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Function API Examples

Similar to TA-Lib, the function interface provides a lightweight wrapper of the exposed TA-Lib indicators. Each function returns an output array and has default values for their parameters, unless specified as keyword arguments. Typically, these functions will have an initial “lookback” period (a required number of observations before an output is generated) set to NaN. All of the following examples use the function API:

import numpy
import talib

close = numpy.random.random(100)

Calculate a simple moving average of the close prices:

output = talib.SMA(close)

Calculating bollinger bands, with triple exponential moving average:

from talib import MA_Type

upper, middle, lower = talib.BBANDS(close, matype=MA_Type.T3)

Calculating momentum of the close prices, with a time period of 5:

output = talib.MOM(close, timeperiod=5)

Documentation for all functions:

Overlap Studies Functions

BBANDS – Bollinger Bands

upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)

Learn more about the Bollinger Bands at tadoc.org.

DEMA – Double Exponential Moving Average

real = DEMA(close, timeperiod=30)

Learn more about the Double Exponential Moving Average at tadoc.org.

EMA – Exponential Moving Average

NOTE: The EMA function has an unstable period.

real = EMA(close, timeperiod=30)

Learn more about the Exponential Moving Average at tadoc.org.

HT_TRENDLINE – Hilbert Transform – Instantaneous Trendline

NOTE: The HT_TRENDLINE function has an unstable period.

real = HT_TRENDLINE(close)

Learn more about the Hilbert Transform – Instantaneous Trendline at tadoc.org.

KAMA – Kaufman Adaptive Moving Average

NOTE: The KAMA function has an unstable period.

real = KAMA(close, timeperiod=30)

Learn more about the Kaufman Adaptive Moving Average at tadoc.org.

MA – Moving average

real = MA(close, timeperiod=30, matype=0)

MAMA – MESA Adaptive Moving Average

NOTE: The MAMA function has an unstable period.

mama, fama = MAMA(close, fastlimit=0, slowlimit=0)

Learn more about the MESA Adaptive Moving Average at tadoc.org.

MAVP – Moving average with variable period

real = MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)

MIDPOINT – MidPoint over period

real = MIDPOINT(close, timeperiod=14)

Learn more about the MidPoint over period at tadoc.org.

MIDPRICE – Midpoint Price over period

real = MIDPRICE(high, low, timeperiod=14)

Learn more about the Midpoint Price over period at tadoc.org.

SAR – Parabolic SAR

real = SAR(high, low, acceleration=0, maximum=0)

Learn more about the Parabolic SAR at tadoc.org.

SAREXT – Parabolic SAR – Extended

real = SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)

SMA – Simple Moving Average

real = SMA(close, timeperiod=30)

Learn more about the Simple Moving Average at tadoc.org.

T3 – Triple Exponential Moving Average (T3)

NOTE: The T3 function has an unstable period.

real = T3(close, timeperiod=5, vfactor=0)

Learn more about the Triple Exponential Moving Average (T3) at tadoc.org.

TEMA – Triple Exponential Moving Average

real = TEMA(close, timeperiod=30)

Learn more about the Triple Exponential Moving Average at tadoc.org.

TRIMA – Triangular Moving Average

real = TRIMA(close, timeperiod=30)

Learn more about the Triangular Moving Average at tadoc.org.

WMA – Weighted Moving Average

real = WMA(close, timeperiod=30)

Learn more about the Weighted Moving Average at tadoc.org.

Momentum Indicator Functions

ADX – Average Directional Movement Index

NOTE: The ADX function has an unstable period.

real = ADX(high, low, close, timeperiod=14)

Learn more about the Average Directional Movement Index at tadoc.org.

ADXR – Average Directional Movement Index Rating

NOTE: The ADXR function has an unstable period.

real = ADXR(high, low, close, timeperiod=14)

Learn more about the Average Directional Movement Index Rating at tadoc.org.

APO – Absolute Price Oscillator

real = APO(close, fastperiod=12, slowperiod=26, matype=0)

Learn more about the Absolute Price Oscillator at tadoc.org.

AROON – Aroon

aroondown, aroonup = AROON(high, low, timeperiod=14)

Learn more about the Aroon at tadoc.org.

AROONOSC – Aroon Oscillator

real = AROONOSC(high, low, timeperiod=14)

Learn more about the Aroon Oscillator at tadoc.org.

BOP – Balance Of Power

real = BOP(open, high, low, close)

Learn more about the Balance Of Power at tadoc.org.

