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TA lib, full name "Technical Analysis Library", namely Technical Analysis Library, is an advanced library of Python financial quantification, covering more than 150 indicators, including technical analysis indicators commonly used in stock and futures trading software, such as MACD, RSI, KDJ, momentum indicators, brin belt, etc.
TA lib can be divided into 10 sub sections: Overlap Studies, momentum indicators, volume indicators, cycle indicators, price transform, volatility indicators, pattern recognition, statistical functions and math transform And math operators, as shown in the figure below. This paper will introduce the implementation and application of talib technical indicators in detail in the form of a series, and this paper, as the beginning, mainly introduces the content of Overlap Studies.
The following is the full name list of each indicator
BBANDS Bollinger BandsDEMA Double Exponential Moving AverageEMA Exponential Moving AverageHT_TRENDLINE Hilbert Transform - Instantaneous TrendlineKAMA Kaufman Adaptive Moving AverageMA Moving averageMAMA MESA Adaptive Moving AverageMAVP Moving average with variable periodMIDPOINT MidPoint over periodMIDPRICE Midpoint Price over periodSAR Parabolic SARSAREXT Parabolic SAR - ExtendedSMA Simple Moving AverageT3 Triple Exponential Moving Average (T3)TEMA Triple Exponential Moving AverageTRIMA Triangular Moving Average WMA Weighted Moving Average
ADX Average Directional Movement Index ADXR Average Directional Movement Index Rating APO Absolute Price Oscillator AROON Aroon AROONOSC Aroon Oscillator BOP Balance Of Power CCI Commodity Channel Index CMO Chande Momentum Oscillator DX Directional Movement Index MACD Moving Average Convergence/Divergence MACDEXT MACD with controllable MA type MACDFIX Moving Average Convergence/Divergence Fix 12/26 MFI Money Flow Index MINUS_DI Minus Directional Indicator MINUS_DM Minus Directional Movement MOM Momentum PLUS_DI Plus Directional Indicator PLUS_DM Plus Directional Movement PPO Percentage Price Oscillator ROC Rate of change : ((price/prevPrice)-1)*100 ROCP Rate of change Percentage: (price-prevPrice)/prevPrice ROCR Rate of change ratio: (price/prevPrice) ROCR100 Rate of change ratio 100 scale: (price/prevPrice)*100 RSI Relative Strength Index STOCH Stochastic STOCHF Stochastic Fast STOCHRSI Stochastic Relative Strength Index TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA ULTOSC Ultimate Oscillator WILLR Williams' %R
Trading volume index
AD Chaikin A/D Line ADOSC Chaikin A/D Oscillator OBV On Balance Volume
HT_DCPERIOD Hilbert Transform - Dominant Cycle Period HT_DCPHASE Hilbert Transform - Dominant Cycle Phase HT_PHASOR Hilbert Transform - Phasor Components HT_SINE Hilbert Transform - SineWave HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode
AVGPRICE Average Price MEDPRICE Median Price TYPPRICE Typical Price WCLPRICE Weighted Close Price
ATR Average True Range NATR Normalized Average True Range TRANGE True Range
CDL2CROWS Two Crows CDL3BLACKCROWS Three Black Crows CDL3INSIDE Three Inside Up/Down CDL3LINESTRIKE Three-Line Strike CDL3OUTSIDE Three Outside Up/Down CDL3STARSINSOUTH Three Stars In The South CDL3WHITESOLDIERS Three Advancing White Soldiers CDLABANDONEDBABY Abandoned Baby CDLADVANCEBLOCK Advance Block CDLBELTHOLD Belt-hold CDLBREAKAWAY Breakaway CDLCLOSINGMARUBOZU Closing Marubozu CDLCONCEALBABYSWALL Concealing Baby Swallow CDLCOUNTERATTACK Counterattack CDLDARKCLOUDCOVER Dark Cloud Cover CDLDOJI Doji CDLDOJISTAR Doji Star CDLDRAGONFLYDOJI Dragonfly Doji CDLENGULFING Engulfing Pattern CDLEVENINGDOJISTAR Evening Doji Star CDLEVENINGSTAR Evening Star CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines