TAlib

Technical analysis library for Elixir.

Indicators

All 133 TA-Lib functions are covered — see PARITY.md for the function-by-function map. The Hilbert-transform family and MAMA are faithful translations of the TA-Lib C reference, cross-verified series for series.

• Overlap studies: SMA, EMA, WMA, CMA, Wilder RMA, DEMA, TEMA, TRIMA, KAMA, T3, Midpoint, Midprice, Bollinger Bands, Keltner Channels, Donchian Channels, Parabolic SAR — scalars and full series, plus incremental update_* variants for streaming updates
• Momentum: RSI (Wilder), MACD, Stochastic (fast and slow), Stochastic RSI, Williams %R, ROC/ROCP/ROCR/ROCR100, Momentum, TRIX, CMO, APO, PPO, Aroon, Aroon Oscillator, BOP, CCI, ADX/DMI (+DI, -DI, DX, ADXR)
• Volatility: StdDev, Variance, ATR, NATR, True Range
• Volume: OBV, MFI, rolling VWAP, Chaikin A/D line and oscillator
• Statistics: linear regression (value/slope/intercept/angle), Time Series Forecast, Beta, Correlation
• Candlestick patterns: all 61 TA-Lib CDL functions via TAlib.Indicators.CDL, scored per bar (+100 bullish / -100 bearish / 0 none)
• Generic moving-average dispatch (MA.ma/3), variable-period MA (mavp), MACD.macd_ext/macd_fix, extended Parabolic SAR
• Cycle indicators: the full Hilbert-transform family (HT.ht_trendline, ht_dcperiod, ht_dcphase, ht_phasor, ht_sine, ht_trendmode) and MAMA.mama (with FAMA)

Bar-based indicators take maps such as %{open: o, high: h, low: l, close: c, volume: v} with the keys they need — extra keys are ignored.

Installation

The package can be installed by adding talib to your list of dependencies in mix.exs:

def deps do
  [
    {:talib, "~> 0.7"}
  ]
end

Conventions

• Prices are always given in chronological order, oldest price first. Series functions return results aligned with the input list, nil-padded while the lookback window fills up; scalar functions return the value at the latest point.
• Lookback periods must be positive integers; anything else raises ArgumentError.
• Every function returns nil — never 0 — when there is not enough data, since 0 is a legitimate reading for several indicators.

Examples

iex> TAlib.Indicators.MA.sma([1330.95, 1334.65, 1340.0], 3)
1335.2

iex> TAlib.Indicators.MA.sma_list([1, 2, 3, 4, 5], 3)
[nil, nil, 2.0, 3.0, 4.0]

iex> TAlib.Indicators.RSI.rsi([6, 1, 4, 2, 5, 3], 3) |> Float.round(4)
42.8571

iex> TAlib.Indicators.MACD.macd_all(prices)
%{macd: 20.36, signal: 12.28, histogram: 8.08}

More examples can be found in the module documentation (Hexdocs) and in the test suite.