Complete, machine-generated catalog of every public entry point in TaLibStandard. Do not edit this file by hand - regenerate it with:
python3 tools/generate-indicator-catalog.pyThe generator parses src/TechnicalAnalysis.Functions/*/TAMath.cs and src/TechnicalAnalysis.Candles/*/TACandle.cs directly, so this page cannot drift from the source. It fails loudly if a newly added indicator is not classified in its mapping table.
| Surface | Entry points | Public static overloads |
|---|---|---|
TAMath (technical indicators, TechnicalAnalysis.Functions) |
98 | 208 |
TACandle (candlestick patterns, TechnicalAnalysis.Candles) |
61 | 68 |
| Total | 159 | 276 |
An entry point is a distinct public method name. There are 98 indicator entry points and 61 candlestick pattern entry points, i.e. 159 distinct methods. Counting every callable public static overload (the double[] and float[] pairs, plus the default-argument convenience overloads) gives 276 methods, of which 104 are float[] overloads. When you see "200+ indicators" advertised for TA-Lib ports, that figure is the overload count, not the entry-point count - the honest numbers for TaLibStandard are 98 / 61 / 276.
| Category | Entry points |
|---|---|
| Overlap Studies | 18 |
| Momentum Indicators | 30 |
| Volume Indicators | 3 |
| Volatility Indicators | 3 |
| Price Transform | 4 |
| Cycle Indicators | 5 |
| Pattern Recognition | 61 |
| Statistic Functions | 9 |
| Math Transform | 15 |
| Math Operators | 11 |
| Total | 159 |
double[]andfloat[]overloads. Almost everyTAMathmethod is declared twice: once takingdouble[]inputs and once takingfloat[]. Thefloat[]overload widens its inputs todouble[]and calls thedouble[]implementation, so it costs one extra allocation and copy per input array and returns exactly the same*Resulttype. All computation is performed indouble, and every output array isdouble[](orint[]) regardless of the input type.- Convenience overloads. A handful of entry points expose a shorter overload that hard-codes the TA-Lib default instead of declaring an optional parameter. Both shapes are listed in the Signature column below.
- Generic-math candlesticks.
TACandlemethods are generic:TACandle.CdlDoji<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close)whereT : IFloatingPoint<T>. That constraint is satisfied bydouble,float,decimal,HalfandSystem.Runtime.InteropServices.NFloat, so candlestick detection runs directly ondecimal[]price arrays with no conversion. All candlestick entry points returnCandleIndicatorResult, whoseint[] Integersarray holds0(no pattern),+100(bullish) or-100(bearish).
Every result record derives from TechnicalAnalysis.Common.IndicatorResult and carries three metadata members: RetCode RetCode, int BegIdx and int NBElement (note the capital B). Output element k corresponds to input bar BegIdx + k, for k in [0, NBElement). Elements at index >= NBElement are meaningless zeros. See the getting-started guide for a fully worked alignment example.
The Outputs column names the properties that expose the result arrays. Real comes from SingleOutputResult; multi-output records expose named properties (RealUpperBand, SlowK, MacdSignal, ...) that project the protected Real0/Real1/Real2 slots in output order.
Three entry points below currently return wrong numbers. They fail quietly - RetCode.Success, a plausible NBElement, and a value you would chart - so they are called out here and marked in the tables that follow. Everything not listed here was checked against the same inputs and behaves.
| Defect | Affected entry points | Detail |
|---|---|---|
Atr never divides its running average |
Atr |
The main output loop divides the emitted value by period but never the accumulator, so the running average is multiplied by period - 1 on every bar. Measured on a series whose true range is exactly 2.0 every bar, Atr(..., 14) returns 2, 2, 26.142857, 340, 4420.142857, 57462, 747006.142857, 9711080, ...; on a 1500-bar series it reaches +inf by bar 300. Only the first two outputs are usable. Natr is not affected. Workaround: Wilder-smooth TrueRange yourself. Source: src/TechnicalAnalysis.Functions/Atr/TAFunc.cs |
TA_INT_EMA seeds itself low |
Ema, Macd, MacdExt, MacdFix, Dema, Tema, T3, Apo, Ppo, Trix |
The seed loop sums period - 1 inputs and divides by period (upstream TA-Lib sums period of them), and the loop that follows applies one extra smoothing step. Ema over a constant series of 100 with timePeriod: 20 returns 95.476190 instead of 100. The error decays with the smoothing factor, so it distorts the bars just after warm-up rather than the steady state; raising TACore.Globals.UnstablePeriod[FuncUnstId.Ema] discards them. Source: src/TechnicalAnalysis.Functions/TAFunc.cs, TA_INT_EMA |
Rsi returns NaN on a perfectly flat series |
Rsi |
There is no zero guard on prevGain + prevLoss, so a window with no price change divides by zero. The call still reports RetCode.Success with a non-zero NBElement, and every element is NaN. Trigger: a halted instrument, or a synthetic constant series. Guard consumers with double.IsFinite. Source: src/TechnicalAnalysis.Functions/Rsi/TAFunc.cs |
See Getting started for the two habits that make these survivable, Backtesting and Real-time streaming for what they do to a running system, and TradingView integration for what they mean when you are reconciling against a chart.
