NAME
Finance::TA - Perl wrapper for Technical Analysis Library (http://ta-lib.org)
VERSION
Version 0.4.0
DESCRIPTION
TA-Lib comprise of multi-platform tools for market analysis. TA-Lib is widely used by trading software developers requiring to perform technical analysis of financial market data. It includes approx. 200 indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands etc.
Perl bindings for TA-Lib are more or less 1:1 wrapper around the TA-Lib's C API functions.
SYNOPSIS
use Finance::TA;
my @series = ('91.500000','94.815000','94.375000','95.095000','93.780000',
'94.625000','92.530000','92.750000','90.315000','92.470000');
my ($retCode, $begIdx, $result) = TA_MAX(0, $#series, \@series, 4);
if($retCode == $TA_SUCCESS) {
print("max[$_] = ", $result->[$_], "\n") for ($begIdx .. scalar(@$result)-1);
}
else {
die "error during TA_MAX";
}General calling convention works in the following way:
($retCode, $begIdx, $outReal) = TA_MAX($startIdx, $endIdx, \@inReal, $optInTimePeriod);The first two params $startIdx and $endIdxReturn are common for all TA functions, they follow the original API which means:
$startIdx start index for input data - most likely it will be
0$endIdx end index for input data - most likely it will be
$#inReal(the last index of@inReal)
Return values $retCode and $begIdx are common for all TA functions, they follow the original API which means:
$retCode - return code of the function
#valid $retCode values # $TA_SUCCESS # $TA_LIB_NOT_INITIALIZE # $TA_BAD_PARAM # $TA_ALLOC_ERR # $TA_GROUP_NOT_FOUND # $TA_FUNC_NOT_FOUND # $TA_INVALID_HANDLE # $TA_INVALID_PARAM_HOLDER # $TA_INVALID_PARAM_HOLDER_TYPE # $TA_INVALID_PARAM_FUNCTION # $TA_INPUT_NOT_ALL_INITIALIZE # $TA_OUTPUT_NOT_ALL_INITIALIZE # $TA_OUT_OF_RANGE_START_INDEX # $TA_OUT_OF_RANGE_END_INDEX # $TA_INVALID_LIST_TYPE # $TA_BAD_OBJECT # $TA_NOT_SUPPORTED # $TA_INTERNAL_ERROR # $TA_UNKNOWN_ERR$begIdx it is an index to
@$outRealarray, it points to the beginning of the output data
INSTALLATION
You need to have TA-Lib - version 0.4.0 or better - installed on your system in order to install Finance::TA perl module.
Or you can install Alien::TALib module before installing Finance::TA which will compile ta-lib binaries from source codes.
Finance::TA module checks during its installation (in given order):
Environment variables
TALIB_CFLAGSandTALIB_LIBS# you can use these variables like this: TALIB_CFLAGS='-I/usr/local/include/ta-lib' TALIB_LIBS='-L/usr/local/lib -lta_lib' perl Makefile.PLAlien::TALib module (it is not required, it is used only if available)
Config script
ta-lib-config --cflagsandta-lib-config --libs# BEWARE!!! check whether your ta-lib-config returns correct info $ ta-lib-config --cflags -I/usr/local/include/ta-lib $ ta-lib-config --cflags -L/usr/local/lib -lta_lib
SUBROUTINES/METHODS
Version Related Functions
TA_GetVersionString
TA_GetVersionMajor
TA_GetVersionMinor
TA_GetVersionBuild
TA_GetVersionDate
TA_GetVersionTime
use Finance::TA;
print "TA_GetVersionString = ", TA_GetVersionString(), "\n";
print "TA_GetVersionMajor = ", TA_GetVersionMajor(), "\n";
print "TA_GetVersionMinor = ", TA_GetVersionMinor(), "\n";
print "TA_GetVersionBuild = ", TA_GetVersionBuild(), "\n";
print "TA_GetVersionDate = ", TA_GetVersionDate(), "\n";
print "TA_GetVersionTime = ", TA_GetVersionTime(), "\n";Prints something like:
TA_GetVersionString = 0.4.0 (Jun 20 2011 08:34:04)
TA_GetVersionMajor = 0
TA_GetVersionMinor = 4
TA_GetVersionBuild = 0
TA_GetVersionDate = Jun 20 2011
TA_GetVersionTime = 08:34:04Special Helper Functions
TA_SetUnstablePeriod
TA_GetUnstablePeriod
Some TA functions takes a certain amount of input data before stabilizing and outputing meaningful data. This is a behavior pertaining to the algo of some TA functions and is not particular to the TA-Lib implementation. TA-Lib allows you to automatically strip off these unstabl data from your output and from any internal processing.
$retCode = TA_SetUnstablePeriod($function_id, $unstablePeriod);
$period = TA_GetUnstablePeriod($function_id);
#valid $function_id values
# $TA_FUNC_UNST_ADX
# $TA_FUNC_UNST_ADXR
# $TA_FUNC_UNST_ATR
# $TA_FUNC_UNST_CMO
# $TA_FUNC_UNST_DX
# $TA_FUNC_UNST_EMA
# $TA_FUNC_UNST_HT_DCPERIOD
# $TA_FUNC_UNST_HT_DCPHASE
# $TA_FUNC_UNST_HT_PHASOR
# $TA_FUNC_UNST_HT_SINE
# $TA_FUNC_UNST_HT_TRENDLINE
# $TA_FUNC_UNST_HT_TRENDMODE
# $TA_FUNC_UNST_KAMA
# $TA_FUNC_UNST_MAMA
# $TA_FUNC_UNST_MFI
# $TA_FUNC_UNST_MINUS_DI
# $TA_FUNC_UNST_MINUS_DM
# $TA_FUNC_UNST_NATR
# $TA_FUNC_UNST_PLUS_DI
# $TA_FUNC_UNST_PLUS_DM
# $TA_FUNC_UNST_RSI
# $TA_FUNC_UNST_STOCHRSI
# $TA_FUNC_UNST_T3
# $TA_FUNC_UNST_ALL
# $TA_FUNC_UNST_NONETA_SetCompatibility
TA_GetCompatibility
You can change slightly the behavior of the TA functions by requesting compatibiliy with some existing software. By default, the behavior is as close as the original author of the TA functions intend it to be.
