Talib
talib.CDL2CROWS
The talib.CDL2CROWS() function is used to calculate Two Crows (K-line pattern - Two Crows).
talib.CDL2CROWS(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL2CROWS(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL2CROWS(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL2CROWS(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDL2CROWS() function is described in the talib library documentation as: CDL2CROWS(Records[Open,High,Low,Close]) = Array(outInteger)
For calls in Python language, the parameter passing method is different and needs to be passed according to the above description: Records[Open,High,Low,Close].
For example, split a variable records (i.e., parameter inPriceOHLC, type Record structure array) into:
Open list: represented as records.Open in Python.
High list: represented as records.High in Python.
Low list: represented as records.Low in Python.
Close list: represented as records.Close in Python.
Calling method in Python strategy code:
talib.CDL2CROWS(records.Open, records.High, records.Low, records.Close)
The calling methods for other talib indicators are similar and will not be repeated.
talib.CDL3BLACKCROWS
The talib.CDL3BLACKCROWS() function is used to calculate Three Black Crows (K-line pattern - Three Black Crows).
talib.CDL3BLACKCROWS(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3BLACKCROWS(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3BLACKCROWS(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3BLACKCROWS(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDL3BLACKCROWS() function is described in the talib library documentation as: CDL3BLACKCROWS(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDL3INSIDE
The talib.CDL3INSIDE() function is used to calculate Three Inside Up/Down (Candlestick Pattern: Three Inside Up/Down).
talib.CDL3INSIDE(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3INSIDE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3INSIDE(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3INSIDE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDL3INSIDE() function is described in the talib library documentation as: CDL3INSIDE(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDL3LINESTRIKE
The talib.CDL3LINESTRIKE() function is used to calculate Three-Line Strike (Candlestick Pattern: Three-Line Strike).
talib.CDL3LINESTRIKE(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3LINESTRIKE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3LINESTRIKE(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3LINESTRIKE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDL3LINESTRIKE() function is described in the talib library documentation as: CDL3LINESTRIKE(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDL3OUTSIDE
The talib.CDL3OUTSIDE() function is used to calculate Three Outside Up/Down (Candlestick Pattern: Three Outside).
talib.CDL3OUTSIDE(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3OUTSIDE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3OUTSIDE(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3OUTSIDE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDL3OUTSIDE() function is described in the talib library documentation as: CDL3OUTSIDE(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDL3STARSINSOUTH
The talib.CDL3STARSINSOUTH() function is used to calculate Three Stars In The South (Candlestick Pattern: Three Stars In The South).
talib.CDL3STARSINSOUTH(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3STARSINSOUTH(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3STARSINSOUTH(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3STARSINSOUTH(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDL3STARSINSOUTH() function is described in the talib library documentation as: CDL3STARSINSOUTH(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDL3WHITESOLDIERS
The talib.CDL3WHITESOLDIERS() function is used to calculate Three Advancing White Soldiers (K-line pattern: Three White Soldiers).
talib.CDL3WHITESOLDIERS(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3WHITESOLDIERS(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3WHITESOLDIERS(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3WHITESOLDIERS(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDL3WHITESOLDIERS() function is described in the talib library documentation as: CDL3WHITESOLDIERS(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLABANDONEDBABY
The talib.CDLABANDONEDBABY() function is used to calculate Abandoned Baby (Candlestick Pattern: Abandoned Baby).
talib.CDLABANDONEDBABY(inPriceOHLC)
talib.CDLABANDONEDBABY(inPriceOHLC, optInPenetration)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLABANDONEDBABY(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLABANDONEDBABY(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLABANDONEDBABY(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
optInPenetration | number | No | The |
Remarks
The CDLABANDONEDBABY() function is described in the talib library documentation as: CDLABANDONEDBABY(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)
talib.CDLADVANCEBLOCK
The talib.CDLADVANCEBLOCK() function is used to calculate Advance Block (Candlestick Pattern: Advance Block).
talib.CDLADVANCEBLOCK(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLADVANCEBLOCK(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLADVANCEBLOCK(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLADVANCEBLOCK(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLADVANCEBLOCK() function is described in the talib library documentation as: CDLADVANCEBLOCK(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLBELTHOLD
The talib.CDLBELTHOLD() function is used to calculate Belt-hold (Candlestick Pattern: Belt-hold).
talib.CDLBELTHOLD(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLBELTHOLD(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLBELTHOLD(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLBELTHOLD(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLBELTHOLD() function is described in the talib library documentation as: CDLBELTHOLD(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLBREAKAWAY
The talib.CDLBREAKAWAY() function is used to calculate Breakaway (Candlestick Pattern: Breakaway Pattern).
talib.CDLBREAKAWAY(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLBREAKAWAY(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLBREAKAWAY(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLBREAKAWAY(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLBREAKAWAY() function is described in the talib library documentation as: CDLBREAKAWAY(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLCLOSINGMARUBOZU
The talib.CDLCLOSINGMARUBOZU() function is used to calculate the Closing Marubozu candlestick pattern.
talib.CDLCLOSINGMARUBOZU(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLCLOSINGMARUBOZU(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLCLOSINGMARUBOZU(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLCLOSINGMARUBOZU(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLCLOSINGMARUBOZU() function is described in the talib library documentation as: CDLCLOSINGMARUBOZU(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLCONCEALBABYSWALL
The talib.CDLCONCEALBABYSWALL() function is used to calculate Concealing Baby Swallow (Candlestick Pattern: Concealing Baby Swallow).
talib.CDLCONCEALBABYSWALL(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLCONCEALBABYSWALL(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLCONCEALBABYSWALL(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLCONCEALBABYSWALL(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLCONCEALBABYSWALL() function is described in the talib library documentation as: CDLCONCEALBABYSWALL(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLCOUNTERATTACK
The talib.CDLCOUNTERATTACK() function is used to calculate Counterattack Lines (K-Line Pattern: Counterattack).
talib.CDLCOUNTERATTACK(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLCOUNTERATTACK(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLCOUNTERATTACK(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLCOUNTERATTACK(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLCOUNTERATTACK() function is described in the talib library documentation as: CDLCOUNTERATTACK(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLDARKCLOUDCOVER
The talib.CDLDARKCLOUDCOVER() function is used to calculate Dark Cloud Cover candlestick pattern.
talib.CDLDARKCLOUDCOVER(inPriceOHLC)
talib.CDLDARKCLOUDCOVER(inPriceOHLC, optInPenetration)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLDARKCLOUDCOVER(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLDARKCLOUDCOVER(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLDARKCLOUDCOVER(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
optInPenetration | number | No | The |
Remarks
The CDLDARKCLOUDCOVER() function is described in the talib library documentation as: CDLDARKCLOUDCOVER(Records[Open,High,Low,Close],Penetration = 0.5) = Array(outInteger)
talib.CDLDOJI
The talib.CDLDOJI() function is used to calculate Doji (K-line pattern: Doji Star).
talib.CDLDOJI(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLDOJI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLDOJI(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLDOJI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLDOJI() function is described in the talib library documentation as: CDLDOJI(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLDOJISTAR
The talib.CDLDOJISTAR() function is used to calculate Doji Star (Candlestick Pattern: Doji Star).
talib.CDLDOJISTAR(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLDOJISTAR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLDOJISTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLDOJISTAR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLDOJISTAR() function is described in the talib library documentation as: CDLDOJISTAR(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLDRAGONFLYDOJI
The talib.CDLDRAGONFLYDOJI() function is used to calculate Dragonfly Doji (Candlestick Pattern: Dragonfly Doji).
talib.CDLDRAGONFLYDOJI(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLDRAGONFLYDOJI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLDRAGONFLYDOJI(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLDRAGONFLYDOJI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLDRAGONFLYDOJI() function is described in the talib library documentation as: CDLDRAGONFLYDOJI(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLENGULFING
The talib.CDLENGULFING() function is used to calculate Engulfing Pattern.
talib.CDLENGULFING(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLENGULFING(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLENGULFING(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLENGULFING(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLENGULFING() function is described in the talib library documentation as: CDLENGULFING(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLEVENINGDOJISTAR
The talib.CDLEVENINGDOJISTAR() function is used to calculate Evening Doji Star (K-line pattern: Evening Doji Star).