CDLGRAVESTONEDOJI Gravestone Doji CDLHAMMER Hammer CDLHANGINGMAN Hanging Man CDLHARAMI Harami Pattern CDLHARAMICROSS Harami Cross Pattern CDLHIGHWAVE High-Wave Candle CDLHIKKAKE Hikkake Pattern CDLHIKKAKEMOD Modified Hikkake Pattern CDLHOMINGPIGEON Homing Pigeon CDLIDENTICAL3CROWS Identical Three Crows CDLINNECK In-Neck Pattern CDLINVERTEDHAMMER Inverted Hammer CDLKICKING Kicking CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu CDLLADDERBOTTOM Ladder Bottom CDLLONGLEGGEDDOJI Long Legged Doji CDLLONGLINE Long Line Candle CDLMARUBOZU Marubozu CDLMATCHINGLOW Matching Low CDLMATHOLD Mat Hold CDLMORNINGDOJISTAR Morning Doji Star CDLMORNINGSTAR Morning Star CDLONNECK On-Neck Pattern CDLPIERCING Piercing Pattern CDLRICKSHAWMAN Rickshaw Man CDLRISEFALL3METHODS Rising/Falling Three Methods CDLSEPARATINGLINES Separating Lines CDLSHOOTINGSTAR Shooting Star CDLSHORTLINE Short Line Candle CDLSPINNINGTOP Spinning Top CDLSTALLEDPATTERN Stalled Pattern CDLSTICKSANDWICH Stick Sandwich CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow) CDLTASUKIGAP Tasuki Gap CDLTHRUSTING Thrusting Pattern CDLTRISTAR Tristar Pattern CDLUNIQUE3RIVER Unique 3 River CDLUPSIDEGAP2CROWS Upside Gap Two Crows CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods
BETA Beta CORREL Pearson's Correlation Coefficient (r) LINEARREG Linear Regression LINEARREG_ANGLE Linear Regression Angle LINEARREG_INTERCEPT Linear Regression Intercept LINEARREG_SLOPE Linear Regression Slope STDDEV Standard Deviation TSF Time Series Forecast VAR Variance
2, TaLib installation
Note: TaLib is a python library, so you need to install Python before installing TaLib.
1. pip installation
(official installation tutorial document: mrjbq7. GitHub. IO / Ta LIB)
- Enter the command at the command line (online installation):
pip install Ta-Lib
- (Note: this problem may occur during pip installation:
error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": visualstudio.microsoft.com
****TA lib * * is written based on python, so Microsoft Visual C++ 14.0 is required during installation. * * manual installation is required at this time. This problem may also occur when installing other Python third-party packages, and the solution is the same)
2. Manual installation
A. Find and download the corresponding version of whl format file you need.
(for example, if the native installation is 32-bit Python 3.6, select TA_Lib ‑ 0.4.17 ‑ cp36 ‑ cp36m ‑ win32.whl to download;
If 64 bit python2.7 is installed locally, select TA_Lib ‑ 0.4.17 ‑ cp27 ‑ cp27m ‑ win_amd64.whl (the same for others)
The download address is:
B. On the command line (the opening method of the command line is in the Tips at the end of the article), enter the directory where the whl file is located and execute the command:
Name of whl file downloaded by pip install
For example: pip install TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
C. Or execute the command directly without entering the directory:
Absolute path + file name of pip install file
For example: pip install D:\my_packages\ TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
3. Successful installation
After the package is successfully installed, the command line interface will prompt "successfully installed TA lib".
You can also enter the command "PIP install TA lib" on the command line. If "requirement already qualified: TA Lib in..." ("..." is the directory where this file is installed), the installation is successful.
TA lib financial quantitative analysis Technical Analysis Library, introduction and installation guide are introduced here. You are welcome to sign up< Nerd half-hour introduction python data analysis >, learn more about it