$retCode = TA_SetCompatibility($compatibility);
$compatibility = TA_GetCompatibility();
#valid $compatibility values
# $TA_COMPATIBILITY_DEFAULT
# $TA_COMPATIBILITY_METASTOCKTA_SetCandleSettings
TA_RestoreCandleDefaultSettings
Because candlestick patterns are subjective, it is necessary to allow the user to specify what should be the meaning of 'long body', 'short shadows', etc. Call TA_SetCandleSettings to set that when comparing a candle basing on settingType it must be compared with the average of the last avgPeriod candles' rangeType multiplied by factor. This setting is valid until TA_RestoreCandleDefaultSettings is called
$retCode = TA_SetCandleSettings($settingType, $rangeType, $avgPeriod, $factor);
$retCode = TA_RestoreCandleDefaultSettings($settingType);
#valid $settingType values
# $TA_BodyLong
# $TA_BodyVeryLong
# $TA_BodyShort
# $TA_BodyDoji
# $TA_ShadowLong
# $TA_ShadowVeryLong
# $TA_ShadowShort
# $TA_ShadowVeryShort
# $TA_Near
# $TA_Far
# $TA_Equal
# $TA_AllCandleSettings
#valid $rangeType values
# $TA_RangeType_RealBody
# $TA_RangeType_HighLow
# $TA_RangeType_ShadowsTA_SetRetCodeInfo
End-user can get additional information related to a TA_RetCode
# let us have $retCode = return code of any TA_* function
my $rci = TA_RetCodeInfo->new;
TA_SetRetCodeInfo($retCode, $rci);
warn "enumStr=", $rci->{enumStr}, "\n";
warn "infoStr=", $rci->{infoStr}, "\n";TA_Initialize
TA_Shutdown
TA_Initialize initializes the ressources used by TA-Lib. TA_Shutdown allows to free all ressources used by TA-Lib.
There is no need to call TA_Initialize. The module initializes itself on 'use' with default parameters. Call TA_Initialize if you need to provide your own init params. There is no need to call TA_Shutdown, ever. The module shuts itself down on 'END'. Calling TA_Initialize on already initialized library automatically invokes TA_Shutdown first. If you call TA_Shutdown, make sure that there are no defined "TA" variables around. Some objects make calls to TA-LIB in their destructors.
TA_Initialize();
TA_Shutdown();Group: Math Operators
TA_ADD (Vector Arithmetic Add)
($retCode, $begIdx, $outReal) = TA_ADD($startIdx, $endIdx, \@inReal0, \@inReal1);
# @inReal0 - real values array
# @inReal1 - real values array
# returns: $outReal - reference to real values arrayTA_DIV (Vector Arithmetic Div)
($retCode, $begIdx, $outReal) = TA_DIV($startIdx, $endIdx, \@inReal0, \@inReal1);
# @inReal0 - real values array
# @inReal1 - real values array
# returns: $outReal - reference to real values arrayTA_MAX (Highest value over a specified period)
($retCode, $begIdx, $outReal) = TA_MAX($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_MAXINDEX (Index of highest value over a specified period)
($retCode, $begIdx, $outInteger) = TA_MAXINDEX($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outInteger - reference to integer values arrayTA_MIN (Lowest value over a specified period)
($retCode, $begIdx, $outReal) = TA_MIN($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_MININDEX (Index of lowest value over a specified period)
($retCode, $begIdx, $outInteger) = TA_MININDEX($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outInteger - reference to integer values arrayTA_MINMAX (Lowest and highest values over a specified period)
($retCode, $begIdx, $outMin, $outMax) = TA_MINMAX($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outMin - reference to real values array
# returns: $outMax - reference to real values arrayTA_MINMAXINDEX (Indexes of lowest and highest values over a specified period)
($retCode, $begIdx, $outMinIdx, $outMaxIdx) = TA_MINMAXINDEX($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outMinIdx - reference to integer values array
# returns: $outMaxIdx - reference to integer values arrayTA_MULT (Vector Arithmetic Mult)
($retCode, $begIdx, $outReal) = TA_MULT($startIdx, $endIdx, \@inReal0, \@inReal1);
# @inReal0 - real values array
# @inReal1 - real values array
# returns: $outReal - reference to real values arrayTA_SUB (Vector Arithmetic Substraction)
($retCode, $begIdx, $outReal) = TA_SUB($startIdx, $endIdx, \@inReal0, \@inReal1);
# @inReal0 - real values array
# @inReal1 - real values array
# returns: $outReal - reference to real values arrayTA_SUM (Summation)
($retCode, $begIdx, $outReal) = TA_SUM($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayGroup: Math Transform
TA_ACOS (Vector Trigonometric ACos)
($retCode, $begIdx, $outReal) = TA_ACOS($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_ASIN (Vector Trigonometric ASin)
($retCode, $begIdx, $outReal) = TA_ASIN($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_ATAN (Vector Trigonometric ATan)
($retCode, $begIdx, $outReal) = TA_ATAN($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_CEIL (Vector Ceil)
($retCode, $begIdx, $outReal) = TA_CEIL($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_COS (Vector Trigonometric Cos)
($retCode, $begIdx, $outReal) = TA_COS($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_COSH (Vector Trigonometric Cosh)
($retCode, $begIdx, $outReal) = TA_COSH($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_EXP (Vector Arithmetic Exp)
($retCode, $begIdx, $outReal) = TA_EXP($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_FLOOR (Vector Floor)
($retCode, $begIdx, $outReal) = TA_FLOOR($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_LN (Vector Log Natural)
($retCode, $begIdx, $outReal) = TA_LN($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_LOG10 (Vector Log10)
($retCode, $begIdx, $outReal) = TA_LOG10($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_SIN (Vector Trigonometric Sin)
($retCode, $begIdx, $outReal) = TA_SIN($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_SINH (Vector Trigonometric Sinh)
($retCode, $begIdx, $outReal) = TA_SINH($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_SQRT (Vector Square Root)
