INSIDE
TALIB(CDL3INSIDE)
Function
Three Inside Up/Down
Example
TALIB(CDL3INSIDE)

CDL3LINESTRIKE
TALIB(CDL3LINESTRIKE)
Function
Three-Line Strike
Example
TALIB(CDL3LINESTRIKE)

CDL3OUTSIDE
TALIB(CDL3OUTSIDE)
Function
Three Outside Up/Down
Example
TALIB(CDL3OUTSIDE)


CDL3STARSINSOUTH
TALIB(CDL3STARSINSOUTH)
Function
Three Stars In The South
Example
TALIB(CDL3STARSINSOUTH)

CDL3WHITESOLDIERS
TALIB(CDL3WHITESOLDIERS)
Function
Three Advancing White Soldiers
Example
TALIB(CDL3WHITESOLDIERS)

CDLABANDONEDBABY
TALIB(CDLABANDONEDBABY, PENETRATION)
Function
Abandoned Baby

PENETRATION is the percentage of penetration of a candle within another candle
Example
TALIB(CDLABANDONEDBABY, 0.3)

CDLADVANCEBLOCK
TALIB(CDLADVANCEBLOCK)
Function
Advance Block
Example
TALIB(CDLADVANCEBLOCK)

CDLBELTHOLD
TALIB(CDLBELTHOLD)
Function
Belt Hold
Example
TALIB(CDLBELTHOLD)

CDLBREAKAWAY
TALIB(CDLBREAKAWAY)
Function
Breakaway
Example
TALIB(CDLBREAKAWAY)

CDLCLOSINGMARUBOZU
TALIB(CDLCLOSINGMARUBOZU)
Function
Closing Marubozu
Example
TALIB(CDLCLOSINGMARUBOZU)

CDLCONCEALBABYSWALL
TALIB(CDLCONCEALBABYSWALL)
Function
Concealing Baby Swallow
Example
TALIB(CDLCONCEALBABYSWALL)

CDLCOUNTERATTACK
TALIB(CDLCOUNTERATTACK)
Function
Counterattack
Example
TALIB(CDLCOUNTERATTACK)

CDLDARKCLOUDCOVER
TALIB(CDLDARKCLOUDCOVER, PENETRATION)
Function
Dark Cloud Cover

PENETRATION is the percentage of penetration of a candle within another candle
Example
TALIB(CDLDARKCLOUDCOVER, 0.5)

CDLDOJI
TALIB(CDLDOJI)
Function
Doji
Example
TALIB(CDLDOJI)

CDLDOJISTAR
TALIB(CDLDOJISTAR)
Function
Doji Star
Example
TALIB(CDLDOJISTAR)

CDLDRAGONFLYDOJI
TALIB(CDLDRAGONFLYDOJI)
Function
Dragonfly Doji
Example
TALIB(CDLDRAGONFLYDOJI)

CDLENGULFING
TALIB(CDLENGULFING)
Function
Engulfing Pattern
Example
TALIB(CDLENGULFING)

CDLEVENINGDOJISTAR
TALIB(CDLEVENINGDOJISTAR, PENETRATION)
Function
Evening Doji Star

PENETRATION is the percentage of penetration of a candle within another candle
Example
TALIB(CDLEVENINGDOJISTAR, 0.3)

CDLEVENINGSTAR
TALIB(CDLEVENINGSTAR, PENETRATION)
Function
Evening Star

PENETRATION is the percentage of penetration of a candle within another candle
Example
TALIB(CDLEVENINGSTAR, 0.3)

CDLGAPSIDESIDEWHITE
TALIB(CDLGAPSIDESIDEWHITE)
Function
Up/Down-Gap Side-By-Side White Lines
Example
TALIB(CDLGAPSIDESIDEWHITE)

CDLGRAVESTONEDOJI
TALIB(CDLGRAVESTONEDOJI)
Function
Gravestone Doji
Example
TALIB(CDLGRAVESTONEDOJI)

CDLHAMMER
TALIB(CDLHAMMER)
Function
Hammer
Example
TALIB(CDLHAMMER)

CDLHANGINGMAN
TALIB(CDLHANGINGMAN)
Function
Hanging Man
Example
TALIB(CDLHANGINGMAN)

CDLHARAMI
TALIB(CDLHARAMI)
Function
Harami Pattern
Example
TALIB(CDLHARAMI)