CCI – Commodity Channel Index

real = CCI(high, low, close, timeperiod=14)

Learn more about the Commodity Channel Index at tadoc.org.

CMO – Chande Momentum Oscillator

NOTE: The CMO function has an unstable period.

real = CMO(close, timeperiod=14)

Learn more about the Chande Momentum Oscillator at tadoc.org.

DX – Directional Movement Index

NOTE: The DX function has an unstable period.

real = DX(high, low, close, timeperiod=14)

Learn more about the Directional Movement Index at tadoc.org.

MACD – Moving Average Convergence/Divergence

macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)

Learn more about the Moving Average Convergence/Divergence at tadoc.org.

MACDEXT – MACD with controllable MA type

macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)

MACDFIX – Moving Average Convergence/Divergence Fix 12/26

macd, macdsignal, macdhist = MACDFIX(close, signalperiod=9)

MFI – Money Flow Index

NOTE: The MFI function has an unstable period.

real = MFI(high, low, close, volume, timeperiod=14)

Learn more about the Money Flow Index at tadoc.org.

MINUS_DI – Minus Directional Indicator

NOTE: The MINUS_DI function has an unstable period.

real = MINUS_DI(high, low, close, timeperiod=14)

Learn more about the Minus Directional Indicator at tadoc.org.

MINUS_DM – Minus Directional Movement

NOTE: The MINUS_DM function has an unstable period.

real = MINUS_DM(high, low, timeperiod=14)

Learn more about the Minus Directional Movement at tadoc.org.

MOM – Momentum

real = MOM(close, timeperiod=10)

Learn more about the Momentum at tadoc.org.

PLUS_DI – Plus Directional Indicator

NOTE: The PLUS_DI function has an unstable period.

real = PLUS_DI(high, low, close, timeperiod=14)

Learn more about the Plus Directional Indicator at tadoc.org.

PLUS_DM – Plus Directional Movement

NOTE: The PLUS_DM function has an unstable period.

real = PLUS_DM(high, low, timeperiod=14)

Learn more about the Plus Directional Movement at tadoc.org.

PPO – Percentage Price Oscillator

real = PPO(close, fastperiod=12, slowperiod=26, matype=0)

Learn more about the Percentage Price Oscillator at tadoc.org.

ROC – Rate of change : ((price/prevPrice)-1)*100

real = ROC(close, timeperiod=10)

Learn more about the Rate of change : ((price/prevPrice)-1)*100 at tadoc.org.

ROCP – Rate of change Percentage: (price-prevPrice)/prevPrice

real = ROCP(close, timeperiod=10)

Learn more about the Rate of change Percentage: (price-prevPrice)/prevPrice at tadoc.org.

ROCR – Rate of change ratio: (price/prevPrice)

real = ROCR(close, timeperiod=10)

Learn more about the Rate of change ratio: (price/prevPrice) at tadoc.org.

ROCR100 – Rate of change ratio 100 scale: (price/prevPrice)*100

real = ROCR100(close, timeperiod=10)

Learn more about the Rate of change ratio 100 scale: (price/prevPrice)*100 at tadoc.org.

RSI – Relative Strength Index

NOTE: The RSI function has an unstable period.

real = RSI(close, timeperiod=14)

Learn more about the Relative Strength Index at tadoc.org.

STOCH – Stochastic

slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)

Learn more about the Stochastic at tadoc.org.

STOCHF – Stochastic Fast

fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)

Learn more about the Stochastic Fast at tadoc.org.

STOCHRSI – Stochastic Relative Strength Index

NOTE: The STOCHRSI function has an unstable period.

fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)

Learn more about the Stochastic Relative Strength Index at tadoc.org.

TRIX – 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA

real = TRIX(close, timeperiod=30)

Learn more about the 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA at tadoc.org.

ULTOSC – Ultimate Oscillator

real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)

Learn more about the Ultimate Oscillator at tadoc.org.

WILLR – Williams’ %R

real = WILLR(high, low, close, timeperiod=14)

Learn more about the Williams’ %R at tadoc.org.

Volume Indicator Functions

AD – Chaikin A/D Line

real = AD(high, low, close, volume)

Learn more about the Chaikin A/D Line at tadoc.org.

ADOSC – Chaikin A/D Oscillator

real = ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)

Learn more about the Chaikin A/D Oscillator at tadoc.org.

