Technical Analysis Library (TA-Lib) functions for DuckDB – 100+ indicators for financial market analysis
Compatibility Matrix
This table covers all DuckDB releases that have not reached end-of-life, including LTS releases, and shows the 2 most recent patch releases of each. Older patch releases are not listed, but the extension may be available for them as well.
| Platform | 1.4.4 | 1.4.5 | 1.5.5 | 1.5.6 | 2.0.0 |
|---|---|---|---|---|---|
| Linux AMD64 | |||||
| Linux ARM64 | |||||
| macOS AMD64 | |||||
| macOS ARM64 | |||||
| Windows AMD64 | |||||
| Windows ARM64 | |||||
| WebAssembly |
Installing and Loading
INSTALL talib FROM community;
LOAD talib;
Example
-- Scalar form: operate on a pre-collected list
SELECT t_sma([1.0, 2.0, 3.0, 4.0, 5.0], 3);
-- Aggregate/window form: use OVER() for row-by-row SMA
SELECT date, close, ta_sma(close, 14) OVER (ORDER BY date ROWS BETWEEN 13 PRECEDING AND CURRENT ROW) AS sma_14 FROM ohlc;
-- Multi-output indicators return structs (MACD, Bollinger Bands)
SELECT t_macd(list(close ORDER BY date), 12, 26, 9) FROM ohlc;
SELECT t_bbands(list(close ORDER BY date), 20, 2.0, 2.0, 0) FROM ohlc;
-- Candlestick pattern recognition
SELECT t_cdldoji(list(open ORDER BY date), list(high ORDER BY date),
list(low ORDER BY date), list(close ORDER BY date))
FROM ohlc;
About talib
100+ TA-Lib indicators as native DuckDB functions: overlap studies
| Category | Count | Examples |
|---|---|---|
| 🔀 Overlap Studies | 8+ | t_sma, t_ema, t_wma, t_dema, t_tema |
| 🏃 Momentum | 15+ | t_rsi, t_macd, t_willr, t_cci, t_adx |
| 🔊 Volume | 1+ | t_ad |
| 🌊 Volatility | 2+ | t_atr, t_natr |
| 🕯️ Pattern Recognition | 49+ | t_cdldoji, t_cdlhammer, t_cdlengulfing |
| 💰 Price Transform | 2+ | t_avgprice, t_bop |
| 🔄 Cycle Indicators | 4+ | t_ht_dcperiod, t_ht_trendline, t_ht_trendmode |
| 📏 Statistics | 10+ | t_linearreg, t_tsf, t_max, t_min |
| ➗ Math Transform | 15 | t_sin, t_cos, t_ln, t_sqrt |
Every function is registered in two forms:
- Scalar (
t_*): pass pre-collected lists, returns a list - Aggregate/window (
ta_*): use withOVER()for row-by-row results
🏎️ Scalar t_* |
🧑💻 Aggregate ta_* |
|
|---|---|---|
| Performance | ⚡ Fast — one pass over the full series, O(N) | 🐢 Slower — recomputes per window frame, ~O(N × window) |
| Ergonomics | Requires list(col ORDER BY date) + unnest to rejoin rows |
Natural SQL — plugs into OVER (PARTITION BY … ORDER BY …) |
| Best for | Backtests, full-history feature generation, large datasets | Dashboards, ad-hoc queries, mixing indicators with row-level columns |
Added Functions
| function_name | function_type | description | comment | examples |
|---|---|---|---|---|
| t_acos | scalar | Arc Cosine: the inverse cosine of each input value, in radians. | NULL | [t_acos([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_ad | scalar | Chaikin Accumulation/Distribution Line: a volume-weighted running total of each period's position within its high-low range. | NULL | [t_ad([12.0, 13.0], [10.0, 11.0], [11.0, 12.0], [1000.0, 1200.0])] |
| t_adx | scalar | Average Directional Movement Index: measures trend strength (not direction) by smoothing the directional movement index. | NULL | [t_adx([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], [11.0, 12.0, 13.0], 3)] |
| t_adxr | scalar | Average Directional Movement Rating: the average of the current and a prior ADX value, smoothing ADX further. | NULL | [t_adxr([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], [11.0, 12.0, 13.0], 3)] |
| t_aroon | scalar | Aroon Indicator: measures the time since the most recent highest high and lowest low within the period, as two 0-100 oscillators. | NULL | [t_aroon([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], 14)] |
| t_asin | scalar | Arc Sine: the inverse sine of each input value, in radians. | NULL | [t_asin([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_atan | scalar | Arc Tangent: the inverse tangent of each input value, in radians. | NULL | [t_atan([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_atr | scalar | Average True Range: a Wilder-smoothed moving average of the true range, measuring volatility. | NULL | [t_atr([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], [11.0, 12.0, 13.0], 3)] |
| t_avgprice | scalar | Average Price: the mean of the open, high, low, and close for the period. | NULL | [t_avgprice([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_bbands | scalar | Bollinger Bands: a moving-average midline with upper and lower bands offset by a multiple of the rolling standard deviation. | NULL | [t_bbands([1.0, 2.0, 3.0, 4.0, 5.0], 20, 2.0, 2.0, 0)] |