talib.CDLEVENINGDOJISTAR(inPriceOHLC)
talib.CDLEVENINGDOJISTAR(inPriceOHLC, optInPenetration)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLEVENINGDOJISTAR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLEVENINGDOJISTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLEVENINGDOJISTAR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
optInPenetration | number | No | The |
Remarks
The CDLEVENINGDOJISTAR() function is described in the talib library documentation as: CDLEVENINGDOJISTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)
talib.CDLEVENINGSTAR
The talib.CDLEVENINGSTAR() function is used to calculate the Evening Star candlestick pattern.
talib.CDLEVENINGSTAR(inPriceOHLC)
talib.CDLEVENINGSTAR(inPriceOHLC, optInPenetration)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLEVENINGSTAR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLEVENINGSTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLEVENINGSTAR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
optInPenetration | number | No | The |
Remarks
The CDLEVENINGSTAR() function is described in the talib library documentation as: CDLEVENINGSTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)
talib.CDLGAPSIDESIDEWHITE
The talib.CDLGAPSIDESIDEWHITE() function is used to calculate Up/Down-gap side-by-side white lines (K-line pattern: Up/Down-gap side-by-side white lines).
talib.CDLGAPSIDESIDEWHITE(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLGAPSIDESIDEWHITE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLGAPSIDESIDEWHITE(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLGAPSIDESIDEWHITE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLGAPSIDESIDEWHITE() function is described in the talib library documentation as: CDLGAPSIDESIDEWHITE(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLGRAVESTONEDOJI
The talib.CDLGRAVESTONEDOJI() function is used to calculate the Gravestone Doji candlestick pattern.
talib.CDLGRAVESTONEDOJI(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLGRAVESTONEDOJI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLGRAVESTONEDOJI(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLGRAVESTONEDOJI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLGRAVESTONEDOJI() function is described in the talib library documentation as: CDLGRAVESTONEDOJI(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLHAMMER
The talib.CDLHAMMER() function is used to calculate Hammer (Candlestick Pattern: Hammer).
talib.CDLHAMMER(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHAMMER(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHAMMER(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHAMMER(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLHAMMER() function is described in the talib library documentation as: CDLHAMMER(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLHANGINGMAN
The talib.CDLHANGINGMAN() function is used to calculate Hanging Man (Candlestick Pattern: Hanging Man).
talib.CDLHANGINGMAN(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHANGINGMAN(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHANGINGMAN(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHANGINGMAN(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLHANGINGMAN() function is described in the talib library documentation as: CDLHANGINGMAN(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLHARAMI
The talib.CDLHARAMI() function is used to calculate Harami Pattern (K-line chart: bullish/bearish pattern).
talib.CDLHARAMI(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHARAMI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHARAMI(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHARAMI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLHARAMI() function is described in the talib library documentation as: CDLHARAMI(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLHARAMICROSS
The talib.CDLHARAMICROSS() function is used to calculate Harami Cross Pattern (Candlestick Pattern: Harami Cross).
talib.CDLHARAMICROSS(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHARAMICROSS(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHARAMICROSS(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHARAMICROSS(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLHARAMICROSS() function is described in the talib library documentation as: CDLHARAMICROSS(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLHIGHWAVE
The talib.CDLHIGHWAVE() function is used to calculate High-Wave Candle (Candlestick Pattern: High Wave Candle).
talib.CDLHIGHWAVE(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHIGHWAVE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHIGHWAVE(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHIGHWAVE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLHIGHWAVE() function is described in the talib library documentation as: CDLHIGHWAVE(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLHIKKAKE
The talib.CDLHIKKAKE() function is used to calculate Hikkake Pattern (Candlestick: Trap Pattern).
talib.CDLHIKKAKE(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHIKKAKE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHIKKAKE(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHIKKAKE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLHIKKAKE() function is described in the talib library documentation as: CDLHIKKAKE(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLHIKKAKEMOD
The talib.CDLHIKKAKEMOD() function is used to calculate Modified Hikkake Pattern (Candlestick: Modified Hikkake Pattern).
talib.CDLHIKKAKEMOD(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHIKKAKEMOD(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHIKKAKEMOD(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHIKKAKEMOD(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLHIKKAKEMOD() function is described in the talib library documentation as: CDLHIKKAKEMOD(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLHOMINGPIGEON
The talib.CDLHOMINGPIGEON() function is used to calculate Homing Pigeon (Candlestick Pattern: Homing Pigeon).
talib.CDLHOMINGPIGEON(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHOMINGPIGEON(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHOMINGPIGEON(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHOMINGPIGEON(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLHOMINGPIGEON() function is described in the talib library documentation as: CDLHOMINGPIGEON(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLIDENTICAL3CROWS
The talib.CDLIDENTICAL3CROWS() function is used to calculate Identical Three Crows (Candlestick Pattern: Identical Three Crows).
talib.CDLIDENTICAL3CROWS(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLIDENTICAL3CROWS(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLIDENTICAL3CROWS(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLIDENTICAL3CROWS(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLIDENTICAL3CROWS() function is described in the talib library documentation as: CDLIDENTICAL3CROWS(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLINNECK
The talib.CDLINNECK() function is used to calculate In-Neck Pattern (Candlestick Chart: In-Neck Pattern).
talib.CDLINNECK(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLINNECK(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLINNECK(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLINNECK(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLINNECK() function is described in the talib library documentation as: CDLINNECK(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLINVERTEDHAMMER
The talib.CDLINVERTEDHAMMER() function is used to calculate Inverted Hammer (K-Line Pattern: Inverted Hammer).
talib.CDLINVERTEDHAMMER(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLINVERTEDHAMMER(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLINVERTEDHAMMER(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLINVERTEDHAMMER(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLINVERTEDHAMMER() function is described in the talib library documentation as: CDLINVERTEDHAMMER(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLKICKING
The talib.CDLKICKING() function is used to calculate Kicking (Candlestick Pattern: Kicking Pattern).
talib.CDLKICKING(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLKICKING(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLKICKING(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLKICKING(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLKICKING() function is described in the talib library documentation as: CDLKICKING(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLKICKINGBYLENGTH
The talib.CDLKICKINGBYLENGTH() function is used to calculate Kicking - bull/bear determined by the longer marubozu (K-line pattern: Kicking Bull/Bear).
talib.CDLKICKINGBYLENGTH(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLKICKINGBYLENGTH(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLKICKINGBYLENGTH(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLKICKINGBYLENGTH(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLKICKINGBYLENGTH() function is described in the talib library documentation as: CDLKICKINGBYLENGTH(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLLADDERBOTTOM
The talib.CDLLADDERBOTTOM() function is used to calculate Ladder Bottom (Candlestick Pattern: Ladder Bottom).
talib.CDLLADDERBOTTOM(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLLADDERBOTTOM(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLLADDERBOTTOM(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLLADDERBOTTOM(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLLADDERBOTTOM() function is described in the talib library documentation as: CDLLADDERBOTTOM(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLLONGLEGGEDDOJI
The talib.CDLLONGLEGGEDDOJI() function is used to calculate Long Legged Doji (Candlestick Pattern: Long Legged Doji).
talib.CDLLONGLEGGEDDOJI(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLLONGLEGGEDDOJI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLLONGLEGGEDDOJI(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLLONGLEGGEDDOJI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLLONGLEGGEDDOJI() function is described in the talib library documentation as: CDLLONGLEGGEDDOJI(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLLONGLINE
The talib.CDLLONGLINE() function is used to calculate Long Line Candle Pattern (Candlestick Chart: Long Line).
talib.CDLLONGLINE(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLLONGLINE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLLONGLINE(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLLONGLINE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLLONGLINE() function is described in the talib library documentation as: CDLLONGLINE(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLMARUBOZU
The talib.CDLMARUBOZU() function is used to calculate the Marubozu (Candlestick Pattern: Shaven Head and Bottom) pattern.
