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TA-Lib

Python wrapper for TA-Lib (https://ta-lib.org/).

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Momentum Indicator Functions

AC - Accelerator/Decelerator Oscillator

real = AC(high, low, fastperiod=5, slowperiod=34, signalperiod=5)

ADX - Average Directional Movement Index

NOTE: The ADX function has an unstable period.

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

ADXR - Average Directional Movement Index Rating

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

AO - Awesome Oscillator

real = AO(high, low, fastperiod=5, slowperiod=34)

APO - Absolute Price Oscillator

real = APO(close, fastperiod=12, slowperiod=26, matype=1)

AROON - Aroon

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

AROONOSC - Aroon Oscillator

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

BOP - Balance Of Power

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

CCI - Commodity Channel Index

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

CMO - Chande Momentum Oscillator

NOTE: The CMO function has an unstable period.

real = CMO(close, timeperiod=14)

CMOU - Chande Momentum Oscillator (Unsmoothed)

real = CMOU(close, timeperiod=14)

COPPOCK - Coppock Curve

real = COPPOCK(close, wmaperiod=10, roc1period=11, roc2period=14)

DPO - Detrended Price Oscillator

real = DPO(close, timeperiod=20)

DX - Directional Movement Index

NOTE: The DX function has an unstable period.

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

ER - Kaufman Efficiency Ratio

real = ER(close, timeperiod=10)

ERI - Elder Ray Index (Bull Power / Bear Power)

bullpower, bearpower = ERI(high, low, close, timeperiod=13)

FOSC - Forecast Oscillator

real = FOSC(close, timeperiod=5)

FRACTAL - Williams Fractal

swinghigh, swinglow = FRACTAL(high, low, leftbars=2, rightbars=2)

IMI - Intraday Momentum Index

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

KDJ - KDJ Stochastic

k, d, j = KDJ(high, low, close, fastk_period=9, slowk_period=3, slowk_matype=13, slowd_period=3, slowd_matype=13)

MACD - Moving Average Convergence/Divergence

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

MACDEXT - MACD with controllable MA type

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

MACDFIX - Moving Average Convergence/Divergence Fix 12/26

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

MFI - Money Flow Index

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

MINUS_DI - Minus Directional Indicator

NOTE: The MINUS_DI function has an unstable period.

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

MINUS_DM - Minus Directional Movement

NOTE: The MINUS_DM function has an unstable period.

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

MOM - Momentum

real = MOM(close, timeperiod=10)

PLUS_DI - Plus Directional Indicator

NOTE: The PLUS_DI function has an unstable period.

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

PLUS_DM - Plus Directional Movement

NOTE: The PLUS_DM function has an unstable period.

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

PPO - Percentage Price Oscillator

real = PPO(close, fastperiod=12, slowperiod=26, matype=1)

QSTICK - Qstick

real = QSTICK(open, close, timeperiod=10)

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

real = ROC(close, timeperiod=10)

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

real = ROCP(close, timeperiod=10)

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

real = ROCR(close, timeperiod=10)

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

real = ROCR100(close, timeperiod=10)

RSI - Relative Strength Index

NOTE: The RSI function has an unstable period.

real = RSI(close, timeperiod=14)

SMI - Stochastic Momentum Index

smi, smisignal = SMI(high, low, close, timeperiod=13, fastperiod=2, slowperiod=25, signalperiod=9)

STOCH - Stochastic

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

STOCHF - Stochastic Fast

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

STOCHRSI - Stochastic Relative Strength Index

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

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

real = TRIX(close, timeperiod=30)

TSI - True Strength Index

real = TSI(close, firstperiod=25, secondperiod=13)

ULTOSC - Ultimate Oscillator

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

VHF - Vertical Horizontal Filter

real = VHF(close, timeperiod=28)

VORTEX - Vortex Indicator

plusvi, minusvi = VORTEX(high, low, close, timeperiod=14)

WAD - Williams' Accumulation/Distribution

real = WAD(high, low, close)

WILLR - Williams' %R

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

Documentation Index All Function Groups