($retCode, $begIdx, $outReal) = TA_SQRT($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_TAN (Vector Trigonometric Tan)
($retCode, $begIdx, $outReal) = TA_TAN($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_TANH (Vector Trigonometric Tanh)
($retCode, $begIdx, $outReal) = TA_TANH($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayGroup: Overlap Studies
TA_BBANDS (Bollinger Bands)
($retCode, $begIdx, $outRealUpperBand, $outRealMiddleBand, $outRealLowerBand) = TA_BBANDS($startIdx, $endIdx, \@inReal, $optInTimePeriod, $optInNbDevUp, $optInNbDevDn, $optInMAType);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 5
# valid range: min=2 max=100000
# $optInNbDevUp [Deviation multiplier for upper band] - real number (optional)
# default: 2
# valid range: min=-3e+037 max=3e+037
# $optInNbDevDn [Deviation multiplier for lower band] - real number (optional)
# default: 2
# valid range: min=-3e+037 max=3e+037
# $optInMAType [Type of Moving Average] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# returns: $outRealUpperBand - reference to real values array
# returns: $outRealMiddleBand - reference to real values array
# returns: $outRealLowerBand - reference to real values arrayTA_DEMA (Double Exponential Moving Average)
($retCode, $begIdx, $outReal) = TA_DEMA($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_EMA (Exponential Moving Average)
($retCode, $begIdx, $outReal) = TA_EMA($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_HT_TRENDLINE (Hilbert Transform - Instantaneous Trendline)
($retCode, $begIdx, $outReal) = TA_HT_TRENDLINE($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_KAMA (Kaufman Adaptive Moving Average)
($retCode, $begIdx, $outReal) = TA_KAMA($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_MA (Moving average)
($retCode, $begIdx, $outReal) = TA_MA($startIdx, $endIdx, \@inReal, $optInTimePeriod, $optInMAType);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=1 max=100000
# $optInMAType [Type of Moving Average] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# returns: $outReal - reference to real values arrayTA_MAMA (MESA Adaptive Moving Average)
($retCode, $begIdx, $outMAMA, $outFAMA) = TA_MAMA($startIdx, $endIdx, \@inReal, $optInFastLimit, $optInSlowLimit);
# @inReal - real values array
# $optInFastLimit [Upper limit use in the adaptive algorithm] - real number (optional)
# default: 0.5
# valid range: min=0.01 max=0.99
# $optInSlowLimit [Lower limit use in the adaptive algorithm] - real number (optional)
# default: 0.05
# valid range: min=0.01 max=0.99
# returns: $outMAMA - reference to real values array
# returns: $outFAMA - reference to real values arrayTA_MAVP (Moving average with variable period)
($retCode, $begIdx, $outReal) = TA_MAVP($startIdx, $endIdx, \@inReal, \@inPeriods, $optInMinPeriod, $optInMaxPeriod, $optInMAType);
# @inReal - real values array
# @inPeriods - real values array
# $optInMinPeriod [Value less than minimum will be changed to Minimum period] - integer (optional)
# default: 2
# valid range: min=2 max=100000
# $optInMaxPeriod [Value higher than maximum will be changed to Maximum period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# $optInMAType [Type of Moving Average] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# returns: $outReal - reference to real values arrayTA_MIDPOINT (MidPoint over period)
($retCode, $begIdx, $outReal) = TA_MIDPOINT($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_MIDPRICE (Midpoint Price over period)
($retCode, $begIdx, $outReal) = TA_MIDPRICE($startIdx, $endIdx, \@high, \@low, $optInTimePeriod);
# @high, @low - real values arrays, both have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_SAR (Parabolic SAR)
($retCode, $begIdx, $outReal) = TA_SAR($startIdx, $endIdx, \@high, \@low, $optInAcceleration, $optInMaximum);
# @high, @low - real values arrays, both have to be the same size
# $optInAcceleration [Acceleration Factor used up to the Maximum value] - real number (optional)
# default: 0.02
# valid range: min=0 max=3e+037
# $optInMaximum [Acceleration Factor Maximum value] - real number (optional)
# default: 0.2
# valid range: min=0 max=3e+037
# returns: $outReal - reference to real values arrayTA_SAREXT (Parabolic SAR - Extended)
($retCode, $begIdx, $outReal) = TA_SAREXT($startIdx, $endIdx, \@high, \@low, $optInStartValue, $optInOffsetOnReverse, $optInAccelerationInitLong, $optInAccelerationLong, $optInAccelerationMaxLong, $optInAccelerationInitShort, $optInAccelerationShort, $optInAccelerationMaxShort);
# @high, @low - real values arrays, both have to be the same size
# $optInStartValue [Start value and direction. 0 for Auto, >0 for Long, <0 for Short] - real number (optional)
# default: 0
# valid range: min=-3e+037 max=3e+037
# $optInOffsetOnReverse [Percent offset added/removed to initial stop on short/long reversal] - real number (optional)
# default: 0
# valid range: min=0 max=3e+037
# $optInAccelerationInitLong [Acceleration Factor initial value for the Long direction] - real number (optional)
# default: 0.02
# valid range: min=0 max=3e+037
# $optInAccelerationLong [Acceleration Factor for the Long direction] - real number (optional)
# default: 0.02
# valid range: min=0 max=3e+037
# $optInAccelerationMaxLong [Acceleration Factor maximum value for the Long direction] - real number (optional)
# default: 0.2
# valid range: min=0 max=3e+037
# $optInAccelerationInitShort [Acceleration Factor initial value for the Short direction] - real number (optional)
# default: 0.02
# valid range: min=0 max=3e+037
# $optInAccelerationShort [Acceleration Factor for the Short direction] - real number (optional)
# default: 0.02
# valid range: min=0 max=3e+037
# $optInAccelerationMaxShort [Acceleration Factor maximum value for the Short direction] - real number (optional)
# default: 0.2
# valid range: min=0 max=3e+037
# returns: $outReal - reference to real values arrayTA_SMA (Simple Moving Average)
($retCode, $begIdx, $outReal) = TA_SMA($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_T3 (Triple Exponential Moving Average (T3))
