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

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