The talib.CDL2CROWS()
function is used to calculate Two Crows (K-line chart - Two Crows).
The return value of the talib.CDL2CROWS()
function is a one-dimensional array.
array
talib.CDL2CROWS(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL2CROWS(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL2CROWS(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL2CROWS(records);
Log(ret);
}
The CDL2CROWS()
function is described in the talib library documentation as: CDL2CROWS(Records[Open,High,Low,Close]) = Array(outInteger)
For calls in the Python
language, passing parameters is different and needs to be based on the above description: Records[Open,High,Low,Close]
.
Example of splitting a variable records
(i.e. parameter inPriceOHLC
, type {@struct/Record Record} array of structures) into:
Open
list: written in Python as records.Open
.
High
list: written as records.High
in Python.
Low
list: written in Python as records.Low
.
Close
list: written in Python as records.Close
.
Called in Python strategy code:
talib.CDL2CROWS(records.Open, records.High, records.Low, records.Close)
The other talib
indicators are described in the same way and they will not be repeated.
The talib.CDL3BLACKCROWS()
function is used to calculate Three Black Crows (K-line chart - Three Black Crows).
The return value of the talib.CDL3BLACKCROWS()
function is: a one-dimensional array.
array
talib.CDL3BLACKCROWS(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3BLACKCROWS(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3BLACKCROWS(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3BLACKCROWS(records);
Log(ret);
}
The CDL3BLACKCROWS()
function is described in the talib library documentation as: CDL3BLACKCROWS(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDL3INSIDE()
function is used to calculate Three Inside Up/Down (K-line chart: Three Inside Up/Down).
The return value of the talib.CDL3INSIDE()
function is: a one-dimensional array.
array
talib.CDL3INSIDE(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3INSIDE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3INSIDE(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3INSIDE(records);
Log(ret);
}
The CDL3INSIDE()
function is described in the talib library documentation as: CDL3INSIDE(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDL3LINESTRIKE()
function is used to calculate the Three-Line Strike (K-line chart: Three-Line Strike).
The return value of the talib.CDL3LINESTRIKE()
function is: a one-dimensional array.
array
talib.CDL3LINESTRIKE(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3LINESTRIKE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3LINESTRIKE(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3LINESTRIKE(records);
Log(ret);
}
The CDL3LINESTRIKE()
function is described in the talib library documentation as: CDL3LINESTRIKE(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDL3OUTSIDE()
function is used to calculate Three Outside Up/Down (K-line chart: Three Outside Up/Down).
The return value of the talib.CDL3OUTSIDE()
function is: a one-dimensional array.
array
talib.CDL3OUTSIDE(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3OUTSIDE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3OUTSIDE(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3OUTSIDE(records);
Log(ret);
}
The CDL3OUTSIDE()
function is described in the talib library documentation as: CDL3OUTSIDE(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDL3STARSINSOUTH()
function is used to calculate Three Stars In The South (K-line chart: Three Stars In The South).
The return value of the talib.CDL3STARSINSOUTH()
function is: a one-dimensional array.
array
talib.CDL3STARSINSOUTH(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3STARSINSOUTH(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3STARSINSOUTH(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3STARSINSOUTH(records);
Log(ret);
}
The CDL3STARSINSOUTH()
function is described in the talib library documentation as: CDL3STARSINSOUTH(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDL3WHITESOLDIERS()
function is used to calculate Three Advancing White Soldiers (K-line chart: Three Advancing White Soldiers).
The return value of the talib.CDL3WHITESOLDIERS()
function is: a one-dimensional array.
array
talib.CDL3WHITESOLDIERS(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDL3WHITESOLDIERS(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDL3WHITESOLDIERS(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDL3WHITESOLDIERS(records);
Log(ret);
}
The CDL3WHITESOLDIERS()
function is described in the talib library documentation as: CDL3WHITESOLDIERS(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLABANDONEDBABY()
function is used to calculate Abandoned Baby (K-line chart: Abandoned Baby).
The return value of the talib.CDLABANDONEDBABY()
function is: a one-dimensional array.
array
talib.CDLABANDONEDBABY(inPriceOHLC) talib.CDLABANDONEDBABY(inPriceOHLC, optInPenetration)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
The optInPenetration
parameter is used to set the Penetration, the default value is 0.3.
optInPenetration
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLABANDONEDBABY(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLABANDONEDBABY(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLABANDONEDBABY(records);
Log(ret);
}
The CDLABANDONEDBABY()
function is described in the talib library documentation as: CDLABANDONEDBABY(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)
The talib.CDLADVANCEBLOCK()
function is used to calculate the Advance Block (K-line chart: Advance).
The return value of the talib.CDLADVANCEBLOCK()
function is a one-dimensional array.
array
talib.CDLADVANCEBLOCK(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLADVANCEBLOCK(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLADVANCEBLOCK(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLADVANCEBLOCK(records);
Log(ret);
}
The CDLADVANCEBLOCK()
function is described in the talib library documentation as: CDLADVANCEBLOCK(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLBELTHOLD()
function is used to calculate the Belt-hold (K-line chart: Belt-hold).
The return value of the talib.CDLBELTHOLD()
function is: a one-dimensional array.
array
talib.CDLBELTHOLD(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLBELTHOLD(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLBELTHOLD(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLBELTHOLD(records);
Log(ret);
}
The CDLBELTHOLD()
function is described in the talib library documentation as: CDLBELTHOLD(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLBREAKAWAY()
function is used to calculate the Breakaway (K-line chart: Breakaway).
The return value of the talib.CDLBREAKAWAY()
function is: a one-dimensional array.
array
talib.CDLBREAKAWAY(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLBREAKAWAY(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLBREAKAWAY(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLBREAKAWAY(records);
Log(ret);
}
CDLBREAKAWAY()
function is described in the talib library documentation as: CDLBREAKAWAY(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLCLOSINGMARUBOZU()
function is used to calculate Closing Marubozu (K-line chart: closing bareheaded and barefoot).
The return value of the talib.CDLCLOSINGMARUBOZU()
function is: a one-dimensional array.
array
talib.CDLCLOSINGMARUBOZU(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLCLOSINGMARUBOZU(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLCLOSINGMARUBOZU(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLCLOSINGMARUBOZU(records);
Log(ret);
}
The CDLCLOSINGMARUBOZU()
function is described in the talib library documentation as: CDLCLOSINGMARUBOZU(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLCONCEALBABYSWALL()
function is used to calculate the Concealing Baby Swallow (K-line chart: Concealing Baby Swallow pattern).
The return value of the talib.CDLCONCEALBABYSWALL()
function is: a one-dimensional array.
array
talib.CDLCONCEALBABYSWALL(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLCONCEALBABYSWALL(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLCONCEALBABYSWALL(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLCONCEALBABYSWALL(records);
Log(ret);
}
The CDLCONCEALBABYSWALL()
function is described in the talib library documentation as: CDLCONCEALBABYSWALL(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLCOUNTERATTACK()
function is used to calculate Counterattack (K-line chart:Counterattack).
The return value of the talib.CDLCOUNTERATTACK()
function is a one-dimensional array.
array
talib.CDLCOUNTERATTACK(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLCOUNTERATTACK(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLCOUNTERATTACK(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLCOUNTERATTACK(records);
Log(ret);
}
The CDLCOUNTERATTACK()
function is described in the talib library documentation as: CDLCOUNTERATTACK(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLDARKCLOUDCOVER()
function is used to calculate Dark Cloud Cover (K-line chart: dark cloud cover).
The return value of the talib.CDLDARKCLOUDCOVER()
function is a one-dimensional array.
array
talib.CDLDARKCLOUDCOVER(inPriceOHLC) talib.CDLDARKCLOUDCOVER(inPriceOHLC, optInPenetration)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
The optInPenetration
parameter is used to set the Penetration, the default value is 0.5.
optInPenetration
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLDARKCLOUDCOVER(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLDARKCLOUDCOVER(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLDARKCLOUDCOVER(records);
Log(ret);
}
The CDLDARKCLOUDCOVER()
function is described in the talib library documentation as: CDLDARKCLOUDCOVER(Records[Open,High,Low,Close],Penetration = 0.5) = Array(outInteger)
The talib.CDLDOJI()
function is used to calculate Doji (K-line chart: Doji).
The return value of the talib.CDLDOJI()
function is: a one-dimensional array.
array
talib.CDLDOJI(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLDOJI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLDOJI(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLDOJI(records);
Log(ret);
}
The CDLDOJI()
function is described in the talib library documentation as: CDLDOJI(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLDOJISTAR()
function is used to calculate the Doji Star (K-line chart: Doji Star).
The return value of the talib.CDLDOJISTAR()
function is: a one-dimensional array.
array
talib.CDLDOJISTAR(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLDOJISTAR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLDOJISTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLDOJISTAR(records);
Log(ret);
}
The CDLDOJISTAR()
function is described in the talib library documentation as: CDLDOJISTAR(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLDRAGONFLYDOJI()
function is used to calculate Dragonfly Doji (K-line chart: Dragonfly Doji).
The return value of the talib.CDLDRAGONFLYDOJI()
function is: a one-dimensional array.
array
talib.CDLDRAGONFLYDOJI(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLDRAGONFLYDOJI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLDRAGONFLYDOJI(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLDRAGONFLYDOJI(records);
Log(ret);
}
The CDLDRAGONFLYDOJI()
function is described in the talib library documentation as: CDLDRAGONFLYDOJI(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLENGULFING()
function is used to calculate the Engulfing Pattern (K-line chart: engulfing).
The return value of the talib.CDLENGULFING()
function is a one-dimensional array.
array
talib.CDLENGULFING(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLENGULFING(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLENGULFING(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLENGULFING(records);
Log(ret);
}
The CDLENGULFING()
function is described in the talib library documentation as: CDLENGULFING(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLEVENINGDOJISTAR()
function is used to calculate the Evening Doji Star (K-line chart: Evening Doji Star).