| t_bop | scalar | Balance of Power: measures buying versus selling pressure as the ratio of the close-open difference to the high-low range. | NULL | [t_bop([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cci | scalar | Commodity Channel Index: measures the deviation of the typical price from its moving average, relative to mean absolute deviation. | NULL | [t_cci([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], [11.0, 12.0, 13.0], 3)] |
| t_cdl2crows | scalar | Two Crows candlestick pattern: a bearish reversal signal of two black candles gapping above an uptrend. | NULL | [t_cdl2crows([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdl3blackcrows | scalar | Three Black Crows candlestick pattern: three consecutive long bearish candles signaling a downtrend. | NULL | [t_cdl3blackcrows([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdl3inside | scalar | Three Inside Up/Down candlestick pattern: a reversal pattern confirmed by a third candle. | NULL | [t_cdl3inside([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdl3linestrike | scalar | Three-Line Strike candlestick pattern: three same-direction candles followed by a reversing strike candle. | NULL | [t_cdl3linestrike([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdl3outside | scalar | Three Outside Up/Down candlestick pattern: an engulfing pattern confirmed by a third candle. | NULL | [t_cdl3outside([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdl3starsinsouth | scalar | Three Stars In The South candlestick pattern: a bullish reversal of three declining bearish candles with shrinking bodies. | NULL | [t_cdl3starsinsouth([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdl3whitesoldiers | scalar | Three Advancing White Soldiers candlestick pattern: three consecutive long bullish candles signaling an uptrend. | NULL | [t_cdl3whitesoldiers([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdladvanceblock | scalar | Advance Block candlestick pattern: three bullish candles with progressively shrinking bodies, signaling weakening momentum. | NULL | [t_cdladvanceblock([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlbelthold | scalar | Belt-hold candlestick pattern: a long candle that opens at its extreme for the session. | NULL | [t_cdlbelthold([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlbreakaway | scalar | Breakaway candlestick pattern: a gap followed by a reversal that closes back into the gap. | NULL | [t_cdlbreakaway([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlclosingmarubozu | scalar | Closing Marubozu candlestick pattern: a candle with no shadow on its closing side. | NULL | [t_cdlclosingmarubozu([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlconcealbabyswall | scalar | Concealing Baby Swallow candlestick pattern: a four-candle bearish continuation pattern. | NULL | [t_cdlconcealbabyswall([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlcounterattack | scalar | Counterattack candlestick pattern: two opposite-colored candles that close at the same level. | NULL | [t_cdlcounterattack([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdldoji | scalar | Doji candlestick pattern: a candle whose open and close are virtually equal, signaling indecision. | NULL | [t_cdldoji([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdldojistar | scalar | Doji Star candlestick pattern: a doji that gaps away from the previous candle. | NULL | [t_cdldojistar([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdldragonflydoji | scalar | Dragonfly Doji candlestick pattern: a doji with a long lower shadow and no upper shadow. | NULL | [t_cdldragonflydoji([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlengulfing | scalar | Engulfing candlestick pattern: a candle whose body fully contains the prior candle's body. | NULL | [t_cdlengulfing([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlgapsidesidewhite | scalar | Gap Side-by-Side White Lines candlestick pattern: two similarly-sized candles following a gap. | NULL | [t_cdlgapsidesidewhite([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlgravestonedoji | scalar | Gravestone Doji candlestick pattern: a doji with a long upper shadow and no lower shadow. | NULL | [t_cdlgravestonedoji([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlhammer | scalar | Hammer candlestick pattern: a small body with a lower shadow at least twice the body length, in a downtrend. | NULL | [t_cdlhammer([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlhangingman | scalar | Hanging Man candlestick