CDLHARAMICROSS TALIB(CDLHARAMICROSS)
Function
Harami Cross Pattern
Example
TALIB(CDLHARAMICROSS)

CDLHIGHWAVE
TALIB(CDLHIGHWAVE)
Function
High Wave Candle
Example
TALIB(CDLHIGHWAVE)

CDLHIKKAKE
TALIB(CDLHIKKAKE)
Function
Hikkake Pattern
Example
TALIB(CDLHIKKAKE)

CDLHIKKAKEMOD TALIB(CDLHIKKAKEMOD)
Function
Modified Hikkake Pattern
Example
TALIB(CDLHIKKAKEMOD)

CDLHOMINGPIGEON
TALIB(CDLHOMINGPIGEON)
Function
Homing Pigeon
Example
TALIB(CDLHOMINGPIGEON)

CDLIDENTICAL3CROWS
TALIB(CDLIDENTICAL3CROWS)
Function
Identical Three Crows
Example
TALIB(CDLIDENTICAL3CROWS)

CDLINNECK
TALIB(CDLINNECK)
Function
In-Neck Pattern
Example
TALIB(CDLINNECK)

CDLINVERTEDHAMMER
TALIB(CDLINVERTEDHAMMER)
Function
Inverted Hammer
Example
TALIB(CDLINVERTEDHAMMER)

CDLKICKING
TALIB(CDLKICKING)
Function
Kicking
Example
TALIB(CDLKICKING)

CDLKICKINGBYLENGTH TALIB(CDLKICKINGBYLENGTH)
Function
Kicking - Bull/Bear Determined By The Longer Marubozu
Example
TALIB(CDLKICKINGBYLENGTH)

CDLLADDERBOTTOM
TALIB(CDLLADDERBOTTOM)
Function
Ladder Bottom
Example
TALIB(CDLLADDERBOTTOM)

CDLLONGLEGGEDDOJI
TALIB(CDLLONGLEGGEDDOJI)
Function
Long Legged Doji
Example
TALIB(CDLLONGLEGGEDDOJI)

CDLLONGLINE
TALIB(CDLLONGLINE)
Function
Long Line Candle
Example
TALIB(CDLLONGLINE)

CDLMARUBOZU
TALIB(CDLMARUBOZU)
Function
Marubozu
Example
TALIB(CDLMARUBOZU)

CDLMATCHINGLOW
TALIB(CDLMATCHINGLOW)
Function
Matching Low
Example
TALIB(CDLMATCHINGLOW)

CDLMATHOLD
TALIB(CDLMATHOLD, PENETRATION)
Function
Mat Hold

PENETRATION is the percentage of penetration of a candle within another candle
Example
TALIB(CDLMATHOLD, 0.5)

CDLMORNINGDOJISTAR
TALIB(CDLMORNINGDOJISTAR, PENETARTION)
Function
Morning Doji Star

PENETRATION is the percentage of penetration of a candle within another candle
Example
TALIB(CDLMORNINGDOJISTAR, 0.3)

CDLMORNINGSTAR
TALIB(CDLMORNINGSTAR, PENETRATION)
Function
Morning Star

PENETRATION is the percentage of penetration of a candle within another candle
Example
TALIB(CDLMORNINGSTAR, 0.3)

CDLONNECK
TALIB(CDLONNECK)
Function
On-Neck Pattern
Example
TALIB(CDLONNECK)

CDLPIERCING
TALIB(CDLPIERCING)
Function
Piercing Pattern
Example
TALIB(CDLPIERCING)

CDLRICKSHAWMAN
TALIB(CDLRICKSHAWMAN)
Function
Rickshaw Man
Example
TALIB(CDLRICKSHAWMAN)

CDLRISEFALL3METHODS
TALIB(CDLRISEFALL3METHODS)
Function
Rising/Falling Three Methods
Example
TALIB(CDLRISEFALL3METHODS)

CDLSEPARATINGLINES
TALIB(CDLSEPARATINGLINES)
Function
Separating Lines
Example
TALIB(CDLSEPARATINGLINES)

CDLSHOOTINGSTAR
TALIB(CDLSHOOTINGSTAR)
Function
Shooting Star
Example
TALIB(CDLSHOOTINGSTAR)

CDLSHORTLINE
TALIB(CDLSHORTLINE)
Function
Short Line Candle
Example
TALIB(CDLSHORTLINE)