The return value of the talib.CDLEVENINGDOJISTAR()
function is: a one-dimensional array.
array
talib.CDLEVENINGDOJISTAR(inPriceOHLC) talib.CDLEVENINGDOJISTAR(inPriceOHLC, optInPenetration)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
The optInPenetration
parameter is used to set the Penetration, the default value is 0.3.
optInPenetration
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLEVENINGDOJISTAR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLEVENINGDOJISTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLEVENINGDOJISTAR(records);
Log(ret);
}
The CDLEVENINGDOJISTAR()
function is described in the talib library documentation as: CDLEVENINGDOJISTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)
The talib.CDLEVENINGSTAR()
function is used to calculate the Evening Star (K-line chart: Evening Star).
The return value of the talib.CDLEVENINGSTAR()
function is: a one-dimensional array.
array
talib.CDLEVENINGSTAR(inPriceOHLC) talib.CDLEVENINGSTAR(inPriceOHLC, optInPenetration)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
The optInPenetration
parameter is used to set the Penetration, the default value is 0.3.
optInPenetration
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLEVENINGSTAR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLEVENINGSTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLEVENINGSTAR(records);
Log(ret);
}
The CDLEVENINGSTAR()
function is described in the talib library documentation as: CDLEVENINGSTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)
The talib.CDLGAPSIDESIDEWHITE()
function is used to calculate Up/Down-gap side-by-side white lines (K-line chart: Up/Down gap side-by-side white lines).
The return value of the talib.CDLGAPSIDESIDEWHITE()
function is: a one-dimensional array.
array
talib.CDLGAPSIDESIDEWHITE(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLGAPSIDESIDEWHITE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLGAPSIDESIDEWHITE(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLGAPSIDESIDEWHITE(records);
Log(ret);
}
The CDLGAPSIDESIDEWHITE()
function is described in the talib library documentation as: CDLGAPSIDESIDEWHITE(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLGRAVESTONEDOJI()
function is used to calculate the Gravestone Doji (K-line chart: Gravestone Doji).
The return value of the talib.CDLGRAVESTONEDOJI()
function is: a one-dimensional array.
array
talib.CDLGRAVESTONEDOJI(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLGRAVESTONEDOJI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLGRAVESTONEDOJI(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLGRAVESTONEDOJI(records);
Log(ret);
}
The CDLGRAVESTONEDOJI()
function is described in the talib library documentation as: CDLGRAVESTONEDOJI(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLHAMMER()
function is used to calculate Hammer (K-line chart: Hammer).
The return value of the talib.CDLHAMMER()
function is: a one-dimensional array.
array
talib.CDLHAMMER(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHAMMER(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHAMMER(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHAMMER(records);
Log(ret);
}
The CDLHAMMER()
function is described in the talib library documentation as: CDLHAMMER(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLHANGINGMAN()
function is used to calculate Hanging Man (K-line chart: Hanging Man).
The return value of the talib.CDLHANGINGMAN()
function is a one-dimensional array.
array
talib.CDLHANGINGMAN(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHANGINGMAN(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHANGINGMAN(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHANGINGMAN(records);
Log(ret);
}
The CDLHANGINGMAN()
function is described in the talib library documentation as: CDLHANGINGMAN(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLHARAMI()
function is used to calculate the Harami Pattern (K-line chart: negative and positive lines).
The return value of the talib.CDLHARAMI()
function is a one-dimensional array.
array
talib.CDLHARAMI(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHARAMI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHARAMI(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHARAMI(records);
Log(ret);
}
The CDLHARAMI()
function is described in the talib library documentation as: CDLHARAMI(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLHARAMICROSS()
function is used to calculate the Harami Cross Pattern (K-line chart: cross negative and positive lines).
The return value of the talib.CDLHARAMICROSS()
function is: a one-dimensional array.
array
talib.CDLHARAMICROSS(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHARAMICROSS(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHARAMICROSS(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHARAMICROSS(records);
Log(ret);
}
The CDLHARAMICROSS()
function is described in the talib library documentation as: CDLHARAMICROSS(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLHIGHWAVE()
function is used to calculate the High-Wave Candle (K-line chart: Long Leg Cross).
The return value of the talib.CDLHIGHWAVE()
function is a one-dimensional array.
array
talib.CDLHIGHWAVE(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHIGHWAVE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHIGHWAVE(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHIGHWAVE(records);
Log(ret);
}
The CDLHIGHWAVE()
function is described in the talib library documentation as: CDLHIGHWAVE(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLHIKKAKE()
function is used to calculate the Hikkake Pattern (K-line chart: trap).
The return value of the talib.CDLHIKKAKE()
function is a one-dimensional array.
array
talib.CDLHIKKAKE(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHIKKAKE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHIKKAKE(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHIKKAKE(records);
Log(ret);
}
The CDLHIKKAKE()
function is described in the talib library documentation as: CDLHIKKAKE(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLHIKKAKEMOD()
function is used to calculate the Modified Hikkake Pattern (K-line chart: Modified Trap).
The return value of the talib.CDLHIKKAKEMOD()
function is: a one-dimensional array.
array
talib.CDLHIKKAKEMOD(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHIKKAKEMOD(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHIKKAKEMOD(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHIKKAKEMOD(records);
Log(ret);
}
The CDLHIKKAKEMOD()
function is described in the talib library documentation as: CDLHIKKAKEMOD(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLHOMINGPIGEON()
function is used to calculate the Homing Pigeon (K-line chart: Pigeon).
The return value of the talib.CDLHOMINGPIGEON()
function is: a one-dimensional array.
array
talib.CDLHOMINGPIGEON(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLHOMINGPIGEON(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLHOMINGPIGEON(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLHOMINGPIGEON(records);
Log(ret);
}
The CDLHOMINGPIGEON()
function is described in the talib library documentation as: CDLHOMINGPIGEON(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLIDENTICAL3CROWS()
function is used to calculate Identical Three Crows (K-line chart: same three crows).
The return value of the talib.CDLIDENTICAL3CROWS()
function is: a one-dimensional array.
array
talib.CDLIDENTICAL3CROWS(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLIDENTICAL3CROWS(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLIDENTICAL3CROWS(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLIDENTICAL3CROWS(records);
Log(ret);
}
The CDLIDENTICAL3CROWS()
function is described in the talib library documentation as: CDLIDENTICAL3CROWS(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLINNECK()
function is used to calculate the In-Neck Pattern (K-line chart: neckline).
The return value of the talib.CDLINNECK()
function is: a one-dimensional array.
array
talib.CDLINNECK(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLINNECK(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLINNECK(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLINNECK(records);
Log(ret);
}
The CDLINNECK()
function is described in the talib library documentation as: CDLINNECK(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLINVERTEDHAMMER()
function is used to calculate the Inverted Hammer (K-line chart: Inverted Hammer).
The return value of the talib.CDLINVERTEDHAMMER()
function is: a one-dimensional array.
array
talib.CDLINVERTEDHAMMER(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLINVERTEDHAMMER(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLINVERTEDHAMMER(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLINVERTEDHAMMER(records);
Log(ret);
}
The CDLINVERTEDHAMMER()
function is described in the talib library documentation as: CDLINVERTEDHAMMER(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLKICKING()
function is used to calculate Kicking (K-line chart: kicking).
The return value of the talib.CDLKICKING()
function is a one-dimensional array.
array
talib.CDLKICKING(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLKICKING(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLKICKING(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLKICKING(records);
Log(ret);
}
The CDLKICKING()
function is described in the talib library documentation as: CDLKICKING(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLKICKINGBYLENGTH()
function is used to calculate the kick - bull/bear determined by the longer Marubozu (K-line chart: kick bull/kick bear).
The return value of the talib.CDLKICKINGBYLENGTH()
function is: a one-dimensional array.
array
talib.CDLKICKINGBYLENGTH(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLKICKINGBYLENGTH(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLKICKINGBYLENGTH(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLKICKINGBYLENGTH(records);
Log(ret);
}
The CDLKICKINGBYLENGTH()
function is described in the talib library documentation as: CDLKICKINGBYLENGTH(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLLADDERBOTTOM()
function is used to calculate the Ladder Bottom (K-line chart: Ladder Bottom).
The return value of the talib.CDLLADDERBOTTOM()
function is: a one-dimensional array.
array
talib.CDLLADDERBOTTOM(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLLADDERBOTTOM(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLLADDERBOTTOM(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLLADDERBOTTOM(records);
Log(ret);
}
The CDLLADDERBOTTOM()
function is described in the talib library documentation as: CDLLADDERBOTTOM(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLLONGLEGGEDDOJI()
function is used to calculate the Long Legged Doji (K-line chart: Long Legged Doji).
The return value of the talib.CDLLONGLEGGEDDOJI()
function is: a one-dimensional array.
array
talib.CDLLONGLEGGEDDOJI(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLLONGLEGGEDDOJI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLLONGLEGGEDDOJI(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLLONGLEGGEDDOJI(records);
Log(ret);
}
The CDLLONGLEGGEDDOJI()
function is described in the talib library documentation as: CDLLONGLEGGEDDOJI(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLLONGLINE()
function is used to calculate the Long Line Candle (K-line chart: Long Line).
The return value of the talib.CDLLONGLINE()
function is: a one-dimensional array.
array
talib.CDLLONGLINE(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLLONGLINE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLLONGLINE(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLLONGLINE(records);
Log(ret);
}
The CDLLONGLINE()
function is described in the talib library documentation as: CDLLONGLINE(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLMARUBOZU()
function is used to calculate the Marubozu (K-line chart: bare head and bare foot).
The return value of the talib.CDLMARUBOZU()
function is a one-dimensional array.
array
talib.CDLMARUBOZU(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLMARUBOZU(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLMARUBOZU(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLMARUBOZU(records);
Log(ret);
}
The CDLMARUBOZU()
function is described in the talib library documentation as: CDLMARUBOZU(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLMATCHINGLOW()
function is used to calculate Matching Low (K-line chart: Matching Low).