pattern: a hammer-shaped candle occurring in an uptrend, signaling a bearish reversal. | NULL | [t_cdlhangingman([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlharami | scalar | Harami candlestick pattern: a small candle whose body is contained within the prior candle's larger body. | NULL | [t_cdlharami([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlharamicross | scalar | Harami Cross candlestick pattern: a Harami pattern where the second candle is a doji. | NULL | [t_cdlharamicross([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlhighwave | scalar | High-Wave Candle pattern: a small body with very long upper and lower shadows. | NULL | [t_cdlhighwave([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlhikkake | scalar | Hikkake candlestick pattern: an inside-bar setup followed by a failed breakout. | NULL | [t_cdlhikkake([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlhikkakemod | scalar | Modified Hikkake candlestick pattern: a Hikkake pattern confirmed by subsequent price action. | NULL | [t_cdlhikkakemod([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlhomingpigeon | scalar | Homing Pigeon candlestick pattern: two bearish candles where the second body is contained within the first. | NULL | [t_cdlhomingpigeon([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlidentical3crows | scalar | Identical Three Crows candlestick pattern: three bearish candles that each open at the prior candle's close. | NULL | [t_cdlidentical3crows([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlinneck | scalar | In-Neck candlestick pattern: a small bullish candle closing near the prior candle's low, in a downtrend. | NULL | [t_cdlinneck([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlinvertedhammer | scalar | Inverted Hammer candlestick pattern: a small body with a long upper shadow, in a downtrend. | NULL | [t_cdlinvertedhammer([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlkicking | scalar | Kicking candlestick pattern: two opposing marubozu candles separated by a gap. | NULL | [t_cdlkicking([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlkickingbylength | scalar | Kicking by Length candlestick pattern: a Kicking pattern whose direction is determined by the longer marubozu. | NULL | [t_cdlkickingbylength([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlladderbottom | scalar | Ladder Bottom candlestick pattern: a four-candle bearish-to-bullish reversal pattern. | NULL | [t_cdlladderbottom([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdllongleggeddoji | scalar | Long Legged Doji candlestick pattern: a doji with very long upper and lower shadows. | NULL | [t_cdllongleggeddoji([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdllongline | scalar | Long Line Candle pattern: a candle with an unusually long body. | NULL | [t_cdllongline([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlmarubozu | scalar | Marubozu candlestick pattern: a candle with no shadows, consisting purely of its body. | NULL | [t_cdlmarubozu([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlmatchinglow | scalar | Matching Low candlestick pattern: two bearish candles that close at the same level. | NULL | [t_cdlmatchinglow([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlonneck | scalar | On-Neck candlestick pattern: a bullish candle closing at the prior candle's low, in a downtrend. | NULL | [t_cdlonneck([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlpiercing | scalar | Piercing candlestick pattern: a bullish candle closing above the midpoint of the prior bearish candle's body. | NULL | [t_cdlpiercing([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlrickshawman | scalar | Rickshaw Man candlestick pattern: a long-legged doji whose body sits near the center of its range. | NULL | [t_cdlrickshawman([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlrisefall3methods | scalar | Rising/Falling Three Methods candlestick pattern: a continuation pattern of a strong candle, three small counter-trend candles, then a resuming strong candle. | NULL | [t_cdlrisefall3methods([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlseparatinglines | scalar | Separating Lines candlestick pattern: two opposite-colored candles that share the same opening price. | NULL | [t_cdlseparatinglines([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlshootingstar | scalar | Shooting Star candlestick pattern: an inverted-hammer-shaped candle occurring in an uptrend. | NULL | [t_cdlshootingstar([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlshortline | scalar | Short Line Candle pattern: a candle with an unusually short body. | NULL | [t_cdlshortline([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlspinningtop | scalar | Spinning Top candlestick pattern: a small body with upper and lower shadows of similar length. | NULL | [t_cdlspinningtop([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlstalledpattern | scalar | Stalled Pattern: three bullish candles where the third has a notably small body, signaling fading momentum. | NULL | [t_cdlstalledpattern([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlsticksandwich | scalar | Stick Sandwich candlestick pattern: two same-close bearish candles sandwiching an opposite candle. | NULL | [t_cdlsticksandwich([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdltakuri | scalar | Takuri candlestick pattern: a doji with an unusually long lower shadow. | NULL | [t_cdltakuri([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdltasukigap | scalar | Tasuki Gap candlestick pattern: a gap followed by a candle that partially fills it. | NULL | [t_cdltasukigap([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlthrusting | scalar | Thrusting candlestick pattern: a bullish candle closing below the midpoint of the prior bearish candle's body. | NULL | [t_cdlthrusting([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdltristar | scalar | Tristar candlestick pattern: three consecutive dojis with the middle one gapping from the others. | NULL | [t_cdltristar([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlunique3river | scalar | Unique 3 River candlestick pattern: a three-candle bullish reversal pattern. | NULL | [t_cdlunique3river([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlupsidegap2crows | scalar | Upside Gap Two Crows candlestick pattern: two bearish candles gapping above an uptrend. | NULL | [t_cdlupsidegap2crows([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_cdlxsidegap3methods | scalar | Upside/Downside Gap Three Methods candlestick pattern: a gap followed by three candles that close the gap. | NULL | [t_cdlxsidegap3methods([10.0, 11.0], [12.0, 13.0], [9.0, 10.0], [11.0, 12.0])] |
| t_ceil | scalar | Ceiling: the smallest integer greater than or equal to each input value. | NULL | [t_ceil([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_cmo | scalar | Chande Momentum Oscillator: a -100 to 100 momentum oscillator based on the difference between the sum of recent gains and losses. | NULL | [t_cmo([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_cos | scalar | Cosine of each input value, in radians. | NULL | [t_cos([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_cosh | scalar | Hyperbolic Cosine of each input value. | NULL | [t_cosh([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_dema | scalar | Double Exponential Moving Average: reduces the lag of a plain EMA by combining it with an EMA of itself. | NULL | [t_dema([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_dx | scalar | Directional Movement Index: measures the difference between the plus and minus directional indicators relative to their sum. | NULL | [t_dx([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], [11.0, 12.0, 13.0], 3)] |
| t_ema | scalar | Exponential Moving Average: a weighted average that discounts older values exponentially, giving more weight to recent prices. | NULL | [t_ema([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_exp | scalar | Exponential: e raised to the power of each input value. | NULL | [t_exp([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_floor | scalar | Floor: the largest integer less than or equal to each input value. | NULL | [t_floor([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_ht_dcperiod | scalar | Hilbert Transform Dominant Cycle Period: the estimated length, in bars, of the dominant price cycle. | NULL | [t_ht_dcperiod([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_ht_dcphase | scalar | Hilbert Transform Dominant Cycle Phase: the phase angle, in degrees, of the dominant price cycle. | NULL | [t_ht_dcphase([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_ht_phasor | scalar | Hilbert Transform Phasor Components: the in-phase and quadrature components of the dominant price cycle. | NULL | [t_ht_phasor([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_ht_sine | scalar | Hilbert Transform SineWave: the sine and lead sine of the dominant cycle's phase angle. | NULL | [t_ht_sine([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_ht_trendline | scalar | Hilbert Transform Instantaneous Trendline: a Hilbert-smoothed