OBV – On Balance Volume

real = OBV(close, volume)

Learn more about the On Balance Volume at tadoc.org.

Volatility Indicator Functions

ATR – Average True Range

NOTE: The ATR function has an unstable period.

real = ATR(high, low, close, timeperiod=14)

Learn more about the Average True Range at tadoc.org.

NATR – Normalized Average True Range

NOTE: The NATR function has an unstable period.

real = NATR(high, low, close, timeperiod=14)

Learn more about the Normalized Average True Range at tadoc.org.

TRANGE – True Range

real = TRANGE(high, low, close)

Learn more about the True Range at tadoc.org.

Pattern Recognition Functions

CDL2CROWS – Two Crows

integer = CDL2CROWS(open, high, low, close)

CDL3BLACKCROWS – Three Black Crows

integer = CDL3BLACKCROWS(open, high, low, close)

CDL3INSIDE – Three Inside Up/Down

integer = CDL3INSIDE(open, high, low, close)

CDL3LINESTRIKE – Three-Line Strike

integer = CDL3LINESTRIKE(open, high, low, close)

CDL3OUTSIDE – Three Outside Up/Down

integer = CDL3OUTSIDE(open, high, low, close)

CDL3STARSINSOUTH – Three Stars In The South

integer = CDL3STARSINSOUTH(open, high, low, close)

CDL3WHITESOLDIERS – Three Advancing White Soldiers

integer = CDL3WHITESOLDIERS(open, high, low, close)

CDLABANDONEDBABY – Abandoned Baby

integer = CDLABANDONEDBABY(open, high, low, close, penetration=0)

CDLADVANCEBLOCK – Advance Block

integer = CDLADVANCEBLOCK(open, high, low, close)

CDLBELTHOLD – Belt-hold

integer = CDLBELTHOLD(open, high, low, close)

CDLBREAKAWAY – Breakaway

integer = CDLBREAKAWAY(open, high, low, close)

CDLCLOSINGMARUBOZU – Closing Marubozu

integer = CDLCLOSINGMARUBOZU(open, high, low, close)

CDLCONCEALBABYSWALL – Concealing Baby Swallow

integer = CDLCONCEALBABYSWALL(open, high, low, close)

CDLCOUNTERATTACK – Counterattack

integer = CDLCOUNTERATTACK(open, high, low, close)

CDLDARKCLOUDCOVER – Dark Cloud Cover

integer = CDLDARKCLOUDCOVER(open, high, low, close, penetration=0)

CDLDOJI – Doji

integer = CDLDOJI(open, high, low, close)

CDLDOJISTAR – Doji Star

integer = CDLDOJISTAR(open, high, low, close)

CDLDRAGONFLYDOJI – Dragonfly Doji

integer = CDLDRAGONFLYDOJI(open, high, low, close)

CDLENGULFING – Engulfing Pattern

integer = CDLENGULFING(open, high, low, close)

CDLEVENINGDOJISTAR – Evening Doji Star

integer = CDLEVENINGDOJISTAR(open, high, low, close, penetration=0)

CDLEVENINGSTAR – Evening Star

integer = CDLEVENINGSTAR(open, high, low, close, penetration=0)

CDLGAPSIDESIDEWHITE – Up/Down-gap side-by-side white lines

integer = CDLGAPSIDESIDEWHITE(open, high, low, close)

CDLGRAVESTONEDOJI – Gravestone Doji

integer = CDLGRAVESTONEDOJI(open, high, low, close)

CDLHAMMER – Hammer

integer = CDLHAMMER(open, high, low, close)

CDLHANGINGMAN – Hanging Man

integer = CDLHANGINGMAN(open, high, low, close)

CDLHARAMI – Harami Pattern

integer = CDLHARAMI(open, high, low, close)

CDLHARAMICROSS – Harami Cross Pattern

integer = CDLHARAMICROSS(open, high, low, close)

CDLHIGHWAVE – High-Wave Candle

integer = CDLHIGHWAVE(open, high, low, close)

CDLHIKKAKE – Hikkake Pattern

integer = CDLHIKKAKE(open, high, low, close)

CDLHIKKAKEMOD – Modified Hikkake Pattern

integer = CDLHIKKAKEMOD(open, high, low, close)

CDLHOMINGPIGEON – Homing Pigeon

integer = CDLHOMINGPIGEON(open, high, low, close)

CDLIDENTICAL3CROWS – Identical Three Crows

integer = CDLIDENTICAL3CROWS(open, high, low, close)