talib.CDLMARUBOZU(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLMARUBOZU(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLMARUBOZU(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLMARUBOZU(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLMARUBOZU() function is described in the talib library documentation as: CDLMARUBOZU(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLMATCHINGLOW
The talib.CDLMATCHINGLOW() function is used to calculate Matching Low (Candlestick Pattern: Matching Low).
talib.CDLMATCHINGLOW(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLMATCHINGLOW(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLMATCHINGLOW(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLMATCHINGLOW(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLMATCHINGLOW() function is described in the talib library documentation as: CDLMATCHINGLOW(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLMATHOLD
The talib.CDLMATHOLD() function is used to calculate Mat Hold (Candlestick Pattern: Mat Hold).
talib.CDLMATHOLD(inPriceOHLC)
talib.CDLMATHOLD(inPriceOHLC, optInPenetration)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLMATHOLD(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLMATHOLD(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLMATHOLD(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
optInPenetration | number | No | The |
Remarks
The CDLMATHOLD() function is described in the talib library documentation as: CDLMATHOLD(Records[Open,High,Low,Close],Penetration = 0.5) = Array(outInteger)
talib.CDLMORNINGDOJISTAR
The talib.CDLMORNINGDOJISTAR() function is used to calculate Morning Doji Star (Candlestick Pattern: Morning Doji Star).
talib.CDLMORNINGDOJISTAR(inPriceOHLC)
talib.CDLMORNINGDOJISTAR(inPriceOHLC, optInPenetration)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLMORNINGDOJISTAR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLMORNINGDOJISTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLMORNINGDOJISTAR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
optInPenetration | number | No | The |
Remarks
The CDLMORNINGDOJISTAR() function is described in the talib library documentation as: CDLMORNINGDOJISTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)
talib.CDLMORNINGSTAR
The talib.CDLMORNINGSTAR() function is used to calculate Morning Star (Candlestick Pattern: Morning Star).
talib.CDLMORNINGSTAR(inPriceOHLC)
talib.CDLMORNINGSTAR(inPriceOHLC, optInPenetration)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLMORNINGSTAR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLMORNINGSTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLMORNINGSTAR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
optInPenetration | number | No | The |
Remarks
The CDLMORNINGSTAR() function is described in the talib library documentation as: CDLMORNINGSTAR(Records[Open,High,Low,Close],Penetration=0.3) = Array(outInteger)
talib.CDLONNECK
The talib.CDLONNECK() function is used to calculate On-Neck Pattern (Candlestick Chart: On-Neck Pattern).
talib.CDLONNECK(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLONNECK(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLONNECK(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLONNECK(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLONNECK() function is described in the talib library documentation as: CDLONNECK(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLPIERCING
The talib.CDLPIERCING() function is used to calculate Piercing Pattern (Candlestick Pattern: Piercing Pattern).
talib.CDLPIERCING(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLPIERCING(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLPIERCING(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLPIERCING(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLPIERCING() function is described in the talib library documentation as: CDLPIERCING(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLRICKSHAWMAN
The talib.CDLRICKSHAWMAN() function is used to calculate Rickshaw Man (Candlestick Pattern: Rickshaw Man).
talib.CDLRICKSHAWMAN(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLRICKSHAWMAN(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLRICKSHAWMAN(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLRICKSHAWMAN(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLRICKSHAWMAN() function is described in the talib library documentation as: CDLRICKSHAWMAN(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLRISEFALL3METHODS
The talib.CDLRISEFALL3METHODS() function is used to calculate Rising/Falling Three Methods (Candlestick Pattern: Rising/Falling Three Methods).
talib.CDLRISEFALL3METHODS(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLRISEFALL3METHODS(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLRISEFALL3METHODS(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLRISEFALL3METHODS(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLRISEFALL3METHODS() function is described in the talib library documentation as: CDLRISEFALL3METHODS(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLSEPARATINGLINES
The talib.CDLSEPARATINGLINES() function is used to calculate Separating Lines Pattern (Candlestick Chart: Separating Lines).
talib.CDLSEPARATINGLINES(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSEPARATINGLINES(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSEPARATINGLINES(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSEPARATINGLINES(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLSEPARATINGLINES() function is described in the talib library documentation as: CDLSEPARATINGLINES(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLSHOOTINGSTAR
The talib.CDLSHOOTINGSTAR() function is used to calculate Shooting Star (Candlestick Pattern: Shooting Star).
talib.CDLSHOOTINGSTAR(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSHOOTINGSTAR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSHOOTINGSTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSHOOTINGSTAR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLSHOOTINGSTAR() function is described in the talib library documentation as: CDLSHOOTINGSTAR(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLSHORTLINE
The talib.CDLSHORTLINE() function is used to calculate Short Line Candle Pattern (K-Line: Short Line).
talib.CDLSHORTLINE(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSHORTLINE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSHORTLINE(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSHORTLINE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLSHORTLINE() function is described in the talib library documentation as: CDLSHORTLINE(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLSPINNINGTOP
The talib.CDLSPINNINGTOP() function is used to calculate Spinning Top (Candlestick Pattern: Spinning Top).
talib.CDLSPINNINGTOP(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSPINNINGTOP(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSPINNINGTOP(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSPINNINGTOP(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLSPINNINGTOP() function is described in the talib library documentation as: CDLSPINNINGTOP(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLSTALLEDPATTERN
The talib.CDLSTALLEDPATTERN() function is used to calculate Stalled Pattern (Candlestick Pattern: Stalled Pattern).
talib.CDLSTALLEDPATTERN(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSTALLEDPATTERN(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSTALLEDPATTERN(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSTALLEDPATTERN(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLSTALLEDPATTERN() function is described in the talib library documentation as: CDLSTALLEDPATTERN(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLSTICKSANDWICH
The talib.CDLSTICKSANDWICH() function is used to calculate Stick Sandwich (Candlestick Pattern: Stick Sandwich).
talib.CDLSTICKSANDWICH(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSTICKSANDWICH(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSTICKSANDWICH(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSTICKSANDWICH(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLSTICKSANDWICH() function is described in the talib library documentation as: CDLSTICKSANDWICH(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLTAKURI
The talib.CDLTAKURI() function is used to calculate Takuri (Dragonfly Doji with very long lower shadow) candlestick pattern.
talib.CDLTAKURI(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLTAKURI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLTAKURI(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLTAKURI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLTAKURI() function is described in the talib library documentation as: CDLTAKURI(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLTASUKIGAP
The talib.CDLTASUKIGAP() function is used to calculate Tasuki Gap (Candlestick Pattern: Tasuki Gap).
talib.CDLTASUKIGAP(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLTASUKIGAP(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLTASUKIGAP(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLTASUKIGAP(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLTASUKIGAP() function is described in the talib library documentation as: CDLTASUKIGAP(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLTHRUSTING
The talib.CDLTHRUSTING() function is used to calculate Thrusting Pattern (Candlestick Pattern: Thrusting Pattern).
talib.CDLTHRUSTING(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLTHRUSTING(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLTHRUSTING(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLTHRUSTING(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLTHRUSTING() function is described in the talib library documentation as: CDLTHRUSTING(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLTRISTAR
The talib.CDLTRISTAR() function is used to calculate Tristar Pattern (Candlestick Chart: Tristar Pattern).
talib.CDLTRISTAR(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLTRISTAR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLTRISTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLTRISTAR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLTRISTAR() function is described in the talib library documentation as: CDLTRISTAR(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLUNIQUE3RIVER
The talib.CDLUNIQUE3RIVER() function is used to calculate Unique 3 River (Candlestick Pattern: Unique Three River).
talib.CDLUNIQUE3RIVER(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLUNIQUE3RIVER(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLUNIQUE3RIVER(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLUNIQUE3RIVER(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLUNIQUE3RIVER() function is described in the talib library documentation as: CDLUNIQUE3RIVER(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLUPSIDEGAP2CROWS
The talib.CDLUPSIDEGAP2CROWS() function is used to calculate Upside Gap Two Crows (Candlestick Pattern: Two Crows).
talib.CDLUPSIDEGAP2CROWS(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLUPSIDEGAP2CROWS(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLUPSIDEGAP2CROWS(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLUPSIDEGAP2CROWS(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLUPSIDEGAP2CROWS() function is described in the talib library documentation as: CDLUPSIDEGAP2CROWS(Records[Open,High,Low,Close]) = Array(outInteger)
talib.CDLXSIDEGAP3METHODS
The talib.CDLXSIDEGAP3METHODS() function is used to calculate Upside/Downside Gap Three Methods (Candlestick Pattern Recognition).