trend component of the price series. | NULL | [t_ht_trendline([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_ht_trendmode | scalar | Hilbert Transform Trend vs Cycle Mode: returns 1 when the market is trending and 0 when it is in a cycling mode. | NULL | [t_ht_trendmode([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_kama | scalar | Kaufman Adaptive Moving Average: a moving average whose smoothing adapts to market volatility and trend efficiency. | NULL | [t_kama([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_linearreg | scalar | Linear Regression: the value of the best-fit line through the last N points, evaluated at the current point. | NULL | [t_linearreg([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_linearreg_angle | scalar | Linear Regression Angle: the angle, in degrees, of the slope of the best-fit line through the last N points. | NULL | [t_linearreg_angle([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_linearreg_intercept | scalar | Linear Regression Intercept: the y-intercept of the best-fit line through the last N points. | NULL | [t_linearreg_intercept([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_linearreg_slope | scalar | Linear Regression Slope: the slope of the best-fit line through the last N points. | NULL | [t_linearreg_slope([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_ln | scalar | Natural Logarithm of each input value. | NULL | [t_ln([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_log10 | scalar | Base-10 Logarithm of each input value. | NULL | [t_log10([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_macd | scalar | Moving Average Convergence/Divergence: the difference between a fast and slow EMA of the input, plus an EMA signal line and the histogram of their difference. | NULL | [t_macd([1.0, 2.0, 3.0, 4.0, 5.0], 12, 26, 9)] |
| t_mama | scalar | MESA Adaptive Moving Average: an EMA whose smoothing factor adapts to the dominant market cycle via the Hilbert Transform, paired with a slower following average (FAMA). | NULL | [t_mama([1.0, 2.0, 3.0, 4.0, 5.0], 0.5, 0.05)] |
| t_max | scalar | Highest Value over period: the maximum of the last N values. | NULL | [t_max([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_maxindex | scalar | Index of Highest Value: the position within the last N values where the maximum occurs. | NULL | [t_maxindex([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_medprice | scalar | Median Price: the midpoint between the high and low for the period. | NULL | [t_medprice([12.0, 13.0], [10.0, 11.0])] |
| t_midpoint | scalar | MidPoint over period: the average of the highest and lowest value of the input within the period. | NULL | [t_midpoint([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_midprice | scalar | Midpoint Price over period: the average of the highest high and lowest low over the period. | NULL | [t_midprice([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], 3)] |
| t_min | scalar | Lowest Value over period: the minimum of the last N values. | NULL | [t_min([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_minindex | scalar | Index of Lowest Value: the position within the last N values where the minimum occurs. | NULL | [t_minindex([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_minmax | scalar | Computes the rolling minimum and maximum of the input over the given period in a single pass. | NULL | [t_minmax([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_minus_di | scalar | Minus Directional Indicator: the smoothed ratio of downward directional movement to the average true range. | NULL | [t_minus_di([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], [11.0, 12.0, 13.0], 3)] |
| t_minus_dm | scalar | Minus Directional Movement: the raw downward price movement used to compute the minus directional indicator. | NULL | [t_minus_dm([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], 3)] |
| t_mom | scalar | Momentum: the difference between the current value and the value N periods ago. | NULL | [t_mom([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_natr | scalar | Normalized Average True Range: the ATR expressed as a percentage of the closing price, for cross-instrument comparison. | NULL | [t_natr([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], [11.0, 12.0, 13.0], 3)] |
| t_plus_di | scalar | Plus Directional Indicator: the smoothed ratio of upward directional movement to the average true range. | NULL | [t_plus_di([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], [11.0, 12.0, 13.0], 3)] |