Trend-following overlays plotted on the same scale as price. 18 entry points.
| Indicator | Signature | Parameters (with defaults) | Outputs | Description | Docs |
|---|---|---|---|---|---|
BollingerBands |
BollingerBandsResult TAMath.BollingerBands(int startIdx, int endIdx, double[] real, int timePeriod = 5, double nbDevUp = 2.0, double nbDevDn = 2.0, MAType maType = MAType.Sma) |
int timePeriod = 5double nbDevUp = 2.0double nbDevDn = 2.0MAType maType = MAType.Sma |
RealUpperBand, RealMiddleBand, RealLowerBand |
Calculates Bollinger Bands for a price series. | TAMath.BollingerBands |
Dema |
DemaResult TAMath.Dema(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
KNOWN DEFECT - Calculates the Double Exponential Moving Average (DEMA) for the specified range of data. | TAMath.Dema |
Ema |
EmaResult TAMath.Ema(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
KNOWN DEFECT - Calculates the Exponential Moving Average (EMA) for the specified range of data. | TAMath.Ema |
HtTrendline |
HtTrendlineResult TAMath.HtTrendline(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the Hilbert Transform - Instantaneous Trendline for the input price data. | TAMath.HtTrendline |
Kama |
KamaResult TAMath.Kama(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
Calculates the Kaufman Adaptive Moving Average (KAMA) for the specified range of data. | TAMath.Kama |
Mama |
MamaResult TAMath.Mama(int startIdx, int endIdx, double[] real, double fastLimit, double slowLimit)MamaResult TAMath.Mama(int startIdx, int endIdx, double[] real) |
double fastLimitdouble slowLimit |
MAMA, FAMA |
Calculates the MESA Adaptive Moving Average (MAMA) for the input price data. | TAMath.Mama |
MidPoint |
MidPointResult TAMath.MidPoint(int startIdx, int endIdx, double[] real, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the midpoint value over a specified time period (MIDPOINT). | TAMath.MidPoint |
MidPrice |
MidPriceResult TAMath.MidPrice(int startIdx, int endIdx, double[] high, double[] low, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the midpoint price over a specified time period (MIDPRICE). | TAMath.MidPrice |
MovingAverage |
MovingAverageResult TAMath.MovingAverage(int startIdx, int endIdx, double[] real, int timePeriod = 30, MAType maType = MAType.Sma) |
int timePeriod = 30MAType maType = MAType.Sma |
Real |
Calculates a Moving Average of the specified type for the input price data. | TAMath.MovingAverage |
MovingAverageVariablePeriod |
MovingAverageVariablePeriodResult TAMath.MovingAverageVariablePeriod(int startIdx, int endIdx, double[] real, double[] periods, int minPeriod, int maxPeriod, MAType maType)MovingAverageVariablePeriodResult TAMath.MovingAverageVariablePeriod(int startIdx, int endIdx, double[] real, double[] periods) |
int minPeriodint maxPeriodMAType maType |
Real |
Calculates a moving average with variable period lengths (MAVP). | TAMath.MovingAverageVariablePeriod |
Sar |
SarResult TAMath.Sar(int startIdx, int endIdx, double[] high, double[] low, double acceleration = 0.02, double maximum = 0.2) |
double acceleration = 0.02double maximum = 0.2 |
Real |
Calculates the Parabolic SAR (Stop And Reverse) indicator. | TAMath.Sar |
SarExt |
SarExtResult TAMath.SarExt(int startIdx, int endIdx, double[] high, double[] low, double startValue = 0.0, double offsetOnReverse = 0.0, double accelerationInitLong = 0.02, double accelerationLong = 0.02, double accelerationMaxLong = 0.2, double accelerationInitShort = 0.02, double accelerationShort = 0.02, double accelerationMaxShort = 0.2) |
double startValue = 0.0double offsetOnReverse = 0.0double accelerationInitLong = 0.02double accelerationLong = 0.02double accelerationMaxLong = 0.2double accelerationInitShort = 0.02double accelerationShort = 0.02double accelerationMaxShort = 0.2 |
Real |
Calculates the Parabolic SAR Extended (SAREXT) indicator. | TAMath.SarExt |
Sma |
SmaResult TAMath.Sma(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
Calculates the Simple Moving Average (SMA) for the input price data. | TAMath.Sma |
T3 |
T3Result TAMath.T3(int startIdx, int endIdx, double[] real, int timePeriod = 5, double vFactor = 0.7) |
int timePeriod = 5double vFactor = 0.7 |
Real |
KNOWN DEFECT - Calculates the T3 Triple Exponential Moving Average for the specified range of data. | TAMath.T3 |
Tema |
TemaResult TAMath.Tema(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
KNOWN DEFECT - Calculates the Triple Exponential Moving Average (TEMA) for the specified range of data. | TAMath.Tema |
Trima |
TrimaResult TAMath.Trima(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
Calculates the Triangular Moving Average (TRIMA) for the specified range of data. | TAMath.Trima |
Wma |
WmaResult TAMath.Wma(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
Calculates the Weighted Moving Average (WMA) for the specified range of data. | TAMath.Wma |
ZigZag |
ZigZagResult TAMath.ZigZag(int startIdx, int endIdx, double[] high, double[] low, double deviation = 5.0) |
double deviation = 5.0 |
Real |
Calculates the ZigZag indicator which filters out minor price movements to identify significant trends. | TAMath.ZigZag |
Oscillators and directional-movement measures derived from rate of change. 30 entry points.