The return value of the talib.CDLMATCHINGLOW()
function is: a one-dimensional array.
array
talib.CDLMATCHINGLOW(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLMATCHINGLOW(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLMATCHINGLOW(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLMATCHINGLOW(records);
Log(ret);
}
The CDLMATCHINGLOW()
function is described in the talib library documentation as: CDLMATCHINGLOW(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLMATHOLD()
function is used to calculate Mat Hold (K-line chart: Mat Hold).
The return value of the talib.CDLMATHOLD()
function is: a one-dimensional array.
array
talib.CDLMATHOLD(inPriceOHLC) talib.CDLMATHOLD(inPriceOHLC, optInPenetration)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
The optInPenetration
parameter is optional and is used to specify the percentage of the width of the rising/falling trend line, the default value is 0.5.
optInPenetration
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLMATHOLD(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLMATHOLD(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLMATHOLD(records);
Log(ret);
}
The CDLMATHOLD()
function is described in the talib library documentation as: CDLMATHOLD(Records[Open,High,Low,Close],Penetration = 0.5) = Array(outInteger)
The talib.CDLMORNINGDOJISTAR()
function is used to calculate the Morning Doji Star (K-line chart: Morning Doji Star).
The return value of the talib.CDLMORNINGDOJISTAR()
function is: a one-dimensional array.
array
talib.CDLMORNINGDOJISTAR(inPriceOHLC) talib.CDLMORNINGDOJISTAR(inPriceOHLC, optInPenetration)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
The optInPenetration
parameter is used to specify the degree of overlap between the validation opening price and the solid part, the default value is 0.3.
optInPenetration
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLMORNINGDOJISTAR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLMORNINGDOJISTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLMORNINGDOJISTAR(records);
Log(ret);
}
The CDLMORNINGDOJISTAR()
function is described in the talib library documentation as: CDLMORNINGDOJISTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)
The talib.CDLMORNINGSTAR()
function is used to calculate Morning Star (K-line chart: Morning Star).
The return value of the talib.CDLMORNINGSTAR()
function is: a one-dimensional array.
array
talib.CDLMORNINGSTAR(inPriceOHLC) talib.CDLMORNINGSTAR(inPriceOHLC, optInPenetration)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
The optInPenetration
parameter is the price float percentage threshold required for trend confirmation and takes a value in the range [0,1], with a default value of 0.3.
optInPenetration
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLMORNINGSTAR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLMORNINGSTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLMORNINGSTAR(records);
Log(ret);
}
The CDLMORNINGSTAR()
function is described in the talib library documentation as: CDLMORNINGSTAR(Records[Open,High,Low,Close],Penetration=0.3) = Array(outInteger)
The talib.CDLONNECK()
function is used to calculate the On-Neck Pattern (K-line chart: On-Neck Pattern).
The return value of the talib.CDLONNECK()
function is a one-dimensional array.
array
talib.CDLONNECK(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLONNECK(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLONNECK(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLONNECK(records);
Log(ret);
}
The CDLONNECK()
function is described in the talib library documentation as: CDLONNECK(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLPIERCING()
function is used to calculate the Piercing Pattern (K-line chart: Piercing Pattern).
The return value of the talib.CDLPIERCING()
function is a one-dimensional array.
array
talib.CDLPIERCING(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLPIERCING(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLPIERCING(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLPIERCING(records);
Log(ret);
}
The CDLPIERCING()
function is described in the talib library documentation as: CDLPIERCING(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLRICKSHAWMAN()
function is used to calculate Rickshaw Man (K-line chart: Rickshaw Man).
The return value of the talib.CDLRICKSHAWMAN()
function is: a one-dimensional array.
array
talib.CDLRICKSHAWMAN(inPriceOHLC)
The inPriceOHLC
parameter is used to specify K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLRICKSHAWMAN(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLRICKSHAWMAN(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLRICKSHAWMAN(records);
Log(ret);
}
The CDLRICKSHAWMAN()
function is described in the talib library documentation as: CDLRICKSHAWMAN(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLRISEFALL3METHODS()
function is used to calculate Rising/Falling Three Methods (K-line chart: Rising/Falling Three Methods).
The return value of the talib.CDLRISEFALL3METHODS()
function is: a one-dimensional array.
array
talib.CDLRISEFALL3METHODS(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLRISEFALL3METHODS(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLRISEFALL3METHODS(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLRISEFALL3METHODS(records);
Log(ret);
}
The CDLRISEFALL3METHODS()
function is described in the talib library documentation as: CDLRISEFALL3METHODS(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLSEPARATINGLINES()
function is used to calculate Separating Lines (K-line chart: Separating Lines).
The return value of the talib.CDLSEPARATINGLINES()
function is a one-dimensional array.
array
talib.CDLSEPARATINGLINES(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSEPARATINGLINES(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSEPARATINGLINES(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSEPARATINGLINES(records);
Log(ret);
}
The CDLSEPARATINGLINES()
function is described in the talib library documentation as: CDLSEPARATINGLINES(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLSHOOTINGSTAR()
function is used to calculate the Shooting Star (K-line chart: Shooting Star).
The return value of the talib.CDLSHOOTINGSTAR()
function is a one-dimensional array.
array
talib.CDLSHOOTINGSTAR(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSHOOTINGSTAR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSHOOTINGSTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSHOOTINGSTAR(records);
Log(ret);
}
The CDLSHOOTINGSTAR()
function is described in the talib library documentation as: CDLSHOOTINGSTAR(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLSHORTLINE()
function is used to calculate the Short Line Candle (K-line chart: Short Line).
The return value of the talib.CDLSHORTLINE()
function is: a one-dimensional array.
array
talib.CDLSHORTLINE(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSHORTLINE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSHORTLINE(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSHORTLINE(records);
Log(ret);
}
The CDLSHORTLINE()
function is described in the talib library documentation as: CDLSHORTLINE(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLSPINNINGTOP()
function is used to calculate Spinning Top (K-line chart: Spinning Top).
The return value of the talib.CDLSPINNINGTOP()
function is: a one-dimensional array.
array
talib.CDLSPINNINGTOP(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSPINNINGTOP(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSPINNINGTOP(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSPINNINGTOP(records);
Log(ret);
}
The CDLSPINNINGTOP()
function is described in the talib library documentation as: CDLSPINNINGTOP(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLSTALLEDPATTERN()
function is used to calculate Stalled Pattern (K-line chart: Stalled Pattern).
The return value of the talib.CDLSTALLEDPATTERN()
function is: a one-dimensional array.
array
talib.CDLSTALLEDPATTERN(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSTALLEDPATTERN(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSTALLEDPATTERN(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSTALLEDPATTERN(records);
Log(ret);
}
The CDLSTALLEDPATTERN()
function is described in the talib library documentation as: CDLSTALLEDPATTERN(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLSTICKSANDWICH()
function is used to calculate the Stick Sandwich (K-line chart: Stick Sandwich).
The return value of the talib.CDLSTICKSANDWICH()
function is a one-dimensional array.
array
talib.CDLSTICKSANDWICH(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLSTICKSANDWICH(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLSTICKSANDWICH(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLSTICKSANDWICH(records);
Log(ret);
}
The CDLSTICKSANDWICH()
function is described in the talib library documentation as: CDLSTICKSANDWICH(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLTAKURI()
function is used to calculate Takuri (dragonfly doji with a very long lower shadow line) (K-line chart: Takuri).
The return value of the talib.CDLTAKURI()
function is a one-dimensional array.
array
talib.CDLTAKURI(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLTAKURI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLTAKURI(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLTAKURI(records);
Log(ret);
}
The CDLTAKURI()
function is described in the talib library documentation as: CDLTAKURI(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLTASUKIGAP()
function is used to calculate the Tasuki Gap (K-line chart: Tasuki Gap).
The return value of the talib.CDLTASUKIGAP()
function is a one-dimensional array.
array
talib.CDLTASUKIGAP(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLTASUKIGAP(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLTASUKIGAP(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLTASUKIGAP(records);
Log(ret);
}
The CDLTASUKIGAP()
function is described in the talib library documentation as: CDLTASUKIGAP(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLTHRUSTING()
function is used to calculate the Thrusting Pattern (K-line chart: Thrusting Pattern).
The return value of the talib.CDLTHRUSTING()
function is: a one-dimensional array.
array
talib.CDLTHRUSTING(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLTHRUSTING(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLTHRUSTING(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLTHRUSTING(records);
Log(ret);
}
The CDLTHRUSTING()
function is described in the talib library documentation as: CDLTHRUSTING(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLTRISTAR()
function is used to calculate the Tristar Pattern (K-line chart: Tristar Pattern).
The return value of the talib.CDLTRISTAR()
function is: a one-dimensional array.
array
talib.CDLTRISTAR(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLTRISTAR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLTRISTAR(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLTRISTAR(records);
Log(ret);
}
The CDLTRISTAR()
function is described in the talib library documentation as: CDLTRISTAR(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLUNIQUE3RIVER()
function is used to calculate the Unique 3 River (K-line chart: Unique 3 River).
The return value of the talib.CDLUNIQUE3RIVER()
function is: a one-dimensional array.
array
talib.CDLUNIQUE3RIVER(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLUNIQUE3RIVER(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLUNIQUE3RIVER(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLUNIQUE3RIVER(records);
Log(ret);
}
The CDLUNIQUE3RIVER()
function is described in the talib library documentation as: CDLUNIQUE3RIVER(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLUPSIDEGAP2CROWS()
function is used to calculate Upside Gap Two Crows (K-line chart: Upside Gap Two Crows).