talib.CDLXSIDEGAP3METHODS(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLXSIDEGAP3METHODS(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLXSIDEGAP3METHODS(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLXSIDEGAP3METHODS(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The CDLXSIDEGAP3METHODS() function is described in the talib library documentation as: CDLXSIDEGAP3METHODS(Records[Open,High,Low,Close]) = Array(outInteger)
talib.AD
The talib.AD() function is used to calculate the Chaikin A/D Line (Accumulation/Distribution Line indicator).
talib.AD(inPriceHLCV)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.AD(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.AD(records.High, records.Low, records.Close, records.Volume)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.AD(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLCV |
| Yes | The |
Remarks
The AD() function is described in the talib library documentation as: AD(Records[High,Low,Close,Volume]) = Array(outReal)
talib.ADOSC
The talib.ADOSC() function is used to calculate Chaikin A/D Oscillator.
talib.ADOSC(inPriceHLCV)
talib.ADOSC(inPriceHLCV, optInFastPeriod, optInSlowPeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.ADOSC(records, 3, 10)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.ADOSC(records.High, records.Low, records.Close, records.Volume, 3, 10)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ADOSC(records, 3, 10);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLCV |
| Yes | The |
optInFastPeriod | number | No | The |
optInSlowPeriod | number | No | The |
Remarks
The ADOSC() function is described in the talib library documentation as: ADOSC(Records[High,Low,Close,Volume],Fast Period = 3,Slow Period = 10) = Array(outReal)
talib.OBV
The talib.OBV() function is used to calculate On Balance Volume.
talib.OBV(inReal)
talib.OBV(inReal, inPriceV)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.OBV(records, records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.OBV(records.Close, records.Volume)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.OBV(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
inPriceV |
| No | The |
Remarks
The OBV() function is described in the talib library documentation as: OBV(Records[Close],Records[Volume]) = Array(outReal)
talib.ACOS
The talib.ACOS() function is used to calculate Vector Trigonometric ACos.
talib.ACOS(inReal)Examples
javascript
function main() {
var data = [-1, 0, 1]
var ret = talib.ACOS(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.ACOS(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.ACOS(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The ACOS() function is described in the talib library documentation as: ACOS(Records[Close]) = Array(outReal)
talib.ASIN
The talib.ASIN() function is used to calculate Vector Trigonometric ASin.
talib.ASIN(inReal)Examples
javascript
function main() {
var data = [-1, 0, 1]
var ret = talib.ASIN(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.ASIN(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.ASIN(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The ASIN() function is described in the talib library documentation as: ASIN(Records[Close]) = Array(outReal)
talib.ATAN
The talib.ATAN() function is used to calculate Vector Trigonometric ATan.
talib.ATAN(inReal)Examples
javascript
function main() {
var data = [-3.14/2, 0, 3.14/2]
var ret = talib.ATAN(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [-3.14/2, 0, 3.14/2]
ret = talib.ATAN(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {-3.14/2, 0, 3.14/2};
auto ret = talib.ATAN(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The ATAN() function is described in the talib library documentation as: ATAN(Records[Close]) = Array(outReal)
talib.CEIL
The talib.CEIL() function is used to calculate Vector Ceil.
talib.CEIL(inReal)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CEIL(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CEIL(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CEIL(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The CEIL() function is described in the talib library documentation as: CEIL(Records[Close]) = Array(outReal)
talib.COS
The talib.COS() function is used to calculate Vector Trigonometric Cos.
talib.COS(inReal)Examples
javascript
function main() {
var data = [-3.14, 0, 3.14]
var ret = talib.COS(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [-3.14, 0, 3.14]
ret = talib.COS(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {-3.14, 0, 3.14};
auto ret = talib.COS(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The COS() function is described in the talib library documentation as: COS(Records[Close]) = Array(outReal)
talib.COSH
The talib.COSH() function is used to calculate Vector Trigonometric Cosh.
talib.COSH(inReal)Examples
javascript
function main() {
var data = [-1, 0, 1]
var ret = talib.COSH(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.COSH(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.COSH(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The COSH() function is described in the talib library documentation as: COSH(Records[Close]) = Array(outReal)
talib.EXP
The talib.EXP() function is used to calculate Vector Arithmetic Exp.
talib.EXP(inReal)Examples
javascript
function main() {
var data = [0, 1, 2]
var ret = talib.EXP(data) // e^0, e^1, e^2
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [0, 1.0, 2.0]
ret = talib.EXP(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {0, 1.0, 2.0};
auto ret = talib.EXP(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The EXP() function is described in the talib library documentation as: EXP(Records[Close]) = Array(outReal)
talib.FLOOR
The talib.FLOOR() function is used to calculate Vector Floor.
talib.FLOOR(inReal)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.FLOOR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.FLOOR(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.FLOOR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The FLOOR() function is described in the talib library documentation as: FLOOR(Records[Close]) = Array(outReal)
talib.LN
The talib.LN() function is used to calculate Vector Log Natural.
talib.LN(inReal)Examples
javascript
function main() {
var data = [1, 2, 3]
var ret = talib.LN(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [1.0, 2.0, 3.0]
ret = talib.LN(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {1, 2, 3};
auto ret = talib.LN(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The LN() function is described in the talib library documentation as: LN(Records[Close]) = Array(outReal)
talib.LOG10
The talib.LOG10() function is used to calculate Vector Log10 (logarithm function).
talib.LOG10(inReal)Examples
javascript
function main() {
var data = [10, 100, 1000]
var ret = talib.LOG10(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [10.0, 100.0, 1000.0]
ret = talib.LOG10(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {10, 100, 1000};
auto ret = talib.LOG10(data);
Log(ret);
}Returns
| Type | Description |
array | The return value of the |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The LOG10() function is described in the talib library documentation as: LOG10(Records[Close]) = Array(outReal)
talib.SIN
The talib.SIN() function is used to calculate Vector Trigonometric Sin.
talib.SIN(inReal)Examples
javascript
function main() {
var data = [-3.14/2, 0, 3.14/2]
var ret = talib.SIN(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [-3.14/2, 0, 3.14/2]
ret = talib.SIN(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {-3.14/2, 0, 3.14/2};
auto ret = talib.SIN(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The SIN() function is described in the talib library documentation as: SIN(Records[Close]) = Array(outReal)
talib.SINH
The talib.SINH() function is used to calculate Vector Trigonometric Sinh.
talib.SINH(inReal)Examples
javascript
function main() {
var data = [-1, 0, 1]
var ret = talib.SINH(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.SINH(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.SINH(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The SINH() function is described in the talib library documentation as: SINH(Records[Close]) = Array(outReal)
talib.SQRT
The talib.SQRT() function is used to calculate Vector Square Root.
talib.SQRT(inReal)Examples
javascript
function main() {
var data = [4, 64, 100]
var ret = talib.SQRT(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [4.0, 64.0, 100.0]
ret = talib.SQRT(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {4, 64, 100};
auto ret = talib.SQRT(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The SQRT() function is described in the talib library documentation as: SQRT(Records[Close]) = Array(outReal)
talib.TAN
The talib.TAN() function is used to calculate Vector Trigonometric Tan.
talib.TAN(inReal)Examples
javascript
function main() {
var data = [-1, 0, 1]
var ret = talib.TAN(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.TAN(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.TAN(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The TAN() function is described in the talib library documentation as: TAN(Records[Close]) = Array(outReal)
talib.TANH
The talib.TANH() function is used to calculate Vector Trigonometric Tanh.
talib.TANH(inReal)Examples
javascript
function main() {
var data = [-1, 0, 1]
var ret = talib.TANH(data)
Log(ret)
}
python
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.TANH(np.array(data))
Log(ret)
c++
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.TANH(data);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The TANH() function is described in the talib library documentation as: TANH(Records[Close]) = Array(outReal)
talib.MAX
The talib.MAX() function is used to calculate the Highest value over a specified period.