| Indicator | Signature | Parameters (with defaults) | Outputs | Description | Docs |
|---|---|---|---|---|---|
Adx |
AdxResult TAMath.Adx(int startIdx, int endIdx, double[] high, double[] low, double[] close, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Average Directional Index (ADX) indicator. | TAMath.Adx |
Adxr |
AdxrResult TAMath.Adxr(int startIdx, int endIdx, double[] high, double[] low, double[] close, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Average Directional Movement Index Rating (ADXR) indicator. | TAMath.Adxr |
Apo |
ApoResult TAMath.Apo(int startIdx, int endIdx, double[] real, int fastPeriod = 12, int slowPeriod = 26, MAType maType = MAType.Sma) |
int fastPeriod = 12int slowPeriod = 26MAType maType = MAType.Sma |
Real |
KNOWN DEFECT - Calculates the Absolute Price Oscillator (APO) which shows the difference between two moving averages. | TAMath.Apo |
Aroon |
AroonResult TAMath.Aroon(int startIdx, int endIdx, double[] high, double[] low, int timePeriod = 14) |
int timePeriod = 14 |
AroonDown, AroonUp |
Calculates the Aroon indicator (Aroon Up and Aroon Down). | TAMath.Aroon |
AroonOsc |
AroonOscResult TAMath.AroonOsc(int startIdx, int endIdx, double[] high, double[] low, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Aroon Oscillator (AROONOSC) which measures the strength of a trend and likelihood of continuation. | TAMath.AroonOsc |
Bop |
BopResult TAMath.Bop(int startIdx, int endIdx, double[] open, double[] high, double[] low, double[] close) |
none | Real |
Calculates the Balance of Power (BOP) indicator. | TAMath.Bop |
Cci |
CciResult TAMath.Cci(int startIdx, int endIdx, double[] high, double[] low, double[] close, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Commodity Channel Index (CCI) indicator. | TAMath.Cci |
Cmo |
CmoResult TAMath.Cmo(int startIdx, int endIdx, double[] real, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Chande Momentum Oscillator (CMO) which measures momentum on both up and down days. | TAMath.Cmo |
Dx |
DxResult TAMath.Dx(int startIdx, int endIdx, double[] high, double[] low, double[] close, int timePeriod)DxResult TAMath.Dx(int startIdx, int endIdx, double[] high, double[] low, double[] close) |
int timePeriod |
Real |
Calculates the Directional Movement Index (DX) indicator. | TAMath.Dx |
Macd |
MacdResult TAMath.Macd(int startIdx, int endIdx, double[] real, int optInFastPeriod = 12, int optInSlowPeriod = 26, int optInSignalPeriod = 9) |
int optInFastPeriod = 12int optInSlowPeriod = 26int optInSignalPeriod = 9 |
MacdValue, MacdSignal, MacdHist |
KNOWN DEFECT - Calculates the Moving Average Convergence Divergence (MACD) indicator. | TAMath.Macd |
MacdExt |
MacdExtResult TAMath.MacdExt(int startIdx, int endIdx, double[] real, int fastPeriod = 12, MAType fastMAType = MAType.Sma, int slowPeriod = 26, MAType slowMAType = MAType.Sma, int signalPeriod = 9, MAType signalMAType = MAType.Sma) |
int fastPeriod = 12MAType fastMAType = MAType.Smaint slowPeriod = 26MAType slowMAType = MAType.Smaint signalPeriod = 9MAType signalMAType = MAType.Sma |
MACD, MACDSignal, MACDHist |
KNOWN DEFECT - Calculates the Extended MACD (MACD with controllable MA type) indicator. | TAMath.MacdExt |
MacdFix |
MacdFixResult TAMath.MacdFix(int startIdx, int endIdx, double[] real, int signalPeriod = 9) |
int signalPeriod = 9 |
MACD, MACDSignal, MACDHist |
KNOWN DEFECT - Calculates the Fixed MACD indicator using the standard 12/26 period configuration. | TAMath.MacdFix |
Mfi |
MfiResult TAMath.Mfi(int startIdx, int endIdx, double[] high, double[] low, double[] close, double[] volume, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Money Flow Index (MFI) indicator. | TAMath.Mfi |
MinusDI |
MinusDIResult TAMath.MinusDI(int startIdx, int endIdx, double[] high, double[] low, double[] close, int timePeriod)MinusDIResult TAMath.MinusDI(int startIdx, int endIdx, double[] high, double[] low, double[] close) |
int timePeriod |
Real |
Calculates the Minus Directional Indicator (-DI) which measures the strength of negative price movement. | TAMath.MinusDI |
MinusDM |
MinusDMResult TAMath.MinusDM(int startIdx, int endIdx, double[] high, double[] low, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Minus Directional Movement (-DM) which measures negative price movement between periods. | TAMath.MinusDM |
Mom |
MomResult TAMath.Mom(int startIdx, int endIdx, double[] real, int timePeriod = 10) |
int timePeriod = 10 |
Real |
Calculates the Momentum indicator for the specified range of data. | TAMath.Mom |
PlusDI |
PlusDIResult TAMath.PlusDI(int startIdx, int endIdx, double[] high, double[] low, double[] close, int timePeriod)PlusDIResult TAMath.PlusDI(int startIdx, int endIdx, double[] high, double[] low, double[] close) |
int timePeriod |
Real |
Calculates the Plus Directional Indicator (+DI) which measures the strength of positive price movement. | TAMath.PlusDI |
PlusDM |
PlusDMResult TAMath.PlusDM(int startIdx, int endIdx, double[] high, double[] low, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Plus Directional Movement (+DM) which measures positive price movement between periods. | TAMath.PlusDM |
Ppo |