The return value of the talib.CDLUPSIDEGAP2CROWS()
function is: a one-dimensional array.
array
talib.CDLUPSIDEGAP2CROWS(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLUPSIDEGAP2CROWS(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLUPSIDEGAP2CROWS(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLUPSIDEGAP2CROWS(records);
Log(ret);
}
The CDLUPSIDEGAP2CROWS()
function is described in the talib library documentation as: CDLUPSIDEGAP2CROWS(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.CDLXSIDEGAP3METHODS()
function is used to calculate Upside/Downside Gap Three Methods (K-line chart: Upside/Downside Gap Three Methods).
The return value of the talib.CDLXSIDEGAP3METHODS()
function is: a one-dimensional array.
array
talib.CDLXSIDEGAP3METHODS(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.CDLXSIDEGAP3METHODS(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CDLXSIDEGAP3METHODS(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CDLXSIDEGAP3METHODS(records);
Log(ret);
}
The CDLXSIDEGAP3METHODS()
function is described in the talib library documentation as: CDLXSIDEGAP3METHODS(Records[Open,High,Low,Close]) = Array(outInteger)
The talib.AD()
function is used to calculate the Chaikin A/D Line (line stochastic indicator).
The return value of the talib.AD()
function is: a one-dimensional array.
array
talib.AD(inPriceHLCV)
The inPriceHLCV
parameter is used to specify the K-line data.
inPriceHLCV
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.AD(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.AD(records.High, records.Low, records.Close, records.Volume)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.AD(records);
Log(ret);
}
The AD()
function is described in the talib library documentation as: AD(Records[High,Low,Close,Volume]) = Array(outReal)
The talib.ADOSC()
function is used to calculate the Chaikin A/D Oscillator (Chaikin Oscillator).
The return value of the talib.ADOSC()
function is a one-dimensional array.
array
talib.ADOSC(inPriceHLCV) talib.ADOSC(inPriceHLCV, optInFastPeriod, optInSlowPeriod)
The inPriceHLCV
parameter is used to specify the K-line data.
inPriceHLCV
true
{@struct/Record Record} structure array
The optInFastPeriod
parameter is used to set the fast period.
optInFastPeriod
false
number
The optInSlowPeriod
parameter is used to set the slow period.
optInSlowPeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.ADOSC(records, 3, 10)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.ADOSC(records.High, records.Low, records.Close, records.Volume, 3, 10)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ADOSC(records, 3, 10);
Log(ret);
}
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)
The talib.OBV()
function is used to calculate On Balance Volume (energy tide).
The return value of the talib.OBV()
function is a one-dimensional array.
array
talib.OBV(inReal) talib.OBV(inReal, inPriceV)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The inPriceV
parameter is used to specify the K-line data.
inPriceV
false
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.OBV(records, records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.OBV(records.Close, records.Volume)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.OBV(records);
Log(ret);
}
The OBV()
function is described in the talib library documentation as: OBV(Records[Close],Records[Volume]) = Array(outReal)
The talib.ACOS()
function is used to calculate Vector Trigonometric ACos (inverse cosine function).
The return value of the talib.ACOS()
function is a one-dimensional array.
array
talib.ACOS(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [-1, 0, 1]
var ret = talib.ACOS(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.ACOS(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.ACOS(data);
Log(ret);
}
The ACOS()
function is described in the talib library documentation as: ACOS(Records[Close]) = Array(outReal)
The talib.ASIN()
function is used to calculate the Vector Trigonometric ASin (inverse sine function).
The return value of the talib.ASIN()
function is a one-dimensional array.
array
talib.ASIN(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [-1, 0, 1]
var ret = talib.ASIN(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.ASIN(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.ASIN(data);
Log(ret);
}
The ASIN()
function is described in the talib library documentation as: ASIN(Records[Close]) = Array(outReal)
The talib.ATAN()
function is used to calculate the Vector Trigonometric ATan (inverse tangent function).
The return value of the talib.ATAN()
function is: a one-dimensional array.
array
talib.ATAN(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [-3.14/2, 0, 3.14/2]
var ret = talib.ATAN(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [-3.14/2, 0, 3.14/2]
ret = talib.ATAN(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {-3.14/2, 0, 3.14/2};
auto ret = talib.ATAN(data);
Log(ret);
}
The ATAN()
function is described in the talib library documentation as: ATAN(Records[Close]) = Array(outReal)
The talib.CEIL()
function is used to calculate Vector Ceil (rounding function).
The return value of the talib.CEIL()
function is a one-dimensional array.
array
talib.CEIL(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var records = exchange.GetRecords()
var ret = talib.CEIL(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CEIL(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CEIL(records);
Log(ret);
}
The CEIL()
function is described in the talib library documentation as: CEIL(Records[Close]) = Array(outReal)
The talib.COS()
function is used to calculate the Vector Trigonometric Cos (cosine function).
The return value of the talib.COS()
function is: a one-dimensional array.
array
talib.COS(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [-3.14, 0, 3.14]
var ret = talib.COS(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [-3.14, 0, 3.14]
ret = talib.COS(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {-3.14, 0, 3.14};
auto ret = talib.COS(data);
Log(ret);
}
The COS()
function is described in the talib library documentation as: COS(Records[Close]) = Array(outReal)
The talib.COSH()
function is used to calculate Vector Trigonometric Cosh (hyperbolic cosine value).
The return value of the talib.COSH()
function is a one-dimensional array.
array
talib.COSH(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [-1, 0, 1]
var ret = talib.COSH(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.COSH(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.COSH(data);
Log(ret);
}
The COSH()
function is described in the talib library documentation as: COSH(Records[Close]) = Array(outReal)
The talib.EXP()
function is used to calculate the Vector Arithmetic Exp (exponential function).
The return value of the talib.EXP()
function is: a one-dimensional array.
array
talib.EXP(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [0, 1, 2]
var ret = talib.EXP(data) // e^0, e^1, e^2
Log(ret)
}
import talib
import numpy as np
def main():
data = [0, 1.0, 2.0]
ret = talib.EXP(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {0, 1.0, 2.0};
auto ret = talib.EXP(data);
Log(ret);
}
The EXP()
function is described in the talib library documentation as: EXP(Records[Close]) = Array(outReal)
The talib.FLOOR()
function is used to calculate the Vector Floor (rounded down).
The return value of the talib.FLOOR()
function is a one-dimensional array.
array
talib.FLOOR(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var records = exchange.GetRecords()
var ret = talib.FLOOR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.FLOOR(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.FLOOR(records);
Log(ret);
}
The FLOOR()
function is described in the talib library documentation as: FLOOR(Records[Close]) = Array(outReal)
The talib.LN()
function is used to calculate the Vector Log Natural (natural logarithm).
The return value of the talib.LN()
function is a one-dimensional array.
array
talib.LN(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [1, 2, 3]
var ret = talib.LN(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [1.0, 2.0, 3.0]
ret = talib.LN(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {1, 2, 3};
auto ret = talib.LN(data);
Log(ret);
}
The LN()
function is described in the talib library documentation as: LN(Records[Close]) = Array(outReal)
The talib.LOG10()
function is used to calculate Vector Log10 (logarithmic function).
The return value of the talib.LOG10()
function is a one-dimensional array.
array
talib.LOG10(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [10, 100, 1000]
var ret = talib.LOG10(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [10.0, 100.0, 1000.0]
ret = talib.LOG10(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {10, 100, 1000};
auto ret = talib.LOG10(data);
Log(ret);
}
The LOG10()
function is described in the talib library documentation as: LOG10(Records[Close]) = Array(outReal)
The talib.SIN()
function is used to calculate Vector Trigonometric Sin (sine value).
The return value of the talib.SIN()
function is a one-dimensional array.
array
talib.SIN(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [-3.14/2, 0, 3.14/2]
var ret = talib.SIN(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [-3.14/2, 0, 3.14/2]
ret = talib.SIN(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {-3.14/2, 0, 3.14/2};
auto ret = talib.SIN(data);
Log(ret);
}
The SIN()
function is described in the talib library documentation as: SIN(Records[Close]) = Array(outReal)
The talib.SINH()
function is used to calculate the Vector Trigonometric Sinh (hyperbolic sine function).
The return value of the talib.SINH()
function is: a one-dimensional array.
array
talib.SINH(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [-1, 0, 1]
var ret = talib.SINH(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.SINH(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.SINH(data);
Log(ret);
}
The SINH()
function is described in the talib library documentation as: SINH(Records[Close]) = Array(outReal)
The talib.SQRT()
function is used to calculate the Vector Square Root (square root).
The return value of the talib.SQRT()
function is: a one-dimensional array.
array
talib.SQRT(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [4, 64, 100]
var ret = talib.SQRT(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [4.0, 64.0, 100.0]
ret = talib.SQRT(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {4, 64, 100};
auto ret = talib.SQRT(data);
Log(ret);
}
The SQRT()
function is described in the talib library documentation as: SQRT(Records[Close]) = Array(outReal)
The talib.TAN()
function is used to calculate the Vector Trigonometric Tan (tangent).
The return value of the talib.TAN()
function is a one-dimensional array.
array
talib.TAN(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [-1, 0, 1]
var ret = talib.TAN(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.TAN(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.TAN(data);
Log(ret);
}
The TAN()
function is described in the talib library documentation as: TAN(Records[Close]) = Array(outReal)
The talib.TANH()
function is used to calculate the Vector Trigonometric Tanh (hyperbolic tangent function).
The return value of the talib.TANH()
function is: a one-dimensional array.
array
talib.TANH(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var data = [-1, 0, 1]
var ret = talib.TANH(data)
Log(ret)
}
import talib
import numpy as np
def main():
data = [-1.0, 0, 1.0]
ret = talib.TANH(np.array(data))
Log(ret)
void main() {
std::vector<double> data = {-1, 0, 1};
auto ret = talib.TANH(data);
Log(ret);
}
The TANH()
function is described in the talib library documentation as: TANH(Records[Close]) = Array(outReal)
The talib.MAX()
function is used to calculate the highest (maximum) value for a specific period.