talib.MAX(inReal)
talib.MAX(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MAX(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MAX(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MAX(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MAX() function is described in the talib library documentation as: MAX(Records[Close],Time Period = 30) = Array(outReal)
talib.MAXINDEX
The talib.MAXINDEX() function is used to calculate the Index of highest value over a specified period.
talib.MAXINDEX(inReal)
talib.MAXINDEX(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MAXINDEX(records, 5)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MAXINDEX(records.Close, 5)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MAXINDEX(records, 5);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MAXINDEX() function is described in the talib library documentation as: MAXINDEX(Records[Close],Time Period = 30) = Array(outInteger)
talib.MIN
The talib.MIN() function is used to calculate the Lowest value over a specified period.
talib.MIN(inReal)
talib.MIN(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MIN(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MIN(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MIN(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MIN() function is described in the talib library documentation as: MIN(Records[Close],Time Period = 30) = Array(outReal)
talib.MININDEX
The talib.MININDEX() function is used to calculate the Index of lowest value over a specified period.
talib.MININDEX(inReal)
talib.MININDEX(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MININDEX(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MININDEX(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MININDEX(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MININDEX() function is described in the talib library documentation as: MININDEX(Records[Close],Time Period = 30) = Array(outInteger)
talib.MINMAX
The talib.MINMAX() function is used to calculate the Lowest and highest values over a specified period.
talib.MINMAX(inReal)
talib.MINMAX(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MINMAX(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MINMAX(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MINMAX(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MINMAX() function is described in the talib library documentation as: MINMAX(Records[Close],Time Period = 30) = [Array(outMin),Array(outMax)]
talib.MINMAXINDEX
The talib.MINMAXINDEX() function is used to calculate Indexes of lowest and highest values over a specified period.
talib.MINMAXINDEX(inReal)
talib.MINMAXINDEX(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MINMAXINDEX(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MINMAXINDEX(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MINMAXINDEX(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MINMAXINDEX() function is described in the talib library documentation as: MINMAXINDEX(Records[Close],Time Period = 30) = [Array(outMinIdx),Array(outMaxIdx)]
talib.SUM
The talib.SUM() function is used to calculate Summation.
talib.SUM(inReal)
talib.SUM(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.SUM(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.SUM(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.SUM(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The SUM() function is described in the talib library documentation as: SUM(Records[Close],Time Period = 30) = Array(outReal)
talib.HT_DCPERIOD
The talib.HT_DCPERIOD() function is used to calculate Hilbert Transform - Dominant Cycle Period.
talib.HT_DCPERIOD(inReal)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_DCPERIOD(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_DCPERIOD(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_DCPERIOD(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The HT_DCPERIOD() function is described in the talib library documentation as: HT_DCPERIOD(Records[Close]) = Array(outReal)
talib.HT_DCPHASE
The talib.HT_DCPHASE() function is used to calculate the Hilbert Transform - Dominant Cycle Phase.
talib.HT_DCPHASE(inReal)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_DCPHASE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_DCPHASE(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_DCPHASE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The HT_DCPHASE() function is described in the talib library documentation as: HT_DCPHASE(Records[Close]) = Array(outReal)
talib.HT_PHASOR
The talib.HT_PHASOR() function is used to calculate Hilbert Transform - Phasor Components.
talib.HT_PHASOR(inReal)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_PHASOR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_PHASOR(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_PHASOR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The HT_PHASOR() function is described in the talib library documentation as: HT_PHASOR(Records[Close]) = [Array(outInPhase),Array(outQuadrature)]
talib.HT_SINE
The talib.HT_SINE() function is used to calculate Hilbert Transform - SineWave.
talib.HT_SINE(inReal)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_SINE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_SINE(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_SINE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The HT_SINE() function is described in the talib library documentation as: HT_SINE(Records[Close]) = [Array(outSine),Array(outLeadSine)]
talib.HT_TRENDMODE
The talib.HT_TRENDMODE() function is used to calculate Hilbert Transform - Trend vs Cycle Mode.
talib.HT_TRENDMODE(inReal)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_TRENDMODE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_TRENDMODE(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_TRENDMODE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The HT_TRENDMODE() function is described in the talib library documentation as: HT_TRENDMODE(Records[Close]) = Array(outInteger)
talib.ATR
The talib.ATR() function is used to calculate the Average True Range indicator.
talib.ATR(inPriceHLC)
talib.ATR(inPriceHLC, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.ATR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.ATR(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ATR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The ATR() function is described in the talib library documentation as: ATR(Records[High,Low,Close],Time Period = 14) = Array(outReal)
talib.NATR
The talib.NATR() function is used to calculate Normalized Average True Range.
talib.NATR(inPriceHLC)
talib.NATR(inPriceHLC, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.NATR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.NATR(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.NATR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The NATR() function is described in the talib library documentation as: NATR(Records[High,Low,Close],Time Period = 14) = Array(outReal)
talib.TRANGE
The talib.TRANGE() function is used to calculate the True Range indicator.
talib.TRANGE(inPriceHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.TRANGE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.TRANGE(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TRANGE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
Remarks
The TRANGE() function is described in the talib library documentation as: TRANGE(Records[High,Low,Close]) = Array(outReal)
talib.BBANDS
The talib.BBANDS() function is used to calculate Bollinger Bands.
talib.BBANDS(inReal)
talib.BBANDS(inReal, optInTimePeriod)
talib.BBANDS(inReal, optInTimePeriod, optInNbDevUp)
talib.BBANDS(inReal, optInTimePeriod, optInNbDevUp, optInNbDevDn)
talib.BBANDS(inReal, optInTimePeriod, optInNbDevUp, optInNbDevDn, optInMAType)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.BBANDS(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.BBANDS(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.BBANDS(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
optInNbDevUp | number | No | The |
optInNbDevDn | number | No | The |
optInMAType | number | No | The |
Remarks
The BBANDS() function is described in the talib library documentation as: BBANDS(Records[Close],Time Period = 5,Deviations up = 2,Deviations down = 2,MA Type = 0) = [Array(outRealUpperBand),Array(outRealMiddleBand),Array(outRealLowerBand)]
talib.DEMA
The talib.DEMA() function is used to calculate Double Exponential Moving Average.
talib.DEMA(inReal)
talib.DEMA(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.DEMA(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.DEMA(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.DEMA(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The DEMA() function is described in the talib library documentation as: DEMA(Records[Close],Time Period = 30) = Array(outReal)
talib.EMA
The talib.EMA() function is used to calculate Exponential Moving Average.
talib.EMA(inReal)
talib.EMA(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.EMA(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.EMA(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.EMA(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The EMA() function is described in the talib library documentation as: EMA(Records[Close],Time Period = 30) = Array(outReal)
talib.HT_TRENDLINE
The talib.HT_TRENDLINE() function is used to calculate Hilbert Transform - Instantaneous Trendline.
talib.HT_TRENDLINE(inReal)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_TRENDLINE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_TRENDLINE(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_TRENDLINE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
Remarks
The HT_TRENDLINE() function is described in the talib library documentation as: HT_TRENDLINE(Records[Close]) = Array(outReal)
talib.KAMA
The talib.KAMA() function is used to calculate Kaufman Adaptive Moving Average.
talib.KAMA(inReal)
talib.KAMA(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.KAMA(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.KAMA(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.KAMA(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The KAMA() function is described in the talib library documentation as: KAMA(Records[Close],Time Period = 30) = Array(outReal)
talib.MA
The talib.MA() function is used to calculate Moving average.
talib.MA(inReal)
talib.MA(inReal, optInTimePeriod)
talib.MA(inReal, optInTimePeriod, optInMAType)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MA(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MA(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MA(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
optInMAType | number | No | The |
Remarks
The MA() function is described in the talib library documentation as: MA(Records[Close],Time Period = 30,MA Type = 0) = Array(outReal)
talib.MAMA
The talib.MAMA() function is used to calculate the MESA Adaptive Moving Average.