PpoResult TAMath.Ppo(int startIdx, int endIdx, double[] real, int fastPeriod = 12, int slowPeriod = 26, MAType maType = MAType.Sma) |
int fastPeriod = 12int slowPeriod = 26MAType maType = MAType.Sma |
Real |
KNOWN DEFECT - Calculates the Percentage Price Oscillator (PPO) which shows the percentage difference between two moving averages. | TAMath.Ppo |
Roc |
RocResult TAMath.Roc(int startIdx, int endIdx, double[] real, int timePeriod = 10) |
int timePeriod = 10 |
Real |
Calculates the Rate of Change (ROC) indicator for the specified range of data. | TAMath.Roc |
RocP |
RocPResult TAMath.RocP(int startIdx, int endIdx, double[] real, int timePeriod = 10) |
int timePeriod = 10 |
Real |
Calculates the Rate of Change Percentage (ROCP) indicator for the specified range of data. | TAMath.RocP |
RocR |
RocRResult TAMath.RocR(int startIdx, int endIdx, double[] real, int timePeriod = 10) |
int timePeriod = 10 |
Real |
Calculates the Rate of Change Ratio (ROCR) which measures price momentum as a ratio. | TAMath.RocR |
RocR100 |
RocR100Result TAMath.RocR100(int startIdx, int endIdx, double[] real, int timePeriod = 10) |
int timePeriod = 10 |
Real |
Calculates the Rate of Change Ratio 100 scale (ROCR100) which measures price momentum as a percentage. | TAMath.RocR100 |
Rsi |
RsiResult TAMath.Rsi(int startIdx, int endIdx, double[] real, int timePeriod = 14) |
int timePeriod = 14 |
Real |
KNOWN DEFECT - Calculates the Relative Strength Index (RSI) for the input price data. | TAMath.Rsi |
Stoch |
StochResult TAMath.Stoch(int startIdx, int endIdx, double[] high, double[] low, double[] close, int fastKPeriod = 5, int slowKPeriod = 3, MAType slowKMAType = MAType.Sma, int slowDPeriod = 3, MAType slowDMAType = MAType.Sma) |
int fastKPeriod = 5int slowKPeriod = 3MAType slowKMAType = MAType.Smaint slowDPeriod = 3MAType slowDMAType = MAType.Sma |
SlowK, SlowD |
Calculates the Stochastic Oscillator (STOCH) which measures momentum by comparing closing price to price range. | TAMath.Stoch |
StochF |
StochFResult TAMath.StochF(int startIdx, int endIdx, double[] high, double[] low, double[] close, int fastKPeriod = 5, int fastDPeriod = 3, MAType fastDMAType = MAType.Sma) |
int fastKPeriod = 5int fastDPeriod = 3MAType fastDMAType = MAType.Sma |
FastK, FastD |
Calculates the Fast Stochastic (STOCHF) which provides a more responsive version of the stochastic oscillator. | TAMath.StochF |
StochRsi |
StochRsiResult TAMath.StochRsi(int startIdx, int endIdx, double[] real, int timePeriod = 14, int fastKPeriod = 5, int fastDPeriod = 3, MAType fastDMAType = MAType.Sma) |
int timePeriod = 14int fastKPeriod = 5int fastDPeriod = 3MAType fastDMAType = MAType.Sma |
FastK, FastD |
Calculates the Stochastic RSI (STOCHRSI) which applies stochastic calculations to RSI values. | TAMath.StochRsi |
Trix |
TrixResult TAMath.Trix(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
KNOWN DEFECT - Calculates the 1-day Rate-Of-Change (TRIX) indicator. | TAMath.Trix |
UltOsc |
UltOscResult TAMath.UltOsc(int startIdx, int endIdx, double[] high, double[] low, double[] close, int timePeriod1 = 7, int timePeriod2 = 14, int timePeriod3 = 28) |
int timePeriod1 = 7int timePeriod2 = 14int timePeriod3 = 28 |
Real |
Calculates the Ultimate Oscillator (ULTOSC) indicator. | TAMath.UltOsc |
WillR |
WillRResult TAMath.WillR(int startIdx, int endIdx, double[] high, double[] low, double[] close, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Williams' %R (WILLR) indicator. | TAMath.WillR |
Indicators that combine price with traded volume. 3 entry points.
| Indicator | Signature | Parameters (with defaults) | Outputs | Description | Docs |
|---|---|---|---|---|---|
Ad |
AdResult TAMath.Ad(int startIdx, int endIdx, double[] high, double[] low, double[] close, double[] volume) |
none | Real |
Calculates the Accumulation/Distribution (A/D) indicator. | TAMath.Ad |
AdOsc |
AdOscResult TAMath.AdOsc(int startIdx, int endIdx, double[] high, double[] low, double[] close, double[] volume, int fastPeriod = 3, int slowPeriod = 10) |
int fastPeriod = 3int slowPeriod = 10 |
Real |
Calculates the Chaikin Accumulation/Distribution Oscillator (ADOSC). | TAMath.AdOsc |
Obv |
ObvResult TAMath.Obv(int startIdx, int endIdx, double[] real, double[] volume) |
none | Real |
Calculates the On Balance Volume (OBV) indicator. | TAMath.Obv |
True-range based measures of dispersion. 3 entry points.
| Indicator | Signature | Parameters (with defaults) | Outputs | Description | Docs |
|---|---|---|---|---|---|
Atr |
AtrResult TAMath.Atr(int startIdx, int endIdx, double[] high, double[] low, double[] close, int timePeriod = 14) |
int timePeriod = 14 |
Real |
KNOWN DEFECT - Calculates the Average True Range (ATR) indicator. | TAMath.Atr |
Natr |
NatrResult TAMath.Natr(int startIdx, int endIdx, double[] high, double[] low, double[] close, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Normalized Average True Range (NATR) indicator. | TAMath.Natr |
TrueRange |
TrueRangeResult TAMath.TrueRange(int startIdx, int endIdx, double[] high, double[] low, double[] close) |
none | Real |
Calculates the True Range (TRANGE) indicator. | TAMath.TrueRange |
Single-bar arithmetic combinations of open/high/low/close. 4 entry points.