CDLINNECK – In-Neck Pattern

integer = CDLINNECK(open, high, low, close)

CDLINVERTEDHAMMER – Inverted Hammer

integer = CDLINVERTEDHAMMER(open, high, low, close)

CDLKICKING – Kicking

integer = CDLKICKING(open, high, low, close)

CDLKICKINGBYLENGTH – Kicking – bull/bear determined by the longer marubozu

integer = CDLKICKINGBYLENGTH(open, high, low, close)

CDLLADDERBOTTOM – Ladder Bottom

integer = CDLLADDERBOTTOM(open, high, low, close)

CDLLONGLEGGEDDOJI – Long Legged Doji

integer = CDLLONGLEGGEDDOJI(open, high, low, close)

CDLLONGLINE – Long Line Candle

integer = CDLLONGLINE(open, high, low, close)

CDLMARUBOZU – Marubozu

integer = CDLMARUBOZU(open, high, low, close)

CDLMATCHINGLOW – Matching Low

integer = CDLMATCHINGLOW(open, high, low, close)

CDLMATHOLD – Mat Hold

integer = CDLMATHOLD(open, high, low, close, penetration=0)

CDLMORNINGDOJISTAR – Morning Doji Star

integer = CDLMORNINGDOJISTAR(open, high, low, close, penetration=0)

CDLMORNINGSTAR – Morning Star

integer = CDLMORNINGSTAR(open, high, low, close, penetration=0)

CDLONNECK – On-Neck Pattern

integer = CDLONNECK(open, high, low, close)

CDLPIERCING – Piercing Pattern

integer = CDLPIERCING(open, high, low, close)

CDLRICKSHAWMAN – Rickshaw Man

integer = CDLRICKSHAWMAN(open, high, low, close)

CDLRISEFALL3METHODS – Rising/Falling Three Methods

integer = CDLRISEFALL3METHODS(open, high, low, close)

CDLSEPARATINGLINES – Separating Lines

integer = CDLSEPARATINGLINES(open, high, low, close)

CDLSHOOTINGSTAR – Shooting Star

integer = CDLSHOOTINGSTAR(open, high, low, close)

CDLSHORTLINE – Short Line Candle

integer = CDLSHORTLINE(open, high, low, close)

CDLSPINNINGTOP – Spinning Top

integer = CDLSPINNINGTOP(open, high, low, close)

CDLSTALLEDPATTERN – Stalled Pattern

integer = CDLSTALLEDPATTERN(open, high, low, close)

CDLSTICKSANDWICH – Stick Sandwich

integer = CDLSTICKSANDWICH(open, high, low, close)

CDLTAKURI – Takuri (Dragonfly Doji with very long lower shadow)

integer = CDLTAKURI(open, high, low, close)

CDLTASUKIGAP – Tasuki Gap

integer = CDLTASUKIGAP(open, high, low, close)

CDLTHRUSTING – Thrusting Pattern

integer = CDLTHRUSTING(open, high, low, close)

CDLTRISTAR – Tristar Pattern

integer = CDLTRISTAR(open, high, low, close)

CDLUNIQUE3RIVER – Unique 3 River

integer = CDLUNIQUE3RIVER(open, high, low, close)

CDLUPSIDEGAP2CROWS – Upside Gap Two Crows

integer = CDLUPSIDEGAP2CROWS(open, high, low, close)

CDLXSIDEGAP3METHODS – Upside/Downside Gap Three Methods

integer = CDLXSIDEGAP3METHODS(open, high, low, close)

Cycle Indicator Functions

HT_DCPERIOD – Hilbert Transform – Dominant Cycle Period

NOTE: The HT_DCPERIOD function has an unstable period.

real = HT_DCPERIOD(close)

Learn more about the Hilbert Transform – Dominant Cycle Period at tadoc.org.

HT_DCPHASE – Hilbert Transform – Dominant Cycle Phase

NOTE: The HT_DCPHASE function has an unstable period.

real = HT_DCPHASE(close)

Learn more about the Hilbert Transform – Dominant Cycle Phase at tadoc.org.

HT_PHASOR – Hilbert Transform – Phasor Components

NOTE: The HT_PHASOR function has an unstable period.

inphase, quadrature = HT_PHASOR(close)

Learn more about the Hilbert Transform – Phasor Components at tadoc.org.