talib.MAMA(inReal)
talib.MAMA(inReal, optInFastLimit)
talib.MAMA(inReal, optInFastLimit, optInSlowLimit)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MAMA(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MAMA(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MAMA(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInFastLimit | number | No | The |
optInSlowLimit | number | No | The |
Remarks
The MAMA() function is described in the talib library documentation as: MAMA(Records[Close],Fast Limit = 0.5,Slow Limit = 0.05) = [Array(outMAMA),Array(outFAMA)]
talib.MIDPOINT
The talib.MIDPOINT() function is used to calculate MidPoint over period.
talib.MIDPOINT(inReal)
talib.MIDPOINT(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MIDPOINT(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MIDPOINT(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MIDPOINT(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MIDPOINT() function is described in the talib library documentation as: MIDPOINT(Records[Close],Time Period = 14) = Array(outReal)
talib.MIDPRICE
The talib.MIDPRICE() function is used to calculate Midpoint Price over period.
talib.MIDPRICE(inPriceHL)
talib.MIDPRICE(inPriceHL, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MIDPRICE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MIDPRICE(records.High, records.Low)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MIDPRICE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHL |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MIDPRICE() function is described in the talib library documentation as: MIDPRICE(Records[High,Low],Time Period = 14) = Array(outReal)
talib.SAR
The talib.SAR() function is used to calculate the Parabolic SAR (Stop and Reverse) indicator.
talib.SAR(inPriceHL)
talib.SAR(inPriceHL, optInAcceleration)
talib.SAR(inPriceHL, optInAcceleration, optInMaximum)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.SAR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.SAR(records.High, records.Low)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.SAR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHL |
| Yes | The |
optInAcceleration | number | No | The |
optInMaximum | number | No | The |
Remarks
The SAR() function is described in the talib library documentation as: SAR(Records[High,Low],Acceleration Factor = 0.02,AF Maximum = 0.2) = Array(outReal)
talib.SAREXT
The talib.SAREXT() function is used to calculate Parabolic SAR - Extended.
talib.SAREXT(inPriceHL)
talib.SAREXT(inPriceHL, optInStartValue)
talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse)
talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong)
talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong)
talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong)
talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong, optInAccelerationInitShort)
talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong, optInAccelerationInitShort, optInAccelerationShort)
talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong, optInAccelerationInitShort, optInAccelerationShort, optInAccelerationMaxShort)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.SAREXT(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.SAREXT(records.High, records.Low)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.SAREXT(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHL |
| Yes | The |
optInStartValue | number | No | The |
optInOffsetOnReverse | number | No | The |
optInAccelerationInitLong | number | No | The |
optInAccelerationLong | number | No | The |
optInAccelerationMaxLong | number | No | The |
optInAccelerationInitShort | number | No | The |
optInAccelerationShort | number | No | The |
optInAccelerationMaxShort | number | No | The |
Remarks
The SAREXT() function is described in the talib library documentation as: SAREXT(Records[High,Low],Start Value = 0,Offset on Reverse = 0,AF Init Long = 0.02,AF Long = 0.02,AF Max Long = 0.2,AF Init Short = 0.02,AF Short = 0.02,AF Max Short = 0.2) = Array(outReal)
talib.SMA
The talib.SMA() function is used to calculate Simple Moving Average.
talib.SMA(inReal)
talib.SMA(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.SMA(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.SMA(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.SMA(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The SMA() function is described in the talib library documentation as: SMA(Records[Close],Time Period = 30) = Array(outReal)
talib.T3
The talib.T3() function is used to calculate Triple Exponential Moving Average (T3).
talib.T3(inReal)
talib.T3(inReal, optInTimePeriod)
talib.T3(inReal, optInTimePeriod, optInVFactor)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.T3(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.T3(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.T3(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
optInVFactor | number | No | The |
Remarks
The T3() function is described in the talib library documentation as: T3(Records[Close],Time Period = 5,Volume Factor = 0.7) = Array(outReal)
talib.TEMA
The talib.TEMA() function is used to calculate Triple Exponential Moving Average.
talib.TEMA(inReal)
talib.TEMA(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.TEMA(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.TEMA(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TEMA(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The TEMA() function is described in the talib library documentation as: TEMA(Records[Close],Time Period = 30) = Array(outReal)
talib.TRIMA
The talib.TRIMA() function is used to calculate Triangular Moving Average.
talib.TRIMA(inReal)
talib.TRIMA(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.TRIMA(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.TRIMA(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TRIMA(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The TRIMA() function is described in the talib library documentation as: TRIMA(Records[Close],Time Period = 30) = Array(outReal)
talib.WMA
The talib.WMA() function is used to calculate Weighted Moving Average.
talib.WMA(inReal)
talib.WMA(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.WMA(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.WMA(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.WMA(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The WMA() function is described in the talib library documentation as: WMA(Records[Close],Time Period = 30) = Array(outReal)
talib.LINEARREG
The talib.LINEARREG() function is used to calculate the Linear Regression indicator.
talib.LINEARREG(inReal)
talib.LINEARREG(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.LINEARREG(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.LINEARREG(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.LINEARREG(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The LINEARREG() function is described in the talib library documentation as: LINEARREG(Records[Close],Time Period = 14) = Array(outReal)
talib.LINEARREG_ANGLE
The talib.LINEARREG_ANGLE() function is used to calculate Linear Regression Angle.
talib.LINEARREG_ANGLE(inReal)
talib.LINEARREG_ANGLE(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.LINEARREG_ANGLE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.LINEARREG_ANGLE(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.LINEARREG_ANGLE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The LINEARREG_ANGLE() function is described in the talib library documentation as: LINEARREG_ANGLE(Records[Close],Time Period = 14) = Array(outReal)
talib.LINEARREG_INTERCEPT
The talib.LINEARREG_INTERCEPT() function is used to calculate the Linear Regression Intercept.
talib.LINEARREG_INTERCEPT(inReal)
talib.LINEARREG_INTERCEPT(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.LINEARREG_INTERCEPT(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.LINEARREG_INTERCEPT(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.LINEARREG_INTERCEPT(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The LINEARREG_INTERCEPT() function is described in the talib library documentation as: LINEARREG_INTERCEPT(Records[Close],Time Period = 14) = Array(outReal)
talib.LINEARREG_SLOPE
The talib.LINEARREG_SLOPE() function is used to calculate Linear Regression Slope.
talib.LINEARREG_SLOPE(inReal)
talib.LINEARREG_SLOPE(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.LINEARREG_SLOPE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.LINEARREG_SLOPE(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.LINEARREG_SLOPE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The LINEARREG_SLOPE() function is described in the talib library documentation as: LINEARREG_SLOPE(Records[Close],Time Period = 14) = Array(outReal)
talib.STDDEV
The talib.STDDEV() function is used to calculate Standard Deviation.
talib.STDDEV(inReal)
talib.STDDEV(inReal, optInTimePeriod)
talib.STDDEV(inReal, optInTimePeriod, optInNbDev)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.STDDEV(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.STDDEV(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.STDDEV(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
optInNbDev | number | No | The |
Remarks
The STDDEV() function is described in the talib library documentation as: STDDEV(Records[Close],Time Period = 5,Deviations = 1) = Array(outReal)
talib.TSF
The talib.TSF() function is used to calculate Time Series Forecast.
talib.TSF(inReal)
talib.TSF(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.TSF(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.TSF(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TSF(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The TSF() function is described in the talib library documentation as: TSF(Records[Close],Time Period = 14) = Array(outReal)
talib.VAR
The talib.VAR() function is used to calculate Variance.
talib.VAR(inReal)
talib.VAR(inReal, optInTimePeriod)
talib.VAR(inReal, optInTimePeriod, optInNbDev)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.VAR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.VAR(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.VAR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
optInNbDev | number | No | The |
Remarks
The VAR() function is described in the talib library documentation as: VAR(Records[Close],Time Period = 5,Deviations = 1) = Array(outReal)
talib.ADX
The talib.ADX() function is used to calculate the Average Directional Movement Index.
talib.ADX(inPriceHLC)
talib.ADX(inPriceHLC, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.ADX(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.ADX(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ADX(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The ADX() function is described in the talib library documentation as: ADX(Records[High,Low,Close],Time Period = 14) = Array(outReal)
talib.ADXR
The talib.ADXR() function is used to calculate the Average Directional Movement Index Rating.