| Indicator | Signature | Parameters (with defaults) | Outputs | Description | Docs |
|---|---|---|---|---|---|
AvgPrice |
AvgPriceResult TAMath.AvgPrice(int startIdx, int endIdx, double[] open, double[] high, double[] low, double[] close) |
none | Real |
Calculates the average price of a security for each period. | TAMath.AvgPrice |
MedPrice |
MedPriceResult TAMath.MedPrice(int startIdx, int endIdx, double[] high, double[] low) |
none | Real |
Calculates the median price of a security for each period. | TAMath.MedPrice |
TypPrice |
TypPriceResult TAMath.TypPrice(int startIdx, int endIdx, double[] high, double[] low, double[] close) |
none | Real |
Calculates the typical price of a security for each period. | TAMath.TypPrice |
WclPrice |
WclPriceResult TAMath.WclPrice(int startIdx, int endIdx, double[] high, double[] low, double[] close) |
none | Real |
Calculates the weighted close price of a security for each period. | TAMath.WclPrice |
Hilbert Transform cycle analysis (Ehlers). 5 entry points.
| Indicator | Signature | Parameters (with defaults) | Outputs | Description | Docs |
|---|---|---|---|---|---|
HtDcPeriod |
HtDcPeriodResult TAMath.HtDcPeriod(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the Hilbert Transform - Dominant Cycle Period for the input price data. | TAMath.HtDcPeriod |
HtDcPhase |
HtDcPhaseResult TAMath.HtDcPhase(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the Hilbert Transform - Dominant Cycle Phase for the input price data. | TAMath.HtDcPhase |
HtPhasor |
HtPhasorResult TAMath.HtPhasor(int startIdx, int endIdx, double[] real) |
none | InPhase, Quadrature |
Calculates the Hilbert Transform - Phasor Components for the input price data. | TAMath.HtPhasor |
HtSine |
HtSineResult TAMath.HtSine(int startIdx, int endIdx, double[] real) |
none | Sine, LeadSine |
Calculates the Hilbert Transform - SineWave indicator for the input price data. | TAMath.HtSine |
HtTrendMode |
HtTrendModeResult TAMath.HtTrendMode(int startIdx, int endIdx, double[] real) |
none | Integers |
Calculates the Hilbert Transform - Trend vs Cycle Mode for the input price data. | TAMath.HtTrendMode |
Candlestick pattern detection. Every entry point is generic over T : IFloatingPoint<T>. 61 entry points.
| Indicator | Signature | Parameters (with defaults) | Outputs | Description | Docs |
|---|---|---|---|---|---|
Cdl2Crows |
CandleIndicatorResult TACandle.Cdl2Crows<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Two Crows (Pattern Recognition) | TACandle.Cdl2Crows |
Cdl3BlackCrows |
CandleIndicatorResult TACandle.Cdl3BlackCrows<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Three Black Crows (Pattern Recognition) | TACandle.Cdl3BlackCrows |
Cdl3Inside |
CandleIndicatorResult TACandle.Cdl3Inside<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Three Inside Up/Down (Pattern Recognition) | TACandle.Cdl3Inside |
Cdl3LineStrike |
CandleIndicatorResult TACandle.Cdl3LineStrike<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Three-Line Strike (Pattern Recognition) | TACandle.Cdl3LineStrike |
Cdl3Outside |
CandleIndicatorResult TACandle.Cdl3Outside<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Three Outside Up/Down (Pattern Recognition) | TACandle.Cdl3Outside |
Cdl3StarsInSouth |
CandleIndicatorResult TACandle.Cdl3StarsInSouth<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Three Stars In The South (Pattern Recognition) | TACandle.Cdl3StarsInSouth |
Cdl3WhiteSoldiers |
CandleIndicatorResult TACandle.Cdl3WhiteSoldiers<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Three Advancing White Soldiers (Pattern Recognition) | TACandle.Cdl3WhiteSoldiers |
CdlAbandonedBaby |
CandleIndicatorResult TACandle.CdlAbandonedBaby<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close, T penetration)CandleIndicatorResult TACandle.CdlAbandonedBaby<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
T penetration |
Integers |
Abandoned Baby (Pattern Recognition) | TACandle.CdlAbandonedBaby |
CdlAdvanceBlock |
CandleIndicatorResult TACandle.CdlAdvanceBlock<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Advance Block (Pattern Recognition) | TACandle.CdlAdvanceBlock |
CdlBeltHold |
CandleIndicatorResult TACandle.CdlBeltHold<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Belt-hold (Pattern Recognition) | TACandle.CdlBeltHold |
CdlBreakaway |
CandleIndicatorResult TACandle.CdlBreakaway<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Breakaway (Pattern Recognition) | TACandle.CdlBreakaway |
CdlClosingMarubozu |
CandleIndicatorResult TACandle.CdlClosingMarubozu<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Closing Marubozu (Pattern Recognition) | TACandle.CdlClosingMarubozu |
CdlConcealBabySwallow |
CandleIndicatorResult TACandle.CdlConcealBabySwallow<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Concealing Baby Swallow (Pattern Recognition) | TACandle.CdlConcealBabySwallow |
CdlCounterAttack |
CandleIndicatorResult TACandle.CdlCounterAttack<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Counterattack (Pattern Recognition) | TACandle.CdlCounterAttack |
CdlDarkCloudCover |
CandleIndicatorResult TACandle.CdlDarkCloudCover<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close, T penetration)CandleIndicatorResult TACandle.CdlDarkCloudCover<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
T penetration |
Integers |
Dark Cloud Cover (Pattern Recognition) | TACandle.CdlDarkCloudCover |
CdlDoji |
CandleIndicatorResult TACandle.CdlDoji<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Doji (Pattern Recognition) | TACandle.CdlDoji |
CdlDojiStar |