($retCode, $begIdx, $outReal) = TA_T3($startIdx, $endIdx, \@inReal, $optInTimePeriod, $optInVFactor);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 5
# valid range: min=2 max=100000
# $optInVFactor [Volume Factor] - real number (optional)
# default: 0.7
# valid range: min=0 max=1
# returns: $outReal - reference to real values arrayTA_TEMA (Triple Exponential Moving Average)
($retCode, $begIdx, $outReal) = TA_TEMA($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_TRIMA (Triangular Moving Average)
($retCode, $begIdx, $outReal) = TA_TRIMA($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_WMA (Weighted Moving Average)
($retCode, $begIdx, $outReal) = TA_WMA($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayGroup: Volatility Indicators
TA_ATR (Average True Range)
($retCode, $begIdx, $outReal) = TA_ATR($startIdx, $endIdx, \@high, \@low, \@close, $optInTimePeriod);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_NATR (Normalized Average True Range)
($retCode, $begIdx, $outReal) = TA_NATR($startIdx, $endIdx, \@high, \@low, \@close, $optInTimePeriod);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_TRANGE (True Range)
($retCode, $begIdx, $outReal) = TA_TRANGE($startIdx, $endIdx, \@high, \@low, \@close);
# @high, @low, @close - real values arrays, all have to be the same size
# returns: $outReal - reference to real values arrayGroup: Momentum Indicators
TA_ADX (Average Directional Movement Index)
($retCode, $begIdx, $outReal) = TA_ADX($startIdx, $endIdx, \@high, \@low, \@close, $optInTimePeriod);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_ADXR (Average Directional Movement Index Rating)
($retCode, $begIdx, $outReal) = TA_ADXR($startIdx, $endIdx, \@high, \@low, \@close, $optInTimePeriod);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_APO (Absolute Price Oscillator)
($retCode, $begIdx, $outReal) = TA_APO($startIdx, $endIdx, \@inReal, $optInFastPeriod, $optInSlowPeriod, $optInMAType);
# @inReal - real values array
# $optInFastPeriod [Number of period for the fast MA] - integer (optional)
# default: 12
# valid range: min=2 max=100000
# $optInSlowPeriod [Number of period for the slow MA] - integer (optional)
# default: 26
# valid range: min=2 max=100000
# $optInMAType [Type of Moving Average] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# returns: $outReal - reference to real values arrayTA_AROON (Aroon)
($retCode, $begIdx, $outAroonDown, $outAroonUp) = TA_AROON($startIdx, $endIdx, \@high, \@low, $optInTimePeriod);
# @high, @low - real values arrays, both have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outAroonDown - reference to real values array
# returns: $outAroonUp - reference to real values arrayTA_AROONOSC (Aroon Oscillator)
($retCode, $begIdx, $outReal) = TA_AROONOSC($startIdx, $endIdx, \@high, \@low, $optInTimePeriod);
# @high, @low - real values arrays, both have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_BOP (Balance Of Power)
($retCode, $begIdx, $outReal) = TA_BOP($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outReal - reference to real values arrayTA_CCI (Commodity Channel Index)
($retCode, $begIdx, $outReal) = TA_CCI($startIdx, $endIdx, \@high, \@low, \@close, $optInTimePeriod);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_CMO (Chande Momentum Oscillator)
($retCode, $begIdx, $outReal) = TA_CMO($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_DX (Directional Movement Index)
($retCode, $begIdx, $outReal) = TA_DX($startIdx, $endIdx, \@high, \@low, \@close, $optInTimePeriod);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_MACD (Moving Average Convergence/Divergence)
($retCode, $begIdx, $outMACD, $outMACDSignal, $outMACDHist) = TA_MACD($startIdx, $endIdx, \@inReal, $optInFastPeriod, $optInSlowPeriod, $optInSignalPeriod);
# @inReal - real values array
# $optInFastPeriod [Number of period for the fast MA] - integer (optional)
# default: 12
# valid range: min=2 max=100000
# $optInSlowPeriod [Number of period for the slow MA] - integer (optional)
# default: 26
# valid range: min=2 max=100000
# $optInSignalPeriod [Smoothing for the signal line (nb of period)] - integer (optional)
# default: 9
# valid range: min=1 max=100000
# returns: $outMACD - reference to real values array
# returns: $outMACDSignal - reference to real values array
# returns: $outMACDHist - reference to real values arrayTA_MACDEXT (MACD with controllable MA type)
($retCode, $begIdx, $outMACD, $outMACDSignal, $outMACDHist) = TA_MACDEXT($startIdx, $endIdx, \@inReal, $optInFastPeriod, $optInFastMAType, $optInSlowPeriod, $optInSlowMAType, $optInSignalPeriod, $optInSignalMAType);
# @inReal - real values array
# $optInFastPeriod [Number of period for the fast MA] - integer (optional)
# default: 12
# valid range: min=2 max=100000
# $optInFastMAType [Type of Moving Average for fast MA] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# $optInSlowPeriod [Number of period for the slow MA] - integer (optional)
# default: 26
# valid range: min=2 max=100000
# $optInSlowMAType [Type of Moving Average for slow MA] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# $optInSignalPeriod [Smoothing for the signal line (nb of period)] - integer (optional)
# default: 9
# valid range: min=1 max=100000
# $optInSignalMAType [Type of Moving Average for signal line] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# returns: $outMACD - reference to real values array
# returns: $outMACDSignal - reference to real values array
# returns: $outMACDHist - reference to real values arrayTA_MACDFIX (Moving Average Convergence/Divergence Fix 12/26)
($retCode, $begIdx, $outMACD, $outMACDSignal, $outMACDHist) = TA_MACDFIX($startIdx, $endIdx, \@inReal, $optInSignalPeriod);