talib.ADXR(inPriceHLC)
talib.ADXR(inPriceHLC, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.ADXR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.ADXR(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ADXR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The ADXR() function is described in the talib library documentation as: ADXR(Records[High,Low,Close],Time Period = 14) = Array(outReal)
talib.APO
The talib.APO() function is used to calculate Absolute Price Oscillator.
talib.APO(inReal)
talib.APO(inReal, optInFastPeriod)
talib.APO(inReal, optInFastPeriod, optInSlowPeriod)
talib.APO(inReal, optInFastPeriod, optInSlowPeriod, optInMAType)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.APO(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.APO(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.APO(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInFastPeriod | number | No | The |
optInSlowPeriod | number | No | The |
optInMAType | number | No | The |
Remarks
The APO() function is described in the talib library documentation as: APO(Records[Close],Fast Period = 12,Slow Period = 26,MA Type = 0) = Array(outReal)
talib.AROON
The talib.AROON() function is used to calculate Aroon (Aroon Indicator).
talib.AROON(inPriceHL)
talib.AROON(inPriceHL, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.AROON(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.AROON(records.High, records.Low)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.AROON(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHL |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The AROON() function is described in the talib library documentation as: AROON(Records[High,Low],Time Period = 14) = [Array(outAroonDown),Array(outAroonUp)]
talib.AROONOSC
The talib.AROONOSC() function is used to calculate the Aroon Oscillator.
talib.AROONOSC(inPriceHL)
talib.AROONOSC(inPriceHL, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.AROONOSC(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.AROONOSC(records.High, records.Low)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.AROONOSC(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHL |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The AROONOSC() function is described in the talib library documentation as: AROONOSC(Records[High,Low],Time Period = 14) = Array(outReal)
talib.BOP
The talib.BOP() function is used to calculate Balance Of Power.
talib.BOP(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.BOP(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.BOP(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.BOP(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The BOP() function is described in the talib library documentation as: BOP(Records[Open,High,Low,Close]) = Array(outReal)
talib.CCI
The talib.CCI() function is used to calculate the Commodity Channel Index.
talib.CCI(inPriceHLC)
talib.CCI(inPriceHLC, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CCI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CCI(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CCI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The CCI() function is described in the talib library documentation as: CCI(Records[High,Low,Close],Time Period = 14) = Array(outReal)
talib.CMO
The talib.CMO() function is used to calculate the Chande Momentum Oscillator.
talib.CMO(inReal)
talib.CMO(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.CMO(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.CMO(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CMO(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The CMO() function is described in the talib library documentation as: CMO(Records[Close],Time Period = 14) = Array(outReal)
talib.DX
The talib.DX() function is used to calculate the Directional Movement Index.
talib.DX(inPriceHLC)
talib.DX(inPriceHLC, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.DX(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.DX(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.DX(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The DX() function is described in the talib library documentation as: DX(Records[High,Low,Close],Time Period = 14) = Array(outReal)
talib.MACD
The talib.MACD() function is used to calculate Moving Average Convergence/Divergence.
talib.MACD(inReal)
talib.MACD(inReal, optInFastPeriod)
talib.MACD(inReal, optInFastPeriod, optInSlowPeriod)
talib.MACD(inReal, optInFastPeriod, optInSlowPeriod, optInSignalPeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MACD(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MACD(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MACD(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInFastPeriod | number | No | The |
optInSlowPeriod | number | No | The |
optInSignalPeriod | number | No | The |
Remarks
The MACD() function is described in the talib library documentation as: MACD(Records[Close],Fast Period = 12,Slow Period = 26,Signal Period = 9) = [Array(outMACD),Array(outMACDSignal),Array(outMACDHist)]
talib.MACDEXT
The talib.MACDEXT() function is used to calculate MACD with controllable MA type.
talib.MACDEXT(inReal)
talib.MACDEXT(inReal, optInFastPeriod)
talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType)
talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod)
talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod, optInSlowMAType)
talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod, optInSlowMAType, optInSignalPeriod)
talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod, optInSlowMAType, optInSignalPeriod, optInSignalMAType)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MACDEXT(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MACDEXT(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MACDEXT(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInFastPeriod | number | No | The |
optInFastMAType | number | No | The |
optInSlowPeriod | number | No | The |
optInSlowMAType | number | No | The |
optInSignalPeriod | number | No | The |
optInSignalMAType | number | No | The |
Remarks
The MACDEXT() function is described in the talib library documentation as: MACDEXT(Records[Close],Fast Period = 12,Fast MA = 0,Slow Period = 26,Slow MA = 0,Signal Period = 9,Signal MA = 0) = [Array(outMACD),Array(outMACDSignal),Array(outMACDHist)]
talib.MACDFIX
The talib.MACDFIX() function is used to calculate Moving Average Convergence/Divergence Fix 12/26.
talib.MACDFIX(inReal)
talib.MACDFIX(inReal, optInSignalPeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MACDFIX(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MACDFIX(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MACDFIX(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInSignalPeriod | number | No | The |
Remarks
The MACDFIX() function is described in the talib library documentation as: MACDFIX(Records[Close],Signal Period = 9) = [Array(outMACD),Array(outMACDSignal),Array(outMACDHist)]
talib.MFI
The talib.MFI() function is used to calculate Money Flow Index.
talib.MFI(inPriceHLCV)
talib.MFI(inPriceHLCV, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MFI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MFI(records.High, records.Low, records.Close, records.Volume)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MFI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLCV |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MFI() function is described in the talib library documentation as: MFI(Records[High,Low,Close,Volume],Time Period = 14) = Array(outReal)
talib.MINUS_DI
The talib.MINUS_DI() function is used to calculate the Minus Directional Indicator.
talib.MINUS_DI(inPriceHLC)
talib.MINUS_DI(inPriceHLC, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MINUS_DI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MINUS_DI(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MINUS_DI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MINUS_DI() function is described in the talib library documentation as: MINUS_DI(Records[High,Low,Close],Time Period = 14) = Array(outReal)
talib.MINUS_DM
The talib.MINUS_DM() function is used to calculate Minus Directional Movement.
talib.MINUS_DM(inPriceHL)
talib.MINUS_DM(inPriceHL, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MINUS_DM(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MINUS_DM(records.High, records.Low)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MINUS_DM(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHL |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MINUS_DM() function is described in the talib library documentation as: MINUS_DM(Records[High,Low],Time Period = 14) = Array(outReal)
talib.MOM
The talib.MOM() function is used to calculate Momentum (Momentum Indicator).
talib.MOM(inReal)
talib.MOM(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MOM(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MOM(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MOM(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The MOM() function is described in the talib library documentation as: MOM(Records[Close],Time Period = 10) = Array(outReal)
talib.PLUS_DI
The talib.PLUS_DI() function is used to calculate the Plus Directional Indicator.
talib.PLUS_DI(inPriceHLC)
talib.PLUS_DI(inPriceHLC, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.PLUS_DI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.PLUS_DI(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.PLUS_DI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The PLUS_DI() function is described in the talib library documentation as: PLUS_DI(Records[High,Low,Close],Time Period = 14) = Array(outReal)
talib.PLUS_DM
The talib.PLUS_DM() function is used to calculate Plus Directional Movement.
talib.PLUS_DM(inPriceHL)
talib.PLUS_DM(inPriceHL, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.PLUS_DM(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.PLUS_DM(records.High, records.Low)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.PLUS_DM(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHL |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The PLUS_DM() function is described in the talib library documentation as: PLUS_DM(Records[High,Low],Time Period = 14) = Array(outReal)
talib.PPO
The talib.PPO() function is used to calculate Percentage Price Oscillator.
talib.PPO(inReal)
talib.PPO(inReal, optInFastPeriod)
talib.PPO(inReal, optInFastPeriod, optInSlowPeriod)
talib.PPO(inReal, optInFastPeriod, optInSlowPeriod, optInMAType)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.PPO(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.PPO(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.PPO(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInFastPeriod | number | No | The |
optInSlowPeriod | number | No | The |
optInMAType | number | No | The |
Remarks
The PPO() function is described in the talib library documentation as: PPO(Records[Close],Fast Period = 12,Slow Period = 26,MA Type = 0) = Array(outReal)
talib.ROC
The talib.ROC() function is used to calculate the *Rate of Change indicator: ((price/prevPrice)-1)100.