CDLSPINNINGTOP
TALIB(CDLSPINNINGTOP)
Function
Spinning Top
Example
TALIB(CDLSPINNINGTOP)

CDLSTALLEDPATTERN
TALIB(CDLSTALLEDPATTERN)
Function
Stalled Pattern
Example
TALIB(CDLSTALLEDPATTERN)

CDLSTICKSANDWICH
TALIB(CDLSTICKSANDWICH)
Function
Stick Sandwich
Example
TALIB(CDLSTICKSANDWICH)

CDLTAKURI
TALIB(CDLTAKURI)
Function
Takuri (Dragonfly Doji With Very Long Lower Shadow)
Example
TALIB(CDLTAKURI)

CDLTASUKIGAP
TALIB(CDLTASUKIGAP)
Function
Tasuki Gap
Example
TALIB(CDLTASUKIGAP)

CDLTHRUSTING
TALIB(CDLTHRUSTING)
Function
Thrusting Pattern
Example
TALIB(CDLTHRUSTING)

CDLTRISTAR
TALIB(CDLTRISTAR)
Function
Tristar Pattern
Example
TALIB(CDLTRISTAR)

CDLUNIQUE3RIVER
TALIB(CDLUNIQUE3RIVER)
Function
Unique Three River
Example
TALIB(CDLUNIQUE3RIVER)

CDLUPSIDEGAP2CROWS
TALIB(CDLUPSIDEGAP2CROWS)
Function
Upside Gap Two Crows
Example
TALIB(CDLUPSIDEGAP2CROWS)

CDLXSIDEGAP3METHODS
TALIB(CDLXSIDEGAP3METHODS)
Function
Upside/Downside Gap Three Methods
Example
TALIB(CDLXSIDEGAP3METHODS)

CMO
TALIB(CMO, INPUT_ARRAY, PERIOD)
Function
Chande Momentum Oscillator
Example
TALIB(CMO, Close, 14)

CORREL
TALIB(CORREL, INPUT_ARRAY, INPUT_ARRAY, PERIOD)
Function
Pearson Product Momentum Corr. Coef.
Example
TALIB(CORREL, Close, Close, 30)

DEMA
TALIB(DEMA, INPUT_ARRAY, PERIOD)
Function
Double Exponential Moving Average
Example
TALIB(DEMA, Close, 30)

DX
TALIB(DX, PERIOD)
Function
Directional Movement - Index
Example
TALIB(DX, 14)

EMA
TALIB(EMA, INPUT_ARRAY, PERIOD)
Function
Exponential Moving Average
Example
TALIB(EMA, Close, 14)

HT_DCPERIOD
TALIB(HT_DCPERIOD, INPUT_ARRAY)
Function
Hilbert Transform - Dominant Cycle Period
Example
TALIB(HT_DCPERIOD, Close)

HT_DCPHASE
TALIB(HT_DCPHASE, INPUT_ARRAY)
Function
Hilbert Transform - Dominant Cycle Phase
Example
TALIB(HT_DCPHASE, Close)

HT_PHASOR
TALIB(HT_PHASOR, INPUT_ARRAY)
Function
Hilbert Transform - In-Phase Indicator
Example
TALIB(HT_PHASOR, Close)

HT_SINE
TALIB(HT_SINE, INPUT_ARRAY)
Function
Hilbert Transform - Sinewave Indicator
Example
TALIB(HT_SINE, Close)

HT_TRENDLINE
TALIB(HT_TRENDLINE, INPUT_ARRAY)
Function
Hilbert Transform - Instataneous Trendline
Example
TALIB(HT_TRENDLINE, Close)

HT_TRENDMODE
TALIB(HT_TRENDMODE, INPUT_ARRAY)
Function
Hilbert Transform - Market Mode
Example
TALIB(HT_TRENDMODE, Close)

KAMA
TALIB(KAMA, INPUT_ARRAY, PERIOD)
Function
Kaufman's Adaptive Moving Average
Example
TALIB(KAMA, Close, 30)

LINEARREG
TALIB(LINEARREG, INPUT_ARRAY, PERIOD)
Function
Linear Regression
Example
TALIB(LINEARREG, Close, 14)