The return value of the talib.MAX()
function is: a one-dimensional array.
array
talib.MAX(inReal) talib.MAX(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MAX(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MAX(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MAX(records);
Log(ret);
}
The MAX()
function is described in the talib library documentation as: MAX(Records[Close],Time Period = 30) = Array(outReal)
The talib.MAXINDEX()
function is used to calculate the index of the highest value in the specified period (maximum index).
The return value of the talib.MAXINDEX()
function is: a one-dimensional array.
array
talib.MAXINDEX(inReal) talib.MAXINDEX(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MAXINDEX(records, 5)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MAXINDEX(records.Close, 5)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MAXINDEX(records, 5);
Log(ret);
}
The MAXINDEX()
function is described in the talib library documentation as: MAXINDEX(Records[Close],Time Period = 30) = Array(outInteger)
The talib.MIN()
function is used to calculate the lowest value (minimum value)** for the specified period.
The return value of the talib.MIN()
function is: a one-dimensional array.
array
talib.MIN(inReal) talib.MIN(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MIN(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MIN(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MIN(records);
Log(ret);
}
The MIN()
function is described in the talib library documentation as: MIN(Records[Close],Time Period = 30) = Array(outReal)
The talib.MININDEX()
function is used to calculate the lowest value index (minimum value index) for the specified period.
The return value of the talib.MININDEX()
function is: a one-dimensional array.
array
talib.MININDEX(inReal) talib.MININDEX(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MININDEX(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MININDEX(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MININDEX(records);
Log(ret);
}
The MININDEX()
function is described in the talib library documentation as: MININDEX(Records[Close],Time Period = 30) = Array(outInteger)
The talib.MINMAX()
function is used to calculate the lowest and highest (minimum and maximum) values for the specified period.
The return value of the talib.MINMAX()
function is a two-dimensional array. The first element of this two-dimensional array is the array of minimum values, and the second element is the array of maximum values.
array
talib.MINMAX(inReal) talib.MINMAX(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MINMAX(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MINMAX(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MINMAX(records);
Log(ret);
}
The MINMAX()
function is described in the talib library documentation as: MINMAX(Records[Close],Time Period = 30) = [Array(outMin),Array(outMax)]
The talib.MINMAXINDEX()
function is used to calculate the index of the lowest and highest (minimum and maximum index) values in the specified period.
The return value of the talib.MINMAXINDEX()
function is: a two-dimensional array. The first element of this two-dimensional array is the minimum indexed array, and the second element is the maximum indexed array.
array
talib.MINMAXINDEX(inReal) talib.MINMAXINDEX(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MINMAXINDEX(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MINMAXINDEX(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MINMAXINDEX(records);
Log(ret);
}
The MINMAXINDEX()
function is described in the talib library documentation as: MINMAXINDEX(Records[Close],Time Period = 30) = [Array(outMinIdx),Array(outMaxIdx)]
The talib.SUM()
function is used to calculate Summation.
The return value of the talib.SUM()
function is: a one-dimensional array.
array
talib.SUM(inReal) talib.SUM(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.SUM(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.SUM(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.SUM(records);
Log(ret);
}
The SUM()
function is described in the talib library documentation as: SUM(Records[Close],Time Period = 30) = Array(outReal)
The talib.HT_DCPERIOD()
function is used to calculate the Hilbert Transform - Dominant Cycle Period (Hilbert Transform, Dominant Period).
The return value of the talib.HT_DCPERIOD()
function is: a one-dimensional array.
array
talib.HT_DCPERIOD(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_DCPERIOD(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_DCPERIOD(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_DCPERIOD(records);
Log(ret);
}
The HT_DCPERIOD()
function is described in the talib library documentation as: HT_DCPERIOD(Records[Close]) = Array(outReal)
The talib.HT_DCPHASE()
function is used to calculate the Hilbert Transform - Dominant Cycle Phase (Hilbert Transform, Dominant Cycle Phase).
The return value of the talib.HT_DCPHASE()
function is: a one-dimensional array.
array
talib.HT_DCPHASE(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_DCPHASE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_DCPHASE(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_DCPHASE(records);
Log(ret);
}
The HT_DCPHASE()
function is described in the talib library documentation as: HT_DCPHASE(Records[Close]) = Array(outReal)
The talib.HT_PHASOR()
function is used to calculate the Hilbert Transform - Phasor Components (Hilbert Transform, Phase Components).
The return value of the talib.HT_PHASOR()
function is a two-dimensional array.
array
talib.HT_PHASOR(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_PHASOR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_PHASOR(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_PHASOR(records);
Log(ret);
}
The HT_PHASOR()
function is described in the talib library documentation as: HT_PHASOR(Records[Close]) = [Array(outInPhase),Array(outQuadrature)]
The talib.HT_SINE()
function is used to calculate the Hilbert Transform - SineWave (Hilbert Transform, Sine Wave).
The return value of the talib.HT_SINE()
function is: a two-dimensional array.
array
talib.HT_SINE(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_SINE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_SINE(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_SINE(records);
Log(ret);
}
The HT_SINE()
function is described in the talib library documentation as: HT_SINE(Records[Close]) = [Array(outSine),Array(outLeadSine)]
The talib.HT_TRENDMODE()
function is used to calculate the Hilbert Transform - Trend and Cycle Mode.
The return value of the talib.HT_TRENDMODE()
function is: a one-dimensional array.
array
talib.HT_TRENDMODE(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_TRENDMODE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_TRENDMODE(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_TRENDMODE(records);
Log(ret);
}
The HT_TRENDMODE()
function is described in the talib library documentation as: HT_TRENDMODE(Records[Close]) = Array(outInteger)
The talib.ATR()
function is used to calculate the Average True Range.
The return value of the talib.ATR()
function is a one-dimensional array.
array
talib.ATR(inPriceHLC) talib.ATR(inPriceHLC, optInTimePeriod)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.ATR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.ATR(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ATR(records);
Log(ret);
}
The ATR()
function is described in the talib library documentation as: ATR(Records[High,Low,Close],Time Period = 14) = Array(outReal)
The talib.NATR()
function is used to calculate the Normalized Average True Range.
The return value of the talib.NATR()
function is a one-dimensional array.
array
talib.NATR(inPriceHLC) talib.NATR(inPriceHLC, optInTimePeriod)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.NATR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.NATR(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.NATR(records);
Log(ret);
}
The NATR()
function is described in the talib library documentation as: NATR(Records[High,Low,Close],Time Period = 14) = Array(outReal)
The talib.TRANGE()
function is used to calculate the True Range.
The return value of the talib.TRANGE()
function is: a one-dimensional array.
array
talib.TRANGE(inPriceHLC)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.TRANGE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.TRANGE(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TRANGE(records);
Log(ret);
}
The TRANGE()
function is described in the talib library documentation as: TRANGE(Records[High,Low,Close]) = Array(outReal)
The talib.BBANDS()
function is used to calculate Bollinger Bands.
The return value of the talib.BBANDS()
function is: a two-dimensional array. The array contains three elements which are: the upper line array, the middle line array, and the lower line array.
array
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)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 5.
optInTimePeriod
false
number
The optInNbDevUp
parameter is used to set the upline multiplier, the default value is 2.
optInNbDevUp
false
number
The optInNbDevDn
parameter is used to set the lower line multiplier, the default value is 2.
optInNbDevDn
false
number
The optInMAType
parameter is used to set the mean type, the default value is 0.
optInMAType
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.BBANDS(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.BBANDS(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.BBANDS(records);
Log(ret);
}
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)]
The talib.DEMA()
function is used to calculate the Double Exponential Moving Average.
The return value of the talib.DEMA()
function is a one-dimensional array.
array
talib.DEMA(inReal) talib.DEMA(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.DEMA(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.DEMA(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.DEMA(records);
Log(ret);
}
The DEMA()
function is described in the talib library documentation as: DEMA(Records[Close],Time Period = 30) = Array(outReal)
The talib.EMA()
function is used to calculate the Exponential Moving Average.
The return value of the talib.EMA()
function is a one-dimensional array.
array
talib.EMA(inReal) talib.EMA(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.EMA(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.EMA(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.EMA(records);
Log(ret);
}
The EMA()
function is described in the talib library documentation as: EMA(Records[Close],Time Period = 30) = Array(outReal)
The talib.HT_TRENDLINE()
function is used to calculate the Hilbert Transform - Instantaneous Trendline (Hilbert Transform, Instantaneous Trend).
The return value of the talib.HT_TRENDLINE()
function is: a one-dimensional array.
array
talib.HT_TRENDLINE(inReal)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
function main() {
var records = exchange.GetRecords()
var ret = talib.HT_TRENDLINE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.HT_TRENDLINE(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.HT_TRENDLINE(records);
Log(ret);
}
The HT_TRENDLINE()
function is described in the talib library documentation as: HT_TRENDLINE(Records[Close]) = Array(outReal)
The talib.KAMA()
function is used to calculate the Kaufman Adaptive Moving Average.
The return value of the talib.KAMA()
function is: a one-dimensional array.
array
talib.KAMA(inReal) talib.KAMA(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.KAMA(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.KAMA(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.KAMA(records);
Log(ret);
}
The KAMA()
function is described in the talib library documentation as: KAMA(Records[Close],Time Period = 30) = Array(outReal)
The talib.MA()
function is used to calculate the Moving average.
The return value of the talib.MA()
function is: a one-dimensional array.
array
talib.MA(inReal) talib.MA(inReal, optInTimePeriod) talib.MA(inReal, optInTimePeriod, optInMAType)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
The optInMAType
parameter is used to set the mean type, the default value is 0.
optInMAType
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MA(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MA(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MA(records);
Log(ret);
}
The MA()
function is described in the talib library documentation as: MA(Records[Close],Time Period = 30,MA Type = 0) = Array(outReal)
The talib.MAMA()
function is used to calculate the MESA Adaptive Moving Average.