talib.ROC(inReal)
talib.ROC(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.ROC(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.ROC(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ROC(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The ROC() function is described in the talib library documentation as: ROC(Records[Close],Time Period = 10) = Array(outReal)
talib.ROCP
The talib.ROCP() function is used to calculate Rate of change Percentage: (price-prevPrice)/prevPrice.
talib.ROCP(inReal)
talib.ROCP(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.ROCP(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.ROCP(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ROCP(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The ROCP() function is described in the talib library documentation as: ROCP(Records[Close],Time Period = 10) = Array(outReal)
talib.ROCR
The talib.ROCR() function is used to calculate Rate of change ratio: (price/prevPrice).
talib.ROCR(inReal)
talib.ROCR(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.ROCR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.ROCR(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ROCR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The ROCR() function is described in the talib library documentation as: ROCR(Records[Close],Time Period = 10) = Array(outReal)
talib.ROCR100
The talib.ROCR100() function is used to calculate *Rate of change ratio 100 scale: (price/prevPrice)100.
talib.ROCR100(inReal)
talib.ROCR100(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.ROCR100(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.ROCR100(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ROCR100(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The ROCR100() function is described in the talib library documentation as: ROCR100(Records[Close],Time Period = 10) = Array(outReal)
talib.RSI
The talib.RSI() function is used to calculate the Relative Strength Index.
talib.RSI(inReal)
talib.RSI(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.RSI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.RSI(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.RSI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The RSI() function is described in the talib library documentation as: RSI(Records[Close],Time Period = 14) = Array(outReal)
talib.STOCH
The talib.STOCH() function is used to calculate the Stochastic Oscillator (STOCH indicator).
talib.STOCH(inPriceHLC)
talib.STOCH(inPriceHLC, optInFastK_Period)
talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period)
talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period, optInSlowK_MAType)
talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period, optInSlowK_MAType, optInSlowD_Period)
talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period, optInSlowK_MAType, optInSlowD_Period, optInSlowD_MAType)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.STOCH(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.STOCH(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.STOCH(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInFastK_Period | number | No | The |
optInSlowK_Period | number | No | The |
optInSlowK_MAType | number | No | The |
optInSlowD_Period | number | No | The |
optInSlowD_MAType | number | No | The |
Remarks
The STOCH() function is described in the talib library documentation as: STOCH(Records[High,Low,Close],Fast-K Period = 5,Slow-K Period = 3,Slow-K MA = 0,Slow-D Period = 3,Slow-D MA = 0) = [Array(outSlowK),Array(outSlowD)]
talib.STOCHF
The talib.STOCHF() function is used to calculate Stochastic Fast.
talib.STOCHF(inPriceHLC)
talib.STOCHF(inPriceHLC, optInFastK_Period)
talib.STOCHF(inPriceHLC, optInFastK_Period, optInFastD_Period)
talib.STOCHF(inPriceHLC, optInFastK_Period, optInFastD_Period, optInFastD_MAType)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.STOCHF(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.STOCHF(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.STOCHF(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInFastK_Period | number | No | The |
optInFastD_Period | number | No | The |
optInFastD_MAType | number | No | The |
Remarks
The STOCHF() function is described in the talib library documentation as: STOCHF(Records[High,Low,Close],Fast-K Period = 5,Fast-D Period = 3,Fast-D MA = 0) = [Array(outFastK),Array(outFastD)]
talib.STOCHRSI
The talib.STOCHRSI() function is used to calculate the Stochastic Relative Strength Index.
talib.STOCHRSI(inReal)
talib.STOCHRSI(inReal, optInTimePeriod)
talib.STOCHRSI(inReal, optInTimePeriod, optInFastK_Period)
talib.STOCHRSI(inReal, optInTimePeriod, optInFastK_Period, optInFastD_Period)
talib.STOCHRSI(inReal, optInTimePeriod, optInFastK_Period, optInFastD_Period, optInFastD_MAType)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.STOCHRSI(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.STOCHRSI(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.STOCHRSI(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
optInFastK_Period | number | No | The |
optInFastD_Period | number | No | The |
optInFastD_MAType | number | No | The |
Remarks
The STOCHRSI() function is described in the talib library documentation as: STOCHRSI(Records[Close],Time Period = 14,Fast-K Period = 5,Fast-D Period = 3,Fast-D MA = 0) = [Array(outFastK),Array(outFastD)]
talib.TRIX
The talib.TRIX() function is used to calculate 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA.
talib.TRIX(inReal)
talib.TRIX(inReal, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.TRIX(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.TRIX(records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TRIX(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inReal |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The TRIX() function is described in the talib library documentation as: TRIX(Records[Close],Time Period = 30) = Array(outReal)
talib.ULTOSC
The talib.ULTOSC() function is used to calculate the Ultimate Oscillator.
talib.ULTOSC(inPriceHLC)
talib.ULTOSC(inPriceHLC, optInTimePeriod1)
talib.ULTOSC(inPriceHLC, optInTimePeriod1, optInTimePeriod2)
talib.ULTOSC(inPriceHLC, optInTimePeriod1, optInTimePeriod2, optInTimePeriod3)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.ULTOSC(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.ULTOSC(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ULTOSC(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInTimePeriod1 | number | No | The |
optInTimePeriod2 | number | No | The |
optInTimePeriod3 | number | No | The |
Remarks
The ULTOSC() function is described in the talib library documentation as: ULTOSC(Records[High,Low,Close],First Period = 7,Second Period = 14,Third Period = 28) = Array(outReal)
talib.WILLR
The talib.WILLR() function is used to calculate Williams' %R (Williams Percent Range).
talib.WILLR(inPriceHLC)
talib.WILLR(inPriceHLC, optInTimePeriod)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.WILLR(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.WILLR(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.WILLR(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
optInTimePeriod | number | No | The |
Remarks
The WILLR() function is described in the talib library documentation as: WILLR(Records[High,Low,Close],Time Period = 14) = Array(outReal)
talib.AVGPRICE
The talib.AVGPRICE() function is used to calculate Average Price.
talib.AVGPRICE(inPriceOHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.AVGPRICE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.AVGPRICE(records.Open, records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.AVGPRICE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceOHLC |
| Yes | The |
Remarks
The AVGPRICE() function is described in the talib library documentation as: AVGPRICE(Records[Open,High,Low,Close]) = Array(outReal)
talib.MEDPRICE
The talib.MEDPRICE() function is used to calculate Median Price.
talib.MEDPRICE(inPriceHL)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.MEDPRICE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.MEDPRICE(records.High, records.Low)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MEDPRICE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHL |
| Yes | The |
Remarks
The MEDPRICE() function is described in the talib library documentation as: MEDPRICE(Records[High,Low]) = Array(outReal)
talib.TYPPRICE
The talib.TYPPRICE() function is used to calculate Typical Price.
talib.TYPPRICE(inPriceHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.TYPPRICE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.TYPPRICE(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TYPPRICE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
Remarks
The TYPPRICE() function is described in the talib library documentation as: TYPPRICE(Records[High,Low,Close]) = Array(outReal)
talib.WCLPRICE
The talib.WCLPRICE() function is used to calculate Weighted Close Price.
talib.WCLPRICE(inPriceHLC)Examples
javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.WCLPRICE(records)
Log(ret)
}
python
import talib
def main():
records = exchange.GetRecords()
ret = talib.WCLPRICE(records.High, records.Low, records.Close)
Log(ret)
c++
void main() {
auto records = exchange.GetRecords();
auto ret = talib.WCLPRICE(records);
Log(ret);
}Returns
| Type | Description |
array | The |
Arguments
| Name | Type | Required | Description |
inPriceHLC |
| Yes | The |
Remarks
The WCLPRICE() function is described in the talib library documentation as: WCLPRICE(Records[High,Low,Close]) = Array(outReal)