LINEARREG_ANGLE
TALIB(LINEARREG_ANGLE, INPUT_ARRAY, PERIOD)
Function
Linear Regression Angle
Example
TALIB(LINEARREG_ANGLE, Close, 14)

LINEARREG_INTERCEPT
TALIB(LINEARREG_INTERCEPT, INPUT_ARRAY, PERIOD)
Function
Linear Regression Intercept
Example
TALIB(LINEARREG_INTERCEPT, Close, 14)

LINEARREG_SLOPE
TALIB(LINEARREG_SLOPE, INPUT_ARRAY, PERIOD)
Function
Linear Regression Slope
Example
TALIB(LINEARREG_SLOPE, Close, 14)

MACD
TALIB(MACD, INPUT_ARRAY, FAST_PERIOD, SLOW_PERIOD, TRIGGER_PERIOD, PLOT)
Function
Moving Average Convergence Divergence

PLOT is an integer that specifies 1 of 3 plots available. Plot #1 is the MACD. Plot #2 is the trigger. Plot #3 is the oscillator.
Example
TALIB(MACDClose, 12, 26, 9, 1)

MACDEXT
TALIB(MACDEXT, INPUT_ARRAY, FAST_PERIOD, SLOW_PERIOD, TRIGGER_PERIOD, PLOT)
Function
Moving Average Convergence Divergence (Extended parameters)

PLOT is an integer that specifies 1 of 3 plots available. Plot #1 is the MACD. Plot #2 is the trigger. Plot #3 is the oscillator.
Example
TALIB(MACDEXT, Close, 12, 26, 9, 1)

MACDFIX
TALIB(MACDFIX, INPUT_ARRAY, TRIGGER_PERIOD, PLOT)
Function
Moving Average Convergence Divergence Fixed

PLOT is an integer that specifies 1 of 3 plots available. Plot #1 is the MACD. Plot #2 is the trigger. Plot #3 is the oscillator.
Example
TALIB(MACDFIX, Close, 9, 1)

MAMA
TALIB(MAMA, INPUT_ARRAY, FAST_LIMIT, SLOW_LIMIT)
Function
MESA Adaptive Moving Average
Example
TALIB(MAMA, Close, 0.5, 0.05)

MAX
TALIB(MAX, INPUT_ARRAY, PERIOD)
Function
Maximum
Example
TALIB(MAX, Close, 30)

MEDPRICE
TALIB(MEDPRICE)
Function
Median Price
Example
TALIB(MEDPRICE)

MFI
TALIB(MFI, PERIOD)
Function
Money Flow Index
Example
TALIB(MFI, 14)

MIDPOINT
TALIB(MIDPOINT, INPUT_ARRAY, PERIOD)
Function
Mid Point
Example
TALIB(MIDPOINT, Close, 14)

MIDPRICE
TALIB(MIDPRICE, PERIOD)
Function
Mid Price
Example
TALIB(MIDPRICE, 14)

MIN
TALIB(MIN, INPUT_ARRAY, PERIOD)
Function
Minumum
Example
TALIB(MIN, Close, 30)

MINUS_DI
TALIB(MINUS_DI, 14)
Function
Directional Indicator - (-DI)
Example
TALIB(MINUS_DI, 14)

MINUS_DM
TALIB(MINUS_DM, 14)
Function
Directional Movement - (-DM)
Example
TALIB(MINUS_DM, 14)

MOM
TALIB(MOM, INPUT_ARRAY, PERIOD)
Function
Momentum
Example
TALIB(MOM, Close, 14)

NATR
TALIB(NATR, PERIOD)
Function
Normalized Average True Range
Example
TALIB(NATR, 14)

OBV
TALIB(OBV, INPUT_ARRAY)
Function
On Balance Volume
Example
TALIB(OBV, Close)

PLUS_DI
TALIB(PLUS_DI, PERIOD)
Function
Directional Indicator - (+DI)
Example
TALIB(PLUS_DI, 14)

PLUS_DM
TALIB(PLUS_DM, PERIOD)
Function
Directional Movement - (+DM)
Example
TALIB(PLUS_DM, 14)

PPO
TALIB(PPO, INPUT_ARRAY, FAST_PERIOD, SLOW_PERIOD)
Function
Price Oscillator Percentage
Example
TALIB(PPO, Close, 12, 26)

ROC
TALIB(ROC, INPUT_ARRAY, PERIOD)
Function
Rate Of Change: ((price/prevprice)-1)*100
Example
TALIB(ROC, Close, 10)

