talib
62 functions. Each has a page of its own.
| Function | Summary |
|---|---|
talib.alma | An Arnaud Legoux moving average of source over length bars. |
talib.atr | Average true range over length bars. Read it as a measure of how far the market has been travelling, not as a price level. |
talib.barssince | Counts the bars that have gone by since condition was last true. |
talib.bb | Bollinger bands for source over length bars, with mult setting how far the outer bands sit from the middle one. |
talib.bbw | Bollinger band width: the same calculation as talib.bb, delivered as one number instead of three bands. |
talib.cci | Commodity Channel Index for source over length bars. |
talib.change | The difference between the current value of source and its value length bars back. |
talib.cmo | Chande Momentum Oscillator for source over length bars. |
talib.cog | Centre of gravity of source across a window of length bars. |
talib.correlation | Correlation between two series, source1 and source2, measured over length bars. |
talib.cross | True on a bar where source1 and source2 cross, in either direction. |
talib.crossover | Flags the bar on which source1 crosses above source2. Crosses the other way are ignored. |
talib.crossunder | The mirror of talib.crossover: true on the bar where source1 crosses below source2. |
talib.cum | Accumulates source as the script advances through the chart. |
talib.dc | Donchian channel over length bars. |
talib.dcw | Donchian channel width over length bars, as a single figure. |
talib.dev | A deviation measure for source over length bars. |
talib.dmi | The directional movement family in one call, calculated from the chart’s own bars. |
talib.ema | Exponential moving average of source over length bars, weighted so that recent bars count for more than older ones. |
talib.falling | Asks the same question as talib.rising in the other direction: has source been falling across length bars? |
talib.highest | The highest value source reached in the last length bars. |
talib.highestbars | Locates the highest value of source within the last length bars and returns its position rather than its value. |
talib.hma | Hull moving average of source over length bars. |
talib.kc | Keltner channels for source over length bars, with mult setting the distance to the outer bands. |
talib.kcw | Keltner channel width for source over length bars: one figure in place of the three the channel call returns. |
talib.linreg | Fits a linear regression to source across length bars and returns a value from that fit. |
talib.lowest | The lowest value source reached in the last length bars. |
talib.lowestbars | Gives the position of the lowest value of source within the last length bars, not the value itself. |
talib.macd | Moving average convergence/divergence for source, from three lengths: fastlen, slowlen and siglen. |
talib.median | The middle value of the last length values of source. |
talib.mfi | Money Flow Index for source over length bars. |
talib.mode | Of the last length values of source, this reports the one that recurs most often. |
talib.nvi | Negative volume index for the chart’s bars. |
talib.obv | On-balance volume for the chart’s bars. |
talib.percentile_linear_interpolation | The requested percentile of source over length bars, interpolating between the two values that straddle the rank. |
talib.percentile_nearest_rank | Takes the requested percentile of source over length bars at the nearest rank, without interpolating. |
talib.percentrank | Ranks where source now stands against the last length bars of itself. |
talib.pivothigh | Finds a pivot high — a bar that stands above leftBars bars on one side and rightBars bars on the other. |
talib.pivotlow | The low-side counterpart to talib.pivothigh: a bar that stands below leftBars bars on one side and rightBars on the other. |
talib.psar | Parabolic SAR, controlled by three numbers rather than a bar count: where the calculation starts, how much it moves on each step, and how far it is allowed to go. |
talib.pvi | Positive volume index for the chart’s bars, the counterpart of talib.nvi. |
talib.pvt | Price-volume trend for the chart’s bars. |
talib.range | How much ground source covered over the last length bars, expressed as one figure. |
talib.rising | Tests whether source has been rising across length bars. |
talib.rma | Rolling moving average of source over length bars. |
talib.roc | Rate of change of source measured across length bars. |
talib.rsi | Relative Strength Index for source over length bars. |
talib.sma | Simple moving average of source over length bars: every bar in the window counts for the same. |
talib.stdev | Standard deviation of source over length bars. |
talib.stoch | Stochastic reading that places source inside the span set by high and low over length bars. |
talib.sum | Adds up the last length values of source. |
talib.supertrend | Supertrend from a multiplier and an atrLength, calculated on the chart’s own bars. |
talib.swma | Symmetrically weighted moving average of source. |
talib.tr | True range for the bar the script is on, taken from the chart’s own bars. |
talib.tsi | True Strength Index for source, smoothed by two lengths, r and s. |
talib.valuewhen | Reads source from the bar on which condition was true, going back as far as occurrence says. |
talib.variance | Variance of source over length bars. |
talib.vwap | Volume-weighted average price built on source. |
talib.vwma | Volume-weighted moving average of source over length bars: bars that traded more count for more. |
talib.wma | Weighted moving average of source over length bars. |
talib.wpr | Williams %R over length bars. |
talib.wvad | Williams variable accumulation/distribution over length bars, calculated on the chart’s own bars. |
Part of the function index.
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