CandleIndicatorResult TACandle.CdlDojiStar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Doji Star (Pattern Recognition) | TACandle.CdlDojiStar |
CdlDragonflyDoji |
CandleIndicatorResult TACandle.CdlDragonflyDoji<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Dragonfly Doji (Pattern Recognition) | TACandle.CdlDragonflyDoji |
CdlEngulfing |
CandleIndicatorResult TACandle.CdlEngulfing<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Engulfing Pattern (Pattern Recognition) | TACandle.CdlEngulfing |
CdlEveningDojiStar |
CandleIndicatorResult TACandle.CdlEveningDojiStar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close, T penetration)CandleIndicatorResult TACandle.CdlEveningDojiStar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
T penetration |
Integers |
Evening Doji Star (Pattern Recognition) | TACandle.CdlEveningDojiStar |
CdlEveningStar |
CandleIndicatorResult TACandle.CdlEveningStar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close, T penetration)CandleIndicatorResult TACandle.CdlEveningStar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
T penetration |
Integers |
Evening Star (Pattern Recognition) | TACandle.CdlEveningStar |
CdlGapSideSideWhite |
CandleIndicatorResult TACandle.CdlGapSideSideWhite<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Up/Down-gap side-by-side white lines (Pattern Recognition) | TACandle.CdlGapSideSideWhite |
CdlGravestoneDoji |
CandleIndicatorResult TACandle.CdlGravestoneDoji<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Gravestone Doji (Pattern Recognition) | TACandle.CdlGravestoneDoji |
CdlHammer |
CandleIndicatorResult TACandle.CdlHammer<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Hammer (Pattern Recognition) | TACandle.CdlHammer |
CdlHangingMan |
CandleIndicatorResult TACandle.CdlHangingMan<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Hanging Man (Pattern Recognition) | TACandle.CdlHangingMan |
CdlHarami |
CandleIndicatorResult TACandle.CdlHarami<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Harami Pattern (Pattern Recognition) | TACandle.CdlHarami |
CdlHaramiCross |
CandleIndicatorResult TACandle.CdlHaramiCross<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Harami Cross Pattern (Pattern Recognition) | TACandle.CdlHaramiCross |
CdlHighWave |
CandleIndicatorResult TACandle.CdlHighWave<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
High-Wave Candle (Pattern Recognition) | TACandle.CdlHighWave |
CdlHikkake |
CandleIndicatorResult TACandle.CdlHikkake<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Hikkake Pattern (Pattern Recognition) | TACandle.CdlHikkake |
CdlHikkakeMod |
CandleIndicatorResult TACandle.CdlHikkakeMod<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Modified Hikkake Pattern (Pattern Recognition) | TACandle.CdlHikkakeMod |
CdlHomingPigeon |
CandleIndicatorResult TACandle.CdlHomingPigeon<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Homing Pigeon (Pattern Recognition) | TACandle.CdlHomingPigeon |
CdlIdentical3Crows |
CandleIndicatorResult TACandle.CdlIdentical3Crows<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Identical Three Crows (Pattern Recognition) | TACandle.CdlIdentical3Crows |
CdlInNeck |
CandleIndicatorResult TACandle.CdlInNeck<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
In-Neck Pattern (Pattern Recognition) | TACandle.CdlInNeck |
CdlInvertedHammer |
CandleIndicatorResult TACandle.CdlInvertedHammer<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Inverted Hammer (Pattern Recognition) | TACandle.CdlInvertedHammer |
CdlKicking |
CandleIndicatorResult TACandle.CdlKicking<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Kicking (Pattern Recognition) | TACandle.CdlKicking |
CdlKickingByLength |
CandleIndicatorResult TACandle.CdlKickingByLength<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Kicking - bull/bear determined by the longer marubozu (Pattern Recognition) | TACandle.CdlKickingByLength |
CdlLadderBottom |
CandleIndicatorResult TACandle.CdlLadderBottom<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Ladder Bottom (Pattern Recognition) | TACandle.CdlLadderBottom |
CdlLongLeggedDoji |
CandleIndicatorResult TACandle.CdlLongLeggedDoji<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Long Legged Doji (Pattern Recognition) | TACandle.CdlLongLeggedDoji |
CdlLongLine |
CandleIndicatorResult TACandle.CdlLongLine<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Long Line Candle (Pattern Recognition) | TACandle.CdlLongLine |
CdlMarubozu |
CandleIndicatorResult TACandle.CdlMarubozu<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Marubozu (Pattern Recognition) | TACandle.CdlMarubozu |
CdlMatHold |
CandleIndicatorResult TACandle.CdlMatHold<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close, T penetration)CandleIndicatorResult TACandle.CdlMatHold<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
T penetration |
Integers |
Mat Hold (Pattern Recognition) | TACandle.CdlMatHold |
CdlMatchingLow |
CandleIndicatorResult TACandle.CdlMatchingLow<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Matching Low (Pattern Recognition) | TACandle.CdlMatchingLow |
CdlMorningDojiStar |
CandleIndicatorResult TACandle.CdlMorningDojiStar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close, T penetration)CandleIndicatorResult TACandle.CdlMorningDojiStar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
T penetration |
Integers |
Morning Doji Star (Pattern Recognition) | TACandle.CdlMorningDojiStar |
CdlMorningStar |
CandleIndicatorResult TACandle.CdlMorningStar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close, T penetration)CandleIndicatorResult TACandle.CdlMorningStar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