| t_plus_dm | scalar | Plus Directional Movement: the raw upward price movement used to compute the plus directional indicator. | NULL | [t_plus_dm([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], 3)] |
| t_roc | scalar | Rate of Change: the percentage change between the current value and the value N periods ago. | NULL | [t_roc([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_rocp | scalar | Rate of Change (Percentage): the fractional change between the current value and the value N periods ago. | NULL | [t_rocp([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_rocr | scalar | Rate of Change (Ratio): the ratio of the current value to the value N periods ago. | NULL | [t_rocr([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_rocr100 | scalar | Rate of Change (Ratio x100): the ratio of the current value to the value N periods ago, scaled by 100. | NULL | [t_rocr100([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_rsi | scalar | Relative Strength Index: a 0-100 momentum oscillator derived from the ratio of average gains to average losses over the period. | NULL | [t_rsi([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_sin | scalar | Sine of each input value, in radians. | NULL | [t_sin([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_sinh | scalar | Hyperbolic Sine of each input value. | NULL | [t_sinh([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_sma | scalar | Simple Moving Average: the unweighted mean of the previous N values. | NULL | [t_sma([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_sqrt | scalar | Square Root of each input value. | NULL | [t_sqrt([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_stoch | scalar | Stochastic Oscillator: compares the current close to its recent high-low range, smoothed into %K and %D lines. | NULL | [t_stoch([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], [11.0, 12.0, 13.0], 5, 3, 0, 3, 0)] |
| t_sum | scalar | Rolling Summation: the sum of the last N values. | NULL | [t_sum([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_tan | scalar | Tangent of each input value, in radians. | NULL | [t_tan([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_tanh | scalar | Hyperbolic Tangent of each input value. | NULL | [t_tanh([1.0, 2.0, 3.0, 4.0, 5.0])] |
| t_tema | scalar | Triple Exponential Moving Average: further reduces lag versus DEMA by combining three nested EMAs. | NULL | [t_tema([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_trange | scalar | True Range: the greatest of the current high-low range, the gap up from the prior close, and the gap down from the prior close. | NULL | [t_trange([12.0, 13.0], [10.0, 11.0], [11.0, 12.0])] |
| t_trima | scalar | Triangular Moving Average: a doubly-smoothed moving average (an SMA of an SMA) that weights the middle of the window most heavily. | NULL | [t_trima([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_trix | scalar | Triple Smooth EMA Rate of Change: the rate of change of a triple-smoothed exponential moving average, used to filter out short-term noise. | NULL | [t_trix([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_tsf | scalar | Time Series Forecast: the best-fit line through the last N points, projected one period forward. | NULL | [t_tsf([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| t_typprice | scalar | Typical Price: the average of the high, low, and close for the period. | NULL | [t_typprice([12.0, 13.0], [10.0, 11.0], [11.0, 12.0])] |
| t_wclprice | scalar | Weighted Close Price: the close weighted twice as heavily as the high and low. | NULL | [t_wclprice([12.0, 13.0], [10.0, 11.0], [11.0, 12.0])] |
| t_willr | scalar | Williams %R: a momentum oscillator measuring the close relative to the high-low range over the period, scaled -100 to 0. | NULL | [t_willr([12.0, 13.0, 14.0], [10.0, 11.0, 12.0], [11.0, 12.0, 13.0], 3)] |
| t_wma | scalar | Weighted Moving Average: a moving average where each value is weighted linearly by its recency, with the most recent value weighted highest. | NULL | [t_wma([1.0, 2.0, 3.0, 4.0, 5.0], 3)] |
| ta_acos | aggregate | Arc Cosine: the inverse cosine of each input value, in radians. | NULL | [ta_acos(close)] |
| ta_ad | aggregate | Chaikin Accumulation/Distribution Line: a volume-weighted running total of each period's position within its high-low range. | NULL | [ta_ad(high, low, close, volume)] |
| ta_adx | aggregate | Average Directional Movement Index: measures trend strength (not direction) by smoothing the directional movement index. | NULL | [ta_adx(high, low, close, 3)] |