# @inReal - real values array
# $optInSignalPeriod [Smoothing for the signal line (nb of period)] - integer (optional)
# default: 9
# valid range: min=1 max=100000
# returns: $outMACD - reference to real values array
# returns: $outMACDSignal - reference to real values array
# returns: $outMACDHist - reference to real values arrayTA_MFI (Money Flow Index)
($retCode, $begIdx, $outReal) = TA_MFI($startIdx, $endIdx, \@high, \@low, \@close, \@volume, $optInTimePeriod);
# @high, @low, @close, @volume - real values arrays, all have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_MINUS_DI (Minus Directional Indicator)
($retCode, $begIdx, $outReal) = TA_MINUS_DI($startIdx, $endIdx, \@high, \@low, \@close, $optInTimePeriod);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_MINUS_DM (Minus Directional Movement)
($retCode, $begIdx, $outReal) = TA_MINUS_DM($startIdx, $endIdx, \@high, \@low, $optInTimePeriod);
# @high, @low - real values arrays, both have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_MOM (Momentum)
($retCode, $begIdx, $outReal) = TA_MOM($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 10
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_PLUS_DI (Plus Directional Indicator)
($retCode, $begIdx, $outReal) = TA_PLUS_DI($startIdx, $endIdx, \@high, \@low, \@close, $optInTimePeriod);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_PLUS_DM (Plus Directional Movement)
($retCode, $begIdx, $outReal) = TA_PLUS_DM($startIdx, $endIdx, \@high, \@low, $optInTimePeriod);
# @high, @low - real values arrays, both have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_PPO (Percentage Price Oscillator)
($retCode, $begIdx, $outReal) = TA_PPO($startIdx, $endIdx, \@inReal, $optInFastPeriod, $optInSlowPeriod, $optInMAType);
# @inReal - real values array
# $optInFastPeriod [Number of period for the fast MA] - integer (optional)
# default: 12
# valid range: min=2 max=100000
# $optInSlowPeriod [Number of period for the slow MA] - integer (optional)
# default: 26
# valid range: min=2 max=100000
# $optInMAType [Type of Moving Average] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# returns: $outReal - reference to real values arrayTA_ROC (Rate of change : ((price/prevPrice)-1)*100)
($retCode, $begIdx, $outReal) = TA_ROC($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 10
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_ROCP (Rate of change Percentage: (price-prevPrice)/prevPrice)
($retCode, $begIdx, $outReal) = TA_ROCP($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 10
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_ROCR (Rate of change ratio: (price/prevPrice))
($retCode, $begIdx, $outReal) = TA_ROCR($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 10
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_ROCR100 (Rate of change ratio 100 scale: (price/prevPrice)*100)
($retCode, $begIdx, $outReal) = TA_ROCR100($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 10
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_RSI (Relative Strength Index)
($retCode, $begIdx, $outReal) = TA_RSI($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_STOCH (Stochastic)
($retCode, $begIdx, $outSlowK, $outSlowD) = TA_STOCH($startIdx, $endIdx, \@high, \@low, \@close, $optInFastK_Period, $optInSlowK_Period, $optInSlowK_MAType, $optInSlowD_Period, $optInSlowD_MAType);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInFastK_Period [Time period for building the Fast-K line] - integer (optional)
# default: 5
# valid range: min=1 max=100000
# $optInSlowK_Period [Smoothing for making the Slow-K line. Usually set to 3] - integer (optional)
# default: 3
# valid range: min=1 max=100000
# $optInSlowK_MAType [Type of Moving Average for Slow-K] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# $optInSlowD_Period [Smoothing for making the Slow-D line] - integer (optional)
# default: 3
# valid range: min=1 max=100000
# $optInSlowD_MAType [Type of Moving Average for Slow-D] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# returns: $outSlowK - reference to real values array
# returns: $outSlowD - reference to real values arrayTA_STOCHF (Stochastic Fast)
($retCode, $begIdx, $outFastK, $outFastD) = TA_STOCHF($startIdx, $endIdx, \@high, \@low, \@close, $optInFastK_Period, $optInFastD_Period, $optInFastD_MAType);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInFastK_Period [Time period for building the Fast-K line] - integer (optional)
# default: 5
# valid range: min=1 max=100000
# $optInFastD_Period [Smoothing for making the Fast-D line. Usually set to 3] - integer (optional)
# default: 3
# valid range: min=1 max=100000
# $optInFastD_MAType [Type of Moving Average for Fast-D] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# returns: $outFastK - reference to real values array
# returns: $outFastD - reference to real values arrayTA_STOCHRSI (Stochastic Relative Strength Index)
($retCode, $begIdx, $outFastK, $outFastD) = TA_STOCHRSI($startIdx, $endIdx, \@inReal, $optInTimePeriod, $optInFastK_Period, $optInFastD_Period, $optInFastD_MAType);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# $optInFastK_Period [Time period for building the Fast-K line] - integer (optional)
# default: 5
# valid range: min=1 max=100000
# $optInFastD_Period [Smoothing for making the Fast-D line. Usually set to 3] - integer (optional)
# default: 3
# valid range: min=1 max=100000
# $optInFastD_MAType [Type of Moving Average for Fast-D] - integer (optional)
# default: 0
# valid values: 0=SMA 1=EMA 2=WMA 3=DEMA 4=TEMA 5=TRIMA 6=KAMA 7=MAMA 8=T3
# returns: $outFastK - reference to real values array
# returns: $outFastD - reference to real values arrayTA_TRIX (1-day Rate-Of-Change (ROC) of a Triple Smooth EMA)
($retCode, $begIdx, $outReal) = TA_TRIX($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_ULTOSC (Ultimate Oscillator)