T penetration |
Integers |
Morning Star (Pattern Recognition) | TACandle.CdlMorningStar |
CdlOnNeck |
CandleIndicatorResult TACandle.CdlOnNeck<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
On-Neck Pattern (Pattern Recognition) | TACandle.CdlOnNeck |
CdlPiercing |
CandleIndicatorResult TACandle.CdlPiercing<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Piercing Pattern (Pattern Recognition) | TACandle.CdlPiercing |
CdlRickshawMan |
CandleIndicatorResult TACandle.CdlRickshawMan<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Rickshaw Man (Pattern Recognition) | TACandle.CdlRickshawMan |
CdlRiseFall3Methods |
CandleIndicatorResult TACandle.CdlRiseFall3Methods<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Rising/Falling Three Methods (Pattern Recognition) | TACandle.CdlRiseFall3Methods |
CdlSeparatingLines |
CandleIndicatorResult TACandle.CdlSeparatingLines<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Separating Lines (Pattern Recognition) | TACandle.CdlSeparatingLines |
CdlShootingStar |
CandleIndicatorResult TACandle.CdlShootingStar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Shooting Star (Pattern Recognition) | TACandle.CdlShootingStar |
CdlShortLine |
CandleIndicatorResult TACandle.CdlShortLine<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Short Line Candle (Pattern Recognition) | TACandle.CdlShortLine |
CdlSpinningTop |
CandleIndicatorResult TACandle.CdlSpinningTop<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Spinning Top (Pattern Recognition) | TACandle.CdlSpinningTop |
CdlStalledPattern |
CandleIndicatorResult TACandle.CdlStalledPattern<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Stalled Pattern (Pattern Recognition) | TACandle.CdlStalledPattern |
CdlStickSandwich |
CandleIndicatorResult TACandle.CdlStickSandwich<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Stick Sandwich (Pattern Recognition) | TACandle.CdlStickSandwich |
CdlTakuri |
CandleIndicatorResult TACandle.CdlTakuri<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Takuri (Dragonfly Doji with very long lower shadow) (Pattern Recognition) | TACandle.CdlTakuri |
CdlTasukiGap |
CandleIndicatorResult TACandle.CdlTasukiGap<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Tasuki Gap (Pattern Recognition) | TACandle.CdlTasukiGap |
CdlThrusting |
CandleIndicatorResult TACandle.CdlThrusting<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Thrusting Pattern (Pattern Recognition) | TACandle.CdlThrusting |
CdlTristar |
CandleIndicatorResult TACandle.CdlTristar<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Tristar Pattern (Pattern Recognition) | TACandle.CdlTristar |
CdlUnique3River |
CandleIndicatorResult TACandle.CdlUnique3River<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Unique 3 River (Pattern Recognition) | TACandle.CdlUnique3River |
CdlUpsideGap2Crows |
CandleIndicatorResult TACandle.CdlUpsideGap2Crows<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Upside Gap Two Crows (Pattern Recognition) | TACandle.CdlUpsideGap2Crows |
CdlXSideGap3Methods |
CandleIndicatorResult TACandle.CdlXSideGap3Methods<T>(int startIdx, int endIdx, T[] open, T[] high, T[] low, T[] close) |
none | Integers |
Upside/Downside Gap Three Methods (Pattern Recognition) | TACandle.CdlXSideGap3Methods |
Regression and dispersion statistics over a rolling window. 9 entry points.
| Indicator | Signature | Parameters (with defaults) | Outputs | Description | Docs |
|---|---|---|---|---|---|
Beta |
BetaResult TAMath.Beta(int startIdx, int endIdx, double[] real0, double[] real1, int timePeriod = 5) |
int timePeriod = 5 |
Real |
Calculates the Beta coefficient between two price series. | TAMath.Beta |
Correl |
CorrelResult TAMath.Correl(int startIdx, int endIdx, double[] real0, double[] real1, int timePeriod = 30) |
int timePeriod = 30 |
Real |
Calculates the Pearson correlation coefficient between two price series. | TAMath.Correl |
LinearReg |
LinearRegResult TAMath.LinearReg(int startIdx, int endIdx, double[] real, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Linear Regression (LINEARREG) indicator. | TAMath.LinearReg |
LinearRegAngle |
LinearRegAngleResult TAMath.LinearRegAngle(int startIdx, int endIdx, double[] real, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Linear Regression Angle (LINEARREG_ANGLE) indicator. | TAMath.LinearRegAngle |
LinearRegIntercept |
LinearRegInterceptResult TAMath.LinearRegIntercept(int startIdx, int endIdx, double[] real, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Linear Regression Intercept for the input price data. | TAMath.LinearRegIntercept |
LinearRegSlope |
LinearRegSlopeResult TAMath.LinearRegSlope(int startIdx, int endIdx, double[] real, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Linear Regression Slope for the input price data. | TAMath.LinearRegSlope |
StdDev |
StdDevResult TAMath.StdDev(int startIdx, int endIdx, double[] real, int timePeriod = 5, double nbDev = 1.0) |
int timePeriod = 5double nbDev = 1.0 |
Real |
Calculates the standard deviation of a price series. | TAMath.StdDev |
Tsf |
TsfResult TAMath.Tsf(int startIdx, int endIdx, double[] real, int timePeriod = 14) |
int timePeriod = 14 |
Real |
Calculates the Time Series Forecast (TSF) indicator. | TAMath.Tsf |
Variance |
VarianceResult TAMath.Variance(int startIdx, int endIdx, double[] real, int timePeriod = 5, double nbDev = 1.0) |
int timePeriod = 5double nbDev = 1.0 |
Real |
Calculates the variance of a price series. | TAMath.Variance |
Element-wise transcendental and rounding functions. 15 entry points.