The return value of the talib.MAMA()
function is: a two-dimensional array.
array
talib.MAMA(inReal) talib.MAMA(inReal, optInFastLimit) talib.MAMA(inReal, optInFastLimit, optInSlowLimit)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInFastLimit
parameter is used to set the Fast Limit, the default value is 0.5.
optInFastLimit
false
number
The optInSlowLimit
parameter is used to set the Slow Limit, the default value is 0.05.
optInSlowLimit
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MAMA(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MAMA(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MAMA(records);
Log(ret);
}
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)]
The talib.MIDPOINT()
function is used to calculate the MidPoint over period (midpoint).
The return value of the talib.MIDPOINT()
function is a one-dimensional array.
array
talib.MIDPOINT(inReal) talib.MIDPOINT(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MIDPOINT(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MIDPOINT(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MIDPOINT(records);
Log(ret);
}
The MIDPOINT()
function is described in the talib library documentation as: MIDPOINT(Records[Close],Time Period = 14) = Array(outReal)
The talib.MIDPRICE()
function is used to calculate the Midpoint Price over period (midpoint price).
The return value of the talib.MIDPRICE()
function is a one-dimensional array.
array
talib.MIDPRICE(inPriceHL) talib.MIDPRICE(inPriceHL, optInTimePeriod)
The inPriceHL
parameter is used to specify the K-line data.
inPriceHL
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MIDPRICE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MIDPRICE(records.High, records.Low)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MIDPRICE(records);
Log(ret);
}
The MIDPRICE()
function is described in the talib library documentation as: MIDPRICE(Records[High,Low],Time Period = 14) = Array(outReal)
The talib.SAR()
function is used to calculate the Parabolic SAR.
The return value of the talib.SAR()
function is: a one-dimensional array.
array
talib.SAR(inPriceHL) talib.SAR(inPriceHL, optInAcceleration) talib.SAR(inPriceHL, optInAcceleration, optInMaximum)
The inPriceHL
parameter is used to specify the K-line data.
inPriceHL
true
{@struct/Record Record} structure array
The optInAcceleration
parameter is used to set the Acceleration Factor, the default value is 0.02.
optInAcceleration
false
number
The optInMaximum
parameter is used to set the AF Maximum, the default value is 0.2.
optInMaximum
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.SAR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.SAR(records.High, records.Low)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.SAR(records);
Log(ret);
}
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)
The talib.SAREXT()
function is used to calculate the Parabolic SAR - Extended (enhanced parabolic steering).
The return value of the talib.SAREXT()
function is a one-dimensional array.
array
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)
The inPriceHL
parameter is used to specify the K-line data.
inPriceHL
true
{@struct/Record Record} structure array
The optInStartValue
parameter is used to set the Start Value, the default value is 0.
optInStartValue
false
number
The optInOffsetOnReverse
parameter is used to set Offset on Reverse, the default value is 0.
optInOffsetOnReverse
false
number
The optInAccelerationInitLong
parameter is used to set the AF Init Long, the default value is 0.02.
optInAccelerationInitLong
false
number
The optInAccelerationLong
parameter is used to set the AF Long, the default value is 0.02.
optInAccelerationLong
false
number
The optInAccelerationMaxLong
parameter is used to set the AF Max Long, the default value is 0.2.
optInAccelerationMaxLong
false
number
The optInAccelerationInitShort
parameter is used to set AF Init Short, the default value is 0.02.
optInAccelerationInitShort
false
number
The optInAccelerationShort
parameter is used to set AF Short, the default value is 0.02.
optInAccelerationShort
false
number
The optInAccelerationMaxShort
parameter is used to set AF Max Short, the default value is 0.2.
optInAccelerationMaxShort
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.SAREXT(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.SAREXT(records.High, records.Low)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.SAREXT(records);
Log(ret);
}
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)
The talib.SMA()
function is used to calculate Simple Moving Average.
The return value of the talib.SMA()
function is: a one-dimensional array.
array
talib.SMA(inReal) talib.SMA(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.SMA(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.SMA(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.SMA(records);
Log(ret);
}
The SMA()
function is described in the talib library documentation as: SMA(Records[Close],Time Period = 30) = Array(outReal)
The talib.T3()
function is used to calculate the Triple Exponential Moving Average (T3) (triple exponential moving average).
The return value of the talib.T3()
function is a one-dimensional array.
array
talib.T3(inReal) talib.T3(inReal, optInTimePeriod) talib.T3(inReal, optInTimePeriod, optInVFactor)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 5.
optInTimePeriod
false
number
The optInVFactor
parameter is used to set the Volume Factor, the default value is 0.7.
optInVFactor
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.T3(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.T3(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.T3(records);
Log(ret);
}
The T3()
function is described in the talib library documentation as: T3(Records[Close],Time Period = 5,Volume Factor = 0.7) = Array(outReal)
The talib.TEMA()
function is used to calculate Triple Exponential Moving Average.
The return value of the talib.TEMA()
function is a one-dimensional array.
array
talib.TEMA(inReal) talib.TEMA(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.TEMA(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.TEMA(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TEMA(records);
Log(ret);
}
The TEMA()
function is described in the talib library documentation as: TEMA(Records[Close],Time Period = 30) = Array(outReal)
The talib.TRIMA()
function is used to calculate the Triangular Moving Average (tri-exponential moving average).
The return value of the talib.TRIMA()
function is a one-dimensional array.
array
talib.TRIMA(inReal) talib.TRIMA(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.TRIMA(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.TRIMA(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TRIMA(records);
Log(ret);
}
The TRIMA()
function is described in the talib library documentation as: TRIMA(Records[Close],Time Period = 30) = Array(outReal)
The talib.WMA()
function is used to calculate the Weighted Moving Average (WMA).
The return value of the talib.WMA()
function is a one-dimensional array.
array
talib.WMA(inReal) talib.WMA(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.WMA(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.WMA(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.WMA(records);
Log(ret);
}
The WMA()
function is described in the talib library documentation as: WMA(Records[Close],Time Period = 30) = Array(outReal)
The talib.LINEARREG()
function is used to calculate Linear Regression.
The return value of the talib.LINEARREG()
function is a one-dimensional array.
array
talib.LINEARREG(inReal) talib.LINEARREG(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.LINEARREG(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.LINEARREG(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.LINEARREG(records);
Log(ret);
}
The LINEARREG()
function is described in the talib library documentation as: LINEARREG(Records[Close],Time Period = 14) = Array(outReal)
The talib.LINEARREG_ANGLE()
function is used to calculate the Linear Regression Angle.
The return value of the talib.LINEARREG_ANGLE()
function is: a one-dimensional array.
array
talib.LINEARREG_ANGLE(inReal) talib.LINEARREG_ANGLE(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.LINEARREG_ANGLE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.LINEARREG_ANGLE(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.LINEARREG_ANGLE(records);
Log(ret);
}
The LINEARREG_ANGLE()
function is described in the talib library documentation as: LINEARREG_ANGLE(Records[Close],Time Period = 14) = Array(outReal)
The talib.LINEARREG_INTERCEPT()
function is used to calculate the Linear Regression Intercept.
The return value of the talib.LINEARREG_INTERCEPT()
function is: a one-dimensional array.
array
talib.LINEARREG_INTERCEPT(inReal) talib.LINEARREG_INTERCEPT(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.LINEARREG_INTERCEPT(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.LINEARREG_INTERCEPT(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.LINEARREG_INTERCEPT(records);
Log(ret);
}
The LINEARREG_INTERCEPT()
function is described in the talib library documentation as: LINEARREG_INTERCEPT(Records[Close],Time Period = 14) = Array(outReal)
The talib.LINEARREG_SLOPE()
function is used to calculate the Linear Regression Slope.
The return value of the talib.LINEARREG_SLOPE()
function is: a one-dimensional array.
array
talib.LINEARREG_SLOPE(inReal) talib.LINEARREG_SLOPE(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.LINEARREG_SLOPE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.LINEARREG_SLOPE(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.LINEARREG_SLOPE(records);
Log(ret);
}
The LINEARREG_SLOPE()
function is described in the talib library documentation as: LINEARREG_SLOPE(Records[Close],Time Period = 14) = Array(outReal)
The talib.STDDEV()
function is used to calculate Standard Deviation.
The return value of the talib.STDDEV()
function is: a one-dimensional array.
array
talib.STDDEV(inReal) talib.STDDEV(inReal, optInTimePeriod) talib.STDDEV(inReal, optInTimePeriod, optInNbDev)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 5.
optInTimePeriod
false
number
The optInNbDev
parameter is used to set the Deviations, the default value is 1.
optInNbDev
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.STDDEV(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.STDDEV(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.STDDEV(records);
Log(ret);
}
The STDDEV()
function is described in the talib library documentation as: STDDEV(Records[Close],Time Period = 5,Deviations = 1) = Array(outReal)
The talib.TSF()
function is used to calculate Time Series Forecast.
The return value of the talib.TSF()
function is a one-dimensional array.
array
talib.TSF(inReal) talib.TSF(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.TSF(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.TSF(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TSF(records);
Log(ret);
}
The TSF()
function is described in the talib library documentation as: TSF(Records[Close],Time Period = 14) = Array(outReal)
The talib.VAR()
function is used to calculate Variance.
The return value of the talib.VAR()
function is: a one-dimensional array.
array
talib.VAR(inReal) talib.VAR(inReal, optInTimePeriod) talib.VAR(inReal, optInTimePeriod, optInNbDev)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 5.
optInTimePeriod
false
number
The optInNbDev
parameter is used to set the Deviations, the default value is 1.
optInNbDev
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.VAR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.VAR(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.VAR(records);
Log(ret);
}
The VAR()
function is described in the talib library documentation as: VAR(Records[Close],Time Period = 5,Deviations = 1) = Array(outReal)
The talib.ADX()
function is used to calculate the Average Directional Movement Index.