($retCode, $begIdx, $outReal) = TA_ULTOSC($startIdx, $endIdx, \@high, \@low, \@close, $optInTimePeriod1, $optInTimePeriod2, $optInTimePeriod3);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInTimePeriod1 [Number of bars for 1st period.] - integer (optional)
# default: 7
# valid range: min=1 max=100000
# $optInTimePeriod2 [Number of bars fro 2nd period] - integer (optional)
# default: 14
# valid range: min=1 max=100000
# $optInTimePeriod3 [Number of bars for 3rd period] - integer (optional)
# default: 28
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_WILLR (Williams' %R)
($retCode, $begIdx, $outReal) = TA_WILLR($startIdx, $endIdx, \@high, \@low, \@close, $optInTimePeriod);
# @high, @low, @close - real values arrays, all have to be the same size
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayGroup: Cycle Indicators
TA_HT_DCPERIOD (Hilbert Transform - Dominant Cycle Period)
($retCode, $begIdx, $outReal) = TA_HT_DCPERIOD($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_HT_DCPHASE (Hilbert Transform - Dominant Cycle Phase)
($retCode, $begIdx, $outReal) = TA_HT_DCPHASE($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outReal - reference to real values arrayTA_HT_PHASOR (Hilbert Transform - Phasor Components)
($retCode, $begIdx, $outInPhase, $outQuadrature) = TA_HT_PHASOR($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outInPhase - reference to real values array
# returns: $outQuadrature - reference to real values arrayTA_HT_SINE (Hilbert Transform - SineWave)
($retCode, $begIdx, $outSine, $outLeadSine) = TA_HT_SINE($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outSine - reference to real values array
# returns: $outLeadSine - reference to real values arrayTA_HT_TRENDMODE (Hilbert Transform - Trend vs Cycle Mode)
($retCode, $begIdx, $outInteger) = TA_HT_TRENDMODE($startIdx, $endIdx, \@inReal);
# @inReal - real values array
# returns: $outInteger - reference to integer values arrayGroup: Volume Indicators
TA_AD (Chaikin A/D Line)
($retCode, $begIdx, $outReal) = TA_AD($startIdx, $endIdx, \@high, \@low, \@close, \@volume);
# @high, @low, @close, @volume - real values arrays, all have to be the same size
# returns: $outReal - reference to real values arrayTA_ADOSC (Chaikin A/D Oscillator)
($retCode, $begIdx, $outReal) = TA_ADOSC($startIdx, $endIdx, \@high, \@low, \@close, \@volume, $optInFastPeriod, $optInSlowPeriod);
# @high, @low, @close, @volume - real values arrays, all have to be the same size
# $optInFastPeriod [Number of period for the fast MA] - integer (optional)
# default: 3
# valid range: min=2 max=100000
# $optInSlowPeriod [Number of period for the slow MA] - integer (optional)
# default: 10
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_OBV (On Balance Volume)
($retCode, $begIdx, $outReal) = TA_OBV($startIdx, $endIdx, \@inReal, \@volume);
# @inReal - real values array
# @volume - real values array
# returns: $outReal - reference to real values arrayGroup: Pattern Recognition
TA_CDL2CROWS (Two Crows)
($retCode, $begIdx, $outInteger) = TA_CDL2CROWS($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDL3BLACKCROWS (Three Black Crows)
($retCode, $begIdx, $outInteger) = TA_CDL3BLACKCROWS($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDL3INSIDE (Three Inside Up/Down)
($retCode, $begIdx, $outInteger) = TA_CDL3INSIDE($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDL3LINESTRIKE (Three-Line Strike )
($retCode, $begIdx, $outInteger) = TA_CDL3LINESTRIKE($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDL3OUTSIDE (Three Outside Up/Down)
($retCode, $begIdx, $outInteger) = TA_CDL3OUTSIDE($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDL3STARSINSOUTH (Three Stars In The South)
($retCode, $begIdx, $outInteger) = TA_CDL3STARSINSOUTH($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDL3WHITESOLDIERS (Three Advancing White Soldiers)
($retCode, $begIdx, $outInteger) = TA_CDL3WHITESOLDIERS($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLABANDONEDBABY (Abandoned Baby)
($retCode, $begIdx, $outInteger) = TA_CDLABANDONEDBABY($startIdx, $endIdx, \@open, \@high, \@low, \@close, $optInPenetration);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# $optInPenetration [Percentage of penetration of a candle within another candle] - real number (optional)
# default: 0.3
# valid range: min=0 max=3e+037
# returns: $outInteger - reference to integer values arrayTA_CDLADVANCEBLOCK (Advance Block)
($retCode, $begIdx, $outInteger) = TA_CDLADVANCEBLOCK($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLBELTHOLD (Belt-hold)
($retCode, $begIdx, $outInteger) = TA_CDLBELTHOLD($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLBREAKAWAY (Breakaway)
($retCode, $begIdx, $outInteger) = TA_CDLBREAKAWAY($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLCLOSINGMARUBOZU (Closing Marubozu)
($retCode, $begIdx, $outInteger) = TA_CDLCLOSINGMARUBOZU($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLCONCEALBABYSWALL (Concealing Baby Swallow)
($retCode, $begIdx, $outInteger) = TA_CDLCONCEALBABYSWALL($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLCOUNTERATTACK (Counterattack)
($retCode, $begIdx, $outInteger) = TA_CDLCOUNTERATTACK($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLDARKCLOUDCOVER (Dark Cloud Cover)
($retCode, $begIdx, $outInteger) = TA_CDLDARKCLOUDCOVER($startIdx, $endIdx, \@open, \@high, \@low, \@close, $optInPenetration);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# $optInPenetration [Percentage of penetration of a candle within another candle] - real number (optional)
# default: 0.5
# valid range: min=0 max=3e+037
# returns: $outInteger - reference to integer values arrayTA_CDLDOJI (Doji)
($retCode, $begIdx, $outInteger) = TA_CDLDOJI($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLDOJISTAR (Doji Star)
($retCode, $begIdx, $outInteger) = TA_CDLDOJISTAR($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLDRAGONFLYDOJI (Dragonfly Doji)