ROCP
TALIB(ROCP, INPUT_ARRAY, PERIOD)
Function
Rate Of Change: (price-prevprice)/prevprice
Example
TALIB(ROCP, Close, 10)

ROCR
TALIB(ROCR, INPUT_ARRAY, PERIOD)
Function
Rate Of Change: (price/prevprice)
Example
TALIB(ROCR, Close, 10)

ROCR100
TALIB(ROCR100, INPUT_ARRAY, PERIOD)
Function
Rate Of Change: (price/prevprice)*100
Example
TALIB(ROCR100, Close, 10)

RSI
TALIB(RSI, INPUT_ARRAY, PERIOD)
Function
Relative Strength Index
Example
TALIB(RSI, Close, 14)

SAR
TALIB(SAR, ACCELERATION_FACTOR, AF_MAXIMUM)
Function
Parabolic SAR
Example
TALIB(SAR, 0.02, 0.2)

SAREXT
TALIB(SAREXT, START_VALUE, OFFSET_ON_REVERSE, AF_INIT_LONG, AF_LONG, AF_MAX_LONG, AF_INIT_SHORT, AF_SHORT, AF_MAX_SHORT)
Function
Parabolic SAR Extended
Example
TALIB(SAREXT, 0, 0, 0.02, 0.02, 0.2, 0.02, 0.02, 0.2)

SMA
TALIB(SMA, INPUT_ARRAY, PERIOD)
Function
Simple Moving Average
Example
TALIB(SMA, Close, 30)

STDDEV
TALIB(STDDEV, INPUT_ARRAY, PERIOD, DEVIATIONS)
Function
Standard Deviation
Example
TALIB(STDDEV, Close, 5, 1)

STOCH
TALIB(STOCH, FASTK_PERIOD, SLOWK_PERIOD, SLOWD_PERIOD)
Function
Stochastic Oscillator Slow
Example
TALIB(STOCH, 5, 3, 3)

STOCHF
TALIB(STOCHF, FASTK_PERIOD, FASTD_PERIOD)
Function
Stochastic Oscillator Fast
Example
TALIB(STOCHF, 5, 3)

STOCHRSI
TALIB(STOCHRSI, INPUT_ARRAY, PERIOD, FASTK_PERIOD, FASTD_PERIOD)
Function
Stochastic RSI
Example
TALIB(STOCHRSI, Close, 14, 5, 3)

T3
TALIB(T3, INPUT_ARRAY, PERIOD, VOLUME_FACTOR)
Function
T3
Example
TALIB(T3, Close, 5, 0.7)

TEMA
TALIB(TEMA, INPUT_ARRAY, PERIOD)
Function
Triple Exponential Moving Average
Example
TALIB(TEMA, Close, 30)

TRANGE
TALIB(TRANGE)
Function
True Range
Example
TALIB(TRANGE)

TRIMA
TALIB(TRIMA, INPUT_ARRAY, PERIOD)
Function
Triangular Moving Average
Example
TALIB(TRIMA, Close, 30)

TRIX
TALIB(TRIX, INPUT_ARRAY, PERIOD)
Function
TRIX
Example
TALIB(TRIX, Close, 30)

TSF
TALIB(TSF, INPUT_ARRAY, PERIOD)
Function
Time Series Forcast
Example
TALIB(TSF, Close, 14)

TYPPRICE
TALIB(TYPPRICE)
Function
Typical Price
Example
TALIB(TYPPRICE)

ULTOSC
TALIB(ULTOSC, SHORT_PERIOD, MEDIUM_PERIOD, LONG_PERIOD)
Function
Ultimate Oscillator
Example
TALIB(ULTOSC, 7, 14, 28)

VAR
TALIB(VAR, INPUT_ARRAY, PERIOD, DEVIATIONS)
Function
Variance
Example
TALIB(VAR, Close, 5, 1)

WCLPRICE
TALIB(WCLPRICE)
Function
Weighted Close
Example
TALIB(WCLPRICE)

WILLR
TALIB(WILLR, PERIOD)
Function
William's %R
Example
TALIB(WILLR, 14)

WMA
TALIB(WMA, INPUT_ARRAY, PERIOD)
Function
Weighted Moving Average
Example
TALIB(WMA, Close, 30)


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