The return value of the talib.ADX()
function is a one-dimensional array.
array
talib.ADX(inPriceHLC) talib.ADX(inPriceHLC, optInTimePeriod)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.ADX(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.ADX(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ADX(records);
Log(ret);
}
The ADX()
function is described in the talib library documentation as: ADX(Records[High,Low,Close],Time Period = 14) = Array(outReal)
The talib.ADXR()
function is used to calculate the Average Directional Movement Index Rating (assessment index).
The return value of the talib.ADXR()
function is a one-dimensional array.
array
talib.ADXR(inPriceHLC) talib.ADXR(inPriceHLC, optInTimePeriod)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.ADXR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.ADXR(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ADXR(records);
Log(ret);
}
The ADXR()
function is described in the talib library documentation as: ADXR(Records[High,Low,Close],Time Period = 14) = Array(outReal)
The talib.APO()
function is used to calculate the Absolute Price Oscillator.
The return value of the talib.APO()
function is: a one-dimensional array.
array
talib.APO(inReal) talib.APO(inReal, optInFastPeriod) talib.APO(inReal, optInFastPeriod, optInSlowPeriod) talib.APO(inReal, optInFastPeriod, optInSlowPeriod, optInMAType)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInFastPeriod
parameter is used to set the fast period, the default value is 12.
optInFastPeriod
false
number
The optInSlowPeriod
parameter is used to set the slow period, the default value is 26.
optInSlowPeriod
false
number
The optInMAType
parameter is used to set the mean type, the default value is 0.
optInMAType
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.APO(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.APO(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.APO(records);
Log(ret);
}
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)
The talib.AROON()
function is used to calculate the Aroon (Aroon indicator).
The return value of the talib.AROON()
function is a two-dimensional array.
array
talib.AROON(inPriceHL) talib.AROON(inPriceHL, optInTimePeriod)
The inPriceHL
parameter is used to specify the K-line data.
inPriceHL
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.AROON(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.AROON(records.High, records.Low)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.AROON(records);
Log(ret);
}
The AROON()
function is described in the talib library documentation as: AROON(Records[High,Low],Time Period = 14) = [Array(outAroonDown),Array(outAroonUp)]
The talib.AROONOSC()
function is used to calculate the Aroon Oscillator.
The return value of the talib.AROONOSC()
function is: a one-dimensional array.
array
talib.AROONOSC(inPriceHL) talib.AROONOSC(inPriceHL, optInTimePeriod)
The inPriceHL
parameter is used to specify the K-line data.
inPriceHL
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.AROONOSC(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.AROONOSC(records.High, records.Low)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.AROONOSC(records);
Log(ret);
}
The AROONOSC()
function is described in the talib library documentation as: AROONOSC(Records[High,Low],Time Period = 14) = Array(outReal)
The talib.BOP()
function is used to calculate the Balance Of Power.
The return value of the talib.BOP()
function is a one-dimensional array.
array
talib.BOP(inPriceOHLC)
The inPriceOHLC
parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.BOP(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.BOP(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.BOP(records);
Log(ret);
}
The BOP()
function is described in the talib library documentation as: BOP(Records[Open,High,Low,Close]) = Array(outReal)
The talib.CCI()
function is used to calculate the Commodity Channel Index (homeopathic indicator).
The return value of the talib.CCI()
function is a one-dimensional array.
array
talib.CCI(inPriceHLC) talib.CCI(inPriceHLC, optInTimePeriod)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.CCI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CCI(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CCI(records);
Log(ret);
}
The CCI()
function is described in the talib library documentation as: CCI(Records[High,Low,Close],Time Period = 14) = Array(outReal)
The talib.CMO()
function is used to calculate the Chande Momentum Oscillator (CMO).
The return value of the talib.CMO()
function is: a one-dimensional array.
array
talib.CMO(inReal) talib.CMO(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.CMO(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.CMO(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.CMO(records);
Log(ret);
}
The CMO()
function is described in the talib library documentation as: CMO(Records[Close],Time Period = 14) = Array(outReal)
The talib.DX()
function is used to calculate the Directional Movement Index.
The return value of the talib.DX()
function is: a one-dimensional array.
array
talib.DX(inPriceHLC) talib.DX(inPriceHLC, optInTimePeriod)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.DX(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.DX(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.DX(records);
Log(ret);
}
The DX()
function is described in the talib library documentation as: DX(Records[High,Low,Close],Time Period = 14) = Array(outReal)
The talib.MACD()
function is used to calculate Moving Average Convergence/Divergence (exponentially smoothed moving average).
The return value of the talib.MACD()
function is: a two-dimensional array.
array
talib.MACD(inReal) talib.MACD(inReal, optInFastPeriod) talib.MACD(inReal, optInFastPeriod, optInSlowPeriod) talib.MACD(inReal, optInFastPeriod, optInSlowPeriod, optInSignalPeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInFastPeriod
parameter is used to set the fast period, the default value is 12.
optInFastPeriod
false
number
The optInSlowPeriod
parameter is used to set the slow period, the default value is 26.
optInSlowPeriod
false
number
The optInSignalPeriod
parameter is used to set the signal period, the default value is 9.
optInSignalPeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MACD(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MACD(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MACD(records);
Log(ret);
}
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)]
The talib.MACDEXT()
function is used to calculate MACD with controllable MA type.
The return value of the talib.MACDEXT()
function is a two-dimensional array.
array
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)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInFastPeriod
parameter is used to set the fast period, the default value is 12.
optInFastPeriod
false
number
The optInFastMAType
parameter is used to set the fast average type, the default value is 0.
optInFastMAType
false
number
The optInSlowPeriod
parameter is used to set the slow period, the default value is 26.
optInSlowPeriod
false
number
The optInSlowMAType
parameter is used to set the slow mean type, the default value is 0.
optInSlowMAType
false
number
The optInSignalPeriod
parameter is used to set the signal period, the default value is 9.
optInSignalPeriod
false
number
The optInSignalMAType
parameter is used to set the signal mean type, the default value is 0.
optInSignalMAType
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MACDEXT(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MACDEXT(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MACDEXT(records);
Log(ret);
}
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)]
The talib.MACDFIX()
function is used to calculate Moving Average Convergence/Divergence Fix 12/26.
The return value of the talib.MACDFIX()
function is a two-dimensional array.
array
talib.MACDFIX(inReal) talib.MACDFIX(inReal, optInSignalPeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInSignalPeriod
parameter is used to set the signal period, the default value is 9.
optInSignalPeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MACDFIX(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MACDFIX(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MACDFIX(records);
Log(ret);
}
The MACDFIX()
function is described in the talib library documentation as: MACDFIX(Records[Close],Signal Period = 9) = [Array(outMACD),Array(outMACDSignal),Array(outMACDHist)]
The talib.MFI()
function is used to calculate the Money Flow Index.
The return value of the talib.MFI()
function is a one-dimensional array.
array
talib.MFI(inPriceHLCV) talib.MFI(inPriceHLCV, optInTimePeriod)
The inPriceHLCV
parameter is used to specify the K-line data.
inPriceHLCV
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MFI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MFI(records.High, records.Low, records.Close, records.Volume)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MFI(records);
Log(ret);
}
The MFI()
function is described in the talib library documentation as: MFI(Records[High,Low,Close,Volume],Time Period = 14) = Array(outReal)
The talib.MINUS_DI()
function is used to calculate the Minus Directional Indicator (negative indicator).
The return value of the talib.MINUS_DI()
function is a one-dimensional array.
array
talib.MINUS_DI(inPriceHLC) talib.MINUS_DI(inPriceHLC, optInTimePeriod)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MINUS_DI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MINUS_DI(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MINUS_DI(records);
Log(ret);
}
The MINUS_DI()
function is described in the talib library documentation as: MINUS_DI(Records[High,Low,Close],Time Period = 14) = Array(outReal)
The talib.MINUS_DM()
function is used to calculate the Minus Directional Movement (negative motion).
The return value of the talib.MINUS_DM()
function is a one-dimensional array.
array
talib.MINUS_DM(inPriceHL) talib.MINUS_DM(inPriceHL, optInTimePeriod)
The inPriceHL
parameter is used to specify the K-line data.
inPriceHL
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MINUS_DM(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MINUS_DM(records.High, records.Low)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MINUS_DM(records);
Log(ret);
}
The MINUS_DM()
function is described in the talib library documentation as: MINUS_DM(Records[High,Low],Time Period = 14) = Array(outReal)
The talib.MOM()
function is used to calculate Momentum.
The return value of the talib.MOM()
function is a one-dimensional array.
array
talib.MOM(inReal) talib.MOM(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 10.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.MOM(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MOM(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MOM(records);
Log(ret);
}
The MOM()
function is described in the talib library documentation as: MOM(Records[Close],Time Period = 10) = Array(outReal)
The talib.PLUS_DI()
function is used to calculate the Plus Directional Indicator.
The return value of the talib.PLUS_DI()
function is: a one-dimensional array.
array
talib.PLUS_DI(inPriceHLC) talib.PLUS_DI(inPriceHLC, optInTimePeriod)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.PLUS_DI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.PLUS_DI(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.PLUS_DI(records);
Log(ret);
}
The PLUS_DI()
function is described in the talib library documentation as: PLUS_DI(Records[High,Low,Close],Time Period = 14) = Array(outReal)
The talib.PLUS_DM()
function is used to calculate Plus Directional Movement.
The return value of the talib.PLUS_DM()
function is a one-dimensional array.
array
talib.PLUS_DM(inPriceHL) talib.PLUS_DM(inPriceHL, optInTimePeriod)
The inPriceHL
parameter is used to specify the K-line data.
inPriceHL
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.PLUS_DM(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.PLUS_DM(records.High, records.Low)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.PLUS_DM(records);
Log(ret);
}
The PLUS_DM()
function is described in the talib library documentation as: PLUS_DM(Records[High,Low],Time Period = 14) = Array(outReal)
The talib.PPO()
function is used to calculate the Percentage Price Oscillator.