HT_SINE – Hilbert Transform – SineWave

NOTE: The HT_SINE function has an unstable period.

sine, leadsine = HT_SINE(close)

Learn more about the Hilbert Transform – SineWave at tadoc.org.

HT_TRENDMODE – Hilbert Transform – Trend vs Cycle Mode

NOTE: The HT_TRENDMODE function has an unstable period.

integer = HT_TRENDMODE(close)

Learn more about the Hilbert Transform – Trend vs Cycle Mode at tadoc.org.

Statistic Functions

BETA – Beta

real = BETA(high, low, timeperiod=5)

Learn more about the Beta at tadoc.org.

CORREL – Pearson’s Correlation Coefficient (r)

real = CORREL(high, low, timeperiod=30)

Learn more about the Pearson’s Correlation Coefficient (r) at tadoc.org.

LINEARREG – Linear Regression

real = LINEARREG(close, timeperiod=14)

Learn more about the Linear Regression at tadoc.org.

LINEARREG_ANGLE – Linear Regression Angle

real = LINEARREG_ANGLE(close, timeperiod=14)

Learn more about the Linear Regression Angle at tadoc.org.

LINEARREG_INTERCEPT – Linear Regression Intercept

real = LINEARREG_INTERCEPT(close, timeperiod=14)

Learn more about the Linear Regression Intercept at tadoc.org.

LINEARREG_SLOPE – Linear Regression Slope

real = LINEARREG_SLOPE(close, timeperiod=14)

Learn more about the Linear Regression Slope at tadoc.org.

STDDEV – Standard Deviation

real = STDDEV(close, timeperiod=5, nbdev=1)

Learn more about the Standard Deviation at tadoc.org.

TSF – Time Series Forecast

real = TSF(close, timeperiod=14)

Learn more about the Time Series Forecast at tadoc.org.

VAR – Variance

real = VAR(close, timeperiod=5, nbdev=1)

Learn more about the Variance at tadoc.org.

Price Transform Functions

AVGPRICE – Average Price

real = AVGPRICE(open, high, low, close)

Learn more about the Average Price at tadoc.org.

MEDPRICE – Median Price

real = MEDPRICE(high, low)

Learn more about the Median Price at tadoc.org.

TYPPRICE – Typical Price

real = TYPPRICE(high, low, close)

Learn more about the Typical Price at tadoc.org.

WCLPRICE – Weighted Close Price

real = WCLPRICE(high, low, close)

Learn more about the Weighted Close Price at tadoc.org.

Math Transform Functions

ACOS – Vector Trigonometric ACos

real = ACOS(close)

ASIN – Vector Trigonometric ASin

real = ASIN(close)

ATAN – Vector Trigonometric ATan

real = ATAN(close)

CEIL – Vector Ceil

real = CEIL(close)

COS – Vector Trigonometric Cos

real = COS(close)

COSH – Vector Trigonometric Cosh

real = COSH(close)

EXP – Vector Arithmetic Exp

real = EXP(close)

FLOOR – Vector Floor

real = FLOOR(close)

LN – Vector Log Natural

real = LN(close)

LOG10 – Vector Log10

real = LOG10(close)

SIN – Vector Trigonometric Sin

real = SIN(close)

SINH – Vector Trigonometric Sinh

real = SINH(close)

SQRT – Vector Square Root

real = SQRT(close)

TAN – Vector Trigonometric Tan

real = TAN(close)

TANH – Vector Trigonometric Tanh

real = TANH(close)

Math Operator Functions

ADD – Vector Arithmetic Add

real = ADD(high, low)

DIV – Vector Arithmetic Div

real = DIV(high, low)

MAX – Highest value over a specified period

real = MAX(close, timeperiod=30)

MAXINDEX – Index of highest value over a specified period

integer = MAXINDEX(close, timeperiod=30)

MIN – Lowest value over a specified period

real = MIN(close, timeperiod=30)

MININDEX – Index of lowest value over a specified period

integer = MININDEX(close, timeperiod=30)

MINMAX – Lowest and highest values over a specified period

min, max = MINMAX(close, timeperiod=30)

MINMAXINDEX – Indexes of lowest and highest values over a specified period

minidx, maxidx = MINMAXINDEX(close, timeperiod=30)

MULT – Vector Arithmetic Mult

real = MULT(high, low)

SUB – Vector Arithmetic Substraction

real = SUB(high, low)

SUM – Summation

real = SUM(close, timeperiod=30)

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