($retCode, $begIdx, $outInteger) = TA_CDLDRAGONFLYDOJI($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLENGULFING (Engulfing Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLENGULFING($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLEVENINGDOJISTAR (Evening Doji Star)
($retCode, $begIdx, $outInteger) = TA_CDLEVENINGDOJISTAR($startIdx, $endIdx, \@open, \@high, \@low, \@close, $optInPenetration);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# $optInPenetration [Percentage of penetration of a candle within another candle] - real number (optional)
# default: 0.3
# valid range: min=0 max=3e+037
# returns: $outInteger - reference to integer values arrayTA_CDLEVENINGSTAR (Evening Star)
($retCode, $begIdx, $outInteger) = TA_CDLEVENINGSTAR($startIdx, $endIdx, \@open, \@high, \@low, \@close, $optInPenetration);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# $optInPenetration [Percentage of penetration of a candle within another candle] - real number (optional)
# default: 0.3
# valid range: min=0 max=3e+037
# returns: $outInteger - reference to integer values arrayTA_CDLGAPSIDESIDEWHITE (Up/Down-gap side-by-side white lines)
($retCode, $begIdx, $outInteger) = TA_CDLGAPSIDESIDEWHITE($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLGRAVESTONEDOJI (Gravestone Doji)
($retCode, $begIdx, $outInteger) = TA_CDLGRAVESTONEDOJI($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLHAMMER (Hammer)
($retCode, $begIdx, $outInteger) = TA_CDLHAMMER($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLHANGINGMAN (Hanging Man)
($retCode, $begIdx, $outInteger) = TA_CDLHANGINGMAN($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLHARAMI (Harami Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLHARAMI($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLHARAMICROSS (Harami Cross Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLHARAMICROSS($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLHIGHWAVE (High-Wave Candle)
($retCode, $begIdx, $outInteger) = TA_CDLHIGHWAVE($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLHIKKAKE (Hikkake Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLHIKKAKE($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLHIKKAKEMOD (Modified Hikkake Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLHIKKAKEMOD($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLHOMINGPIGEON (Homing Pigeon)
($retCode, $begIdx, $outInteger) = TA_CDLHOMINGPIGEON($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLIDENTICAL3CROWS (Identical Three Crows)
($retCode, $begIdx, $outInteger) = TA_CDLIDENTICAL3CROWS($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLINNECK (In-Neck Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLINNECK($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLINVERTEDHAMMER (Inverted Hammer)
($retCode, $begIdx, $outInteger) = TA_CDLINVERTEDHAMMER($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLKICKING (Kicking)
($retCode, $begIdx, $outInteger) = TA_CDLKICKING($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLKICKINGBYLENGTH (Kicking - bull/bear determined by the longer marubozu)
($retCode, $begIdx, $outInteger) = TA_CDLKICKINGBYLENGTH($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLLADDERBOTTOM (Ladder Bottom)
($retCode, $begIdx, $outInteger) = TA_CDLLADDERBOTTOM($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLLONGLEGGEDDOJI (Long Legged Doji)
($retCode, $begIdx, $outInteger) = TA_CDLLONGLEGGEDDOJI($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLLONGLINE (Long Line Candle)
($retCode, $begIdx, $outInteger) = TA_CDLLONGLINE($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLMARUBOZU (Marubozu)
($retCode, $begIdx, $outInteger) = TA_CDLMARUBOZU($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLMATCHINGLOW (Matching Low)
($retCode, $begIdx, $outInteger) = TA_CDLMATCHINGLOW($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLMATHOLD (Mat Hold)
($retCode, $begIdx, $outInteger) = TA_CDLMATHOLD($startIdx, $endIdx, \@open, \@high, \@low, \@close, $optInPenetration);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# $optInPenetration [Percentage of penetration of a candle within another candle] - real number (optional)
# default: 0.5
# valid range: min=0 max=3e+037
# returns: $outInteger - reference to integer values arrayTA_CDLMORNINGDOJISTAR (Morning Doji Star)
($retCode, $begIdx, $outInteger) = TA_CDLMORNINGDOJISTAR($startIdx, $endIdx, \@open, \@high, \@low, \@close, $optInPenetration);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# $optInPenetration [Percentage of penetration of a candle within another candle] - real number (optional)
# default: 0.3
# valid range: min=0 max=3e+037
# returns: $outInteger - reference to integer values arrayTA_CDLMORNINGSTAR (Morning Star)
($retCode, $begIdx, $outInteger) = TA_CDLMORNINGSTAR($startIdx, $endIdx, \@open, \@high, \@low, \@close, $optInPenetration);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# $optInPenetration [Percentage of penetration of a candle within another candle] - real number (optional)
# default: 0.3
# valid range: min=0 max=3e+037
# returns: $outInteger - reference to integer values arrayTA_CDLONNECK (On-Neck Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLONNECK($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLPIERCING (Piercing Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLPIERCING($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLRICKSHAWMAN (Rickshaw Man)
($retCode, $begIdx, $outInteger) = TA_CDLRICKSHAWMAN($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLRISEFALL3METHODS (Rising/Falling Three Methods)
($retCode, $begIdx, $outInteger) = TA_CDLRISEFALL3METHODS($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLSEPARATINGLINES (Separating Lines)
($retCode, $begIdx, $outInteger) = TA_CDLSEPARATINGLINES($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLSHOOTINGSTAR (Shooting Star)
($retCode, $begIdx, $outInteger) = TA_CDLSHOOTINGSTAR($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLSHORTLINE (Short Line Candle)
($retCode, $begIdx, $outInteger) = TA_CDLSHORTLINE($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLSPINNINGTOP (Spinning Top)
($retCode, $begIdx, $outInteger) = TA_CDLSPINNINGTOP($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLSTALLEDPATTERN (Stalled Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLSTALLEDPATTERN($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLSTICKSANDWICH (Stick Sandwich)
($retCode, $begIdx, $outInteger) = TA_CDLSTICKSANDWICH($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLTAKURI (Takuri (Dragonfly Doji with very long lower shadow))
($retCode, $begIdx, $outInteger) = TA_CDLTAKURI($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLTASUKIGAP (Tasuki Gap)
($retCode, $begIdx, $outInteger) = TA_CDLTASUKIGAP($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLTHRUSTING (Thrusting Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLTHRUSTING($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLTRISTAR (Tristar Pattern)
($retCode, $begIdx, $outInteger) = TA_CDLTRISTAR($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLUNIQUE3RIVER (Unique 3 River)
($retCode, $begIdx, $outInteger) = TA_CDLUNIQUE3RIVER($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLUPSIDEGAP2CROWS (Upside Gap Two Crows)
($retCode, $begIdx, $outInteger) = TA_CDLUPSIDEGAP2CROWS($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayTA_CDLXSIDEGAP3METHODS (Upside/Downside Gap Three Methods)
($retCode, $begIdx, $outInteger) = TA_CDLXSIDEGAP3METHODS($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outInteger - reference to integer values arrayGroup: Statistic Functions
TA_BETA (Beta)
($retCode, $begIdx, $outReal) = TA_BETA($startIdx, $endIdx, \@inReal0, \@inReal1, $optInTimePeriod);
# @inReal0 - real values array
# @inReal1 - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 5
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_CORREL (Pearson's Correlation Coefficient (r))
($retCode, $begIdx, $outReal) = TA_CORREL($startIdx, $endIdx, \@inReal0, \@inReal1, $optInTimePeriod);
# @inReal0 - real values array
# @inReal1 - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 30
# valid range: min=1 max=100000
# returns: $outReal - reference to real values arrayTA_LINEARREG (Linear Regression)
($retCode, $begIdx, $outReal) = TA_LINEARREG($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_LINEARREG_ANGLE (Linear Regression Angle)
($retCode, $begIdx, $outReal) = TA_LINEARREG_ANGLE($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_LINEARREG_INTERCEPT (Linear Regression Intercept)
($retCode, $begIdx, $outReal) = TA_LINEARREG_INTERCEPT($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_LINEARREG_SLOPE (Linear Regression Slope)
($retCode, $begIdx, $outReal) = TA_LINEARREG_SLOPE($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_STDDEV (Standard Deviation)
($retCode, $begIdx, $outReal) = TA_STDDEV($startIdx, $endIdx, \@inReal, $optInTimePeriod, $optInNbDev);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 5
# valid range: min=2 max=100000
# $optInNbDev [Nb of deviations] - real number (optional)
# default: 1
# valid range: min=-3e+037 max=3e+037
# returns: $outReal - reference to real values arrayTA_TSF (Time Series Forecast)
($retCode, $begIdx, $outReal) = TA_TSF($startIdx, $endIdx, \@inReal, $optInTimePeriod);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 14
# valid range: min=2 max=100000
# returns: $outReal - reference to real values arrayTA_VAR (Variance)
($retCode, $begIdx, $outReal) = TA_VAR($startIdx, $endIdx, \@inReal, $optInTimePeriod, $optInNbDev);
# @inReal - real values array
# $optInTimePeriod [Number of period] - integer (optional)
# default: 5
# valid range: min=1 max=100000
# $optInNbDev [Nb of deviations] - real number (optional)
# default: 1
# valid range: min=-3e+037 max=3e+037
# returns: $outReal - reference to real values arrayGroup: Price Transform
TA_AVGPRICE (Average Price)
($retCode, $begIdx, $outReal) = TA_AVGPRICE($startIdx, $endIdx, \@open, \@high, \@low, \@close);
# @open, @high, @low, @close - real values arrays, all have to be the same size
# returns: $outReal - reference to real values arrayTA_MEDPRICE (Median Price)
($retCode, $begIdx, $outReal) = TA_MEDPRICE($startIdx, $endIdx, \@high, \@low);
# @high, @low - real values arrays, both have to be the same size
# returns: $outReal - reference to real values arrayTA_TYPPRICE (Typical Price)
($retCode, $begIdx, $outReal) = TA_TYPPRICE($startIdx, $endIdx, \@high, \@low, \@close);
# @high, @low, @close - real values arrays, all have to be the same size
# returns: $outReal - reference to real values arrayTA_WCLPRICE (Weighted Close Price)
($retCode, $begIdx, $outReal) = TA_WCLPRICE($startIdx, $endIdx, \@high, \@low, \@close);
# @high, @low, @close - real values arrays, all have to be the same size
# returns: $outReal - reference to real values arrayLICENSE AND COPYRIGHT
TA-LIB Copyright (c) 1999-2007, Mario Fortier
All rights reserved.
Redistribution and use in source and binary forms, with or
without modification, are permitted provided that the following
conditions are met:
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notice, this list of conditions and the following disclaimer in
the documentation and/or other materials provided with the
distribution.
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may be used to endorse or promote products derived from this
software without specific prior written permission.
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``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
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(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS
OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY,
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