The return value of the talib.PPO()
function is a one-dimensional array.
array
talib.PPO(inReal) talib.PPO(inReal, optInFastPeriod) talib.PPO(inReal, optInFastPeriod, optInSlowPeriod) talib.PPO(inReal, optInFastPeriod, optInSlowPeriod, optInMAType)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInFastPeriod
parameter is used to set the fast period, the default value is 12.
optInFastPeriod
false
number
The optInSlowPeriod
parameter is used to set the slow period, the default value is 26.
optInSlowPeriod
false
number
The optInMAType
parameter is used to set the mean type, the default value is 0.
optInMAType
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.PPO(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.PPO(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.PPO(records);
Log(ret);
}
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)
The talib.ROC()
function is used to calculate Rate of change : ((price/prevPrice)-1)*100 (rate of change indicator).
The return value of the talib.ROC()
function is a one-dimensional array.
array
talib.ROC(inReal) talib.ROC(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 10.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.ROC(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.ROC(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ROC(records);
Log(ret);
}
The ROC()
function is described in the talib library documentation as: ROC(Records[Close],Time Period = 10) = Array(outReal)
The talib.ROCP()
function is used to calculate Rate of change Percentage: (price-prevPrice)/prevPrice (rate of price change).
The return value of the talib.ROCP()
function is: a one-dimensional array.
array
talib.ROCP(inReal) talib.ROCP(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 10.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.ROCP(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.ROCP(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ROCP(records);
Log(ret);
}
The ROCP()
function is described in the talib library documentation as: ROCP(Records[Close],Time Period = 10) = Array(outReal)
The talib.ROCR()
function is used to calculate the Rate of change ratio: (price/prevPrice) (price change ratio).
The return value of the talib.ROCR()
function is a one-dimensional array.
array
talib.ROCR(inReal) talib.ROCR(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 10.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.ROCR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.ROCR(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ROCR(records);
Log(ret);
}
The ROCR()
function is described in the talib library documentation as: ROCR(Records[Close],Time Period = 10) = Array(outReal)
The talib.ROCR100()
function is used to calculate Rate of change ratio 100 scale: (price/prevPrice)*100 (price change ratio).
The return value of the talib.ROCR100()
function is: a one-dimensional array.
array
talib.ROCR100(inReal) talib.ROCR100(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 10.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.ROCR100(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.ROCR100(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ROCR100(records);
Log(ret);
}
The ROCR100()
function is described in the talib library documentation as: ROCR100(Records[Close],Time Period = 10) = Array(outReal)
The talib.RSI()
function is used to calculate the Relative Strength Index.
The return value of the talib.RSI()
function is a one-dimensional array.
array
talib.RSI(inReal) talib.RSI(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.RSI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.RSI(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.RSI(records);
Log(ret);
}
The RSI()
function is described in the talib library documentation as: RSI(Records[Close],Time Period = 14) = Array(outReal)
The talib.STOCH()
function is used to calculate the Stochastic (STOCH indicator).
The return value of the talib.STOCH()
function is a two-dimensional array.
array
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)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInFastK_Period
parameter is used to set the Fast-K period, the default value is 5.
optInFastK_Period
false
number
The optInSlowK_Period
parameter is used to set the Slow-K period, the default value is 3.
optInSlowK_Period
false
number
The optInSlowK_MAType
parameter is used to set the Slow-K average type, the default value is 0.
optInSlowK_MAType
false
number
The optInSlowD_Period
parameter is used to set the Slow-D period, the default value is 3.
optInSlowD_Period
false
number
The optInSlowD_MAType
parameter is used to set the Slow-D average type, the default value is 0.
optInSlowD_MAType
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.STOCH(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.STOCH(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.STOCH(records);
Log(ret);
}
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)]
The talib.STOCHF()
function is used to calculate the Stochastic Fast (fast STOCH indicator).
The return value of the talib.STOCHF()
function is a two-dimensional array.
array
talib.STOCHF(inPriceHLC) talib.STOCHF(inPriceHLC, optInFastK_Period) talib.STOCHF(inPriceHLC, optInFastK_Period, optInFastD_Period) talib.STOCHF(inPriceHLC, optInFastK_Period, optInFastD_Period, optInFastD_MAType)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInFastK_Period
parameter is used to set the Fast-K period, the default value is 5.
optInFastK_Period
false
number
The optInFastD_Period
parameter is used to set the Fast-D period, the default value is 3.
optInFastD_Period
false
number
The optInFastD_MAType
parameter is used to set the Fast-D average type, the default value is 0.
optInFastD_MAType
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.STOCHF(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.STOCHF(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.STOCHF(records);
Log(ret);
}
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)]
The talib.STOCHRSI()
function is used to calculate the Stochastic Relative Strength Index.
The return value of the talib.STOCHRSI()
function is: a two-dimensional array.
array
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)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
The optInFastK_Period
parameter is used to set the Fast-K period, the default value is 5.
optInFastK_Period
false
number
The optInFastD_Period
parameter is used to set the Fast-D period, the default value is 3.
optInFastD_Period
false
number
The optInFastD_MAType
parameter is used to set the Fast-D average type, the default value is 0.
optInFastD_MAType
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.STOCHRSI(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.STOCHRSI(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.STOCHRSI(records);
Log(ret);
}
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)]
The talib.TRIX()
function is used to calculate the 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA.
The return value of the talib.TRIX()
function is: a one-dimensional array.
array
talib.TRIX(inReal) talib.TRIX(inReal, optInTimePeriod)
The inReal
parameter is used to specify the K-line data.
inReal
true
{@struct/Record Record} structure arrays, numeric arrays
The optInTimePeriod
parameter is used to set the period, the default value is 30.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.TRIX(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.TRIX(records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TRIX(records);
Log(ret);
}
The TRIX()
function is described in the talib library documentation as: TRIX(Records[Close],Time Period = 30) = Array(outReal)
The talib.ULTOSC()
function is used to calculate the Ultimate Oscillator.
The return value of the talib.ULTOSC()
function is a one-dimensional array.
array
talib.ULTOSC(inPriceHLC) talib.ULTOSC(inPriceHLC, optInTimePeriod1) talib.ULTOSC(inPriceHLC, optInTimePeriod1, optInTimePeriod2) talib.ULTOSC(inPriceHLC, optInTimePeriod1, optInTimePeriod2, optInTimePeriod3)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInTimePeriod1
parameter is used to set the first period, the default value is 7.
optInTimePeriod1
false
number
The optInTimePeriod2
parameter is used to set the second period, the default value is 14.
optInTimePeriod2
false
number
The optInTimePeriod3
parameter is used to set the third period, the default value is 28.
optInTimePeriod3
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.ULTOSC(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.ULTOSC(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.ULTOSC(records);
Log(ret);
}
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)
The talib.WILLR()
function is used to calculate Williams’ %R.
The return value of the talib.WILLR()
function is: a one-dimensional array.
array
talib.WILLR(inPriceHLC) talib.WILLR(inPriceHLC, optInTimePeriod)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
The optInTimePeriod
parameter is used to set the period, the default value is 14.
optInTimePeriod
false
number
function main() {
var records = exchange.GetRecords()
var ret = talib.WILLR(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.WILLR(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.WILLR(records);
Log(ret);
}```
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**.
The return value of the ```talib.AVGPRICE()``` function is a one-dimensional array.
array
talib.AVGPRICE(inPriceOHLC)
The ```inPriceOHLC``` parameter is used to specify the K-line data.
inPriceOHLC
true
{@struct/Record Record} structure array
```javascript
function main() {
var records = exchange.GetRecords()
var ret = talib.AVGPRICE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.AVGPRICE(records.Open, records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.AVGPRICE(records);
Log(ret);
}
The AVGPRICE()
function is described in the talib library documentation as: AVGPRICE(Records[Open,High,Low,Close]) = Array(outReal)
The talib.MEDPRICE()
function is used to calculate the Median Price.
The return value of the talib.MEDPRICE()
function is a one-dimensional array.
array
talib.MEDPRICE(inPriceHL)
The inPriceHL
parameter is used to specify the K-line data.
inPriceHL
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.MEDPRICE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.MEDPRICE(records.High, records.Low)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.MEDPRICE(records);
Log(ret);
}
The MEDPRICE()
function is described in the talib library documentation as: MEDPRICE(Records[High,Low]) = Array(outReal)
The talib.TYPPRICE()
function is used to calculate Typical Price.
The return value of the talib.TYPPRICE()
function is a one-dimensional array.
array
talib.TYPPRICE(inPriceHLC)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.TYPPRICE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.TYPPRICE(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.TYPPRICE(records);
Log(ret);
}
The TYPPRICE()
function is described in the talib library documentation as: TYPPRICE(Records[High,Low,Close]) = Array(outReal)
The talib.WCLPRICE()
function is used to calculate the Weighted Close Price.
The return value of the talib.WCLPRICE()
function is a one-dimensional array.
array
talib.WCLPRICE(inPriceHLC)
The inPriceHLC
parameter is used to specify the K-line data.
inPriceHLC
true
{@struct/Record Record} structure array
function main() {
var records = exchange.GetRecords()
var ret = talib.WCLPRICE(records)
Log(ret)
}
import talib
def main():
records = exchange.GetRecords()
ret = talib.WCLPRICE(records.High, records.Low, records.Close)
Log(ret)
void main() {
auto records = exchange.GetRecords();
auto ret = talib.WCLPRICE(records);
Log(ret);
}
The WCLPRICE()
function is described in the talib library documentation as: WCLPRICE(Records[High,Low,Close]) = Array(outReal)