| Indicator | Signature | Parameters (with defaults) | Outputs | Description | Docs |
|---|---|---|---|---|---|
Acos |
AcosResult TAMath.Acos(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the arc cosine (inverse cosine) of input values. | TAMath.Acos |
Asin |
AsinResult TAMath.Asin(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the arcsine (inverse sine) of each element in the input array. | TAMath.Asin |
Atan |
AtanResult TAMath.Atan(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the arctangent (inverse tangent) of each element in the input array. | TAMath.Atan |
Ceil |
CeilResult TAMath.Ceil(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the ceiling (smallest integer greater than or equal to) of each element in the input array. | TAMath.Ceil |
Cos |
CosResult TAMath.Cos(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the trigonometric cosine of each element in the input array. | TAMath.Cos |
Cosh |
CoshResult TAMath.Cosh(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the hyperbolic cosine of each element in the input array. | TAMath.Cosh |
Exp |
ExpResult TAMath.Exp(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the exponential (e raised to the power) of each element in the input array. | TAMath.Exp |
Floor |
FloorResult TAMath.Floor(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the vector floor function for each element in the input array. | TAMath.Floor |
Ln |
LnResult TAMath.Ln(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the natural logarithm (base e) for each element in the input array. | TAMath.Ln |
Log10 |
Log10Result TAMath.Log10(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the base-10 logarithm for each element in the input array. | TAMath.Log10 |
Sin |
SinResult TAMath.Sin(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the trigonometric sine for each element in the input array. | TAMath.Sin |
Sinh |
SinhResult TAMath.Sinh(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the hyperbolic sine for each element in the input array. | TAMath.Sinh |
Sqrt |
SqrtResult TAMath.Sqrt(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the square root for each element in the input array. | TAMath.Sqrt |
Tan |
TanResult TAMath.Tan(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the trigonometric tangent for each element in the input array. | TAMath.Tan |
Tanh |
TanhResult TAMath.Tanh(int startIdx, int endIdx, double[] real) |
none | Real |
Calculates the hyperbolic tangent for each element in the input array. | TAMath.Tanh |
Element-wise arithmetic and rolling min/max helpers. 11 entry points.
| Indicator | Signature | Parameters (with defaults) | Outputs | Description | Docs |
|---|---|---|---|---|---|
Add |
AddResult TAMath.Add(int startIdx, int endIdx, double[] real0, double[] real1) |
none | Real |
Performs element-wise addition of two input arrays. | TAMath.Add |
Div |
DivResult TAMath.Div(int startIdx, int endIdx, double[] real0, double[] real1) |
none | Real |
Performs element-wise division of two input arrays. | TAMath.Div |
Max |
MaxResult TAMath.Max(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
Calculates the highest value over a specified time period (MAX). | TAMath.Max |
MaxIndex |
MaxIndexResult TAMath.MaxIndex(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Integers |
Calculates the index of the highest value over a specified time period (MAXINDEX). | TAMath.MaxIndex |
Min |
MinResult TAMath.Min(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
Calculates the lowest value over a specified time period (MIN). | TAMath.Min |
MinIndex |
MinIndexResult TAMath.MinIndex(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Integers |
Calculates the index of the lowest value over a specified time period (MININDEX). | TAMath.MinIndex |
MinMax |
MinMaxResult TAMath.MinMax(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Min, Max |
Calculates both the lowest and highest values over a specified time period (MINMAX). | TAMath.MinMax |
MinMaxIndex |
MinMaxIndexResult TAMath.MinMaxIndex(int startIdx, int endIdx, double[] real, int timePeriod)MinMaxIndexResult TAMath.MinMaxIndex(int startIdx, int endIdx, double[] real) |
int timePeriod |
MaxIdx, MinIdx |
Calculates the indices of both the lowest and highest values over a specified time period (MINMAXINDEX). | TAMath.MinMaxIndex |
Mult |
MultResult TAMath.Mult(int startIdx, int endIdx, double[] real0, double[] real1) |
none | Real |
Performs element-wise multiplication of two input arrays. | TAMath.Mult |
Sub |
SubResult TAMath.Sub(int startIdx, int endIdx, double[] real0, double[] real1) |
none | Real |
Performs element-wise subtraction of two input arrays. | TAMath.Sub |
Sum |
SumResult TAMath.Sum(int startIdx, int endIdx, double[] real, int timePeriod = 30) |
int timePeriod = 30 |
Real |
Calculates the summation of values over a specified time period (SUM). | TAMath.Sum |
- Getting started - installation,
RetCode/BegIdx/NBElement, alignment, pitfalls. - TradingView integration - Pine Script mapping, parity caveats, UDF feed, webhooks.
Atypical.TechnicalAnalysis.FunctionsAPI referenceAtypical.TechnicalAnalysis.CandlesAPI referenceAtypical.TechnicalAnalysis.CommonAPI reference