| ta_adxr | aggregate | Average Directional Movement Rating: the average of the current and a prior ADX value, smoothing ADX further. | NULL | [ta_adxr(high, low, close, 3)] |
| ta_aroon | aggregate | Aroon Indicator: measures the time since the most recent highest high and lowest low within the period, as two 0-100 oscillators. | NULL | [ta_aroon(high, low, 14)] |
| ta_asin | aggregate | Arc Sine: the inverse sine of each input value, in radians. | NULL | [ta_asin(close)] |
| ta_atan | aggregate | Arc Tangent: the inverse tangent of each input value, in radians. | NULL | [ta_atan(close)] |
| ta_atr | aggregate | Average True Range: a Wilder-smoothed moving average of the true range, measuring volatility. | NULL | [ta_atr(high, low, close, 3)] |
| ta_avgprice | aggregate | Average Price: the mean of the open, high, low, and close for the period. | NULL | [ta_avgprice(open, high, low, close)] |
| ta_bbands | aggregate | Bollinger Bands: a moving-average midline with upper and lower bands offset by a multiple of the rolling standard deviation. | NULL | [ta_bbands(close, 20, 2.0, 2.0, 0)] |
| ta_bop | aggregate | Balance of Power: measures buying versus selling pressure as the ratio of the close-open difference to the high-low range. | NULL | [ta_bop(open, high, low, close)] |
| ta_cci | aggregate | Commodity Channel Index: measures the deviation of the typical price from its moving average, relative to mean absolute deviation. | NULL | [ta_cci(high, low, close, 3)] |
| ta_cdl2crows | aggregate | Two Crows candlestick pattern: a bearish reversal signal of two black candles gapping above an uptrend. | NULL | [ta_cdl2crows(open, high, low, close)] |
| ta_cdl3blackcrows | aggregate | Three Black Crows candlestick pattern: three consecutive long bearish candles signaling a downtrend. | NULL | [ta_cdl3blackcrows(open, high, low, close)] |
| ta_cdl3inside | aggregate | Three Inside Up/Down candlestick pattern: a reversal pattern confirmed by a third candle. | NULL | [ta_cdl3inside(open, high, low, close)] |
| ta_cdl3linestrike | aggregate | Three-Line Strike candlestick pattern: three same-direction candles followed by a reversing strike candle. | NULL | [ta_cdl3linestrike(open, high, low, close)] |
| ta_cdl3outside | aggregate | Three Outside Up/Down candlestick pattern: an engulfing pattern confirmed by a third candle. | NULL | [ta_cdl3outside(open, high, low, close)] |
| ta_cdl3starsinsouth | aggregate | Three Stars In The South candlestick pattern: a bullish reversal of three declining bearish candles with shrinking bodies. | NULL | [ta_cdl3starsinsouth(open, high, low, close)] |
| ta_cdl3whitesoldiers | aggregate | Three Advancing White Soldiers candlestick pattern: three consecutive long bullish candles signaling an uptrend. | NULL | [ta_cdl3whitesoldiers(open, high, low, close)] |
| ta_cdladvanceblock | aggregate | Advance Block candlestick pattern: three bullish candles with progressively shrinking bodies, signaling weakening momentum. | NULL | [ta_cdladvanceblock(open, high, low, close)] |
| ta_cdlbelthold | aggregate | Belt-hold candlestick pattern: a long candle that opens at its extreme for the session. | NULL | [ta_cdlbelthold(open, high, low, close)] |
| ta_cdlbreakaway | aggregate | Breakaway candlestick pattern: a gap followed by a reversal that closes back into the gap. | NULL | [ta_cdlbreakaway(open, high, low, close)] |
| ta_cdlclosingmarubozu | aggregate | Closing Marubozu candlestick pattern: a candle with no shadow on its closing side. | NULL | [ta_cdlclosingmarubozu(open, high, low, close)] |
| ta_cdlconcealbabyswall | aggregate | Concealing Baby Swallow candlestick pattern: a four-candle bearish continuation pattern. | NULL | [ta_cdlconcealbabyswall(open, high, low, close)] |
| ta_cdlcounterattack | aggregate | Counterattack candlestick pattern: two opposite-colored candles that close at the same level. | NULL | [ta_cdlcounterattack(open, high, low, close)] |
| ta_cdldoji | aggregate | Doji candlestick pattern: a candle whose open and close are virtually equal, signaling indecision. | NULL | [ta_cdldoji(open, high, low, close)] |
| ta_cdldojistar | aggregate | Doji Star candlestick pattern: a doji that gaps away from the previous candle. | NULL | [ta_cdldojistar(open, high, low, close)] |
| ta_cdldragonflydoji | aggregate | Dragonfly Doji candlestick pattern: a doji with a long lower shadow and no upper shadow. | NULL | [ta_cdldragonflydoji(open, high, low, close)] |
| ta_cdlengulfing | aggregate | Engulfing candlestick pattern: a candle whose body fully contains the prior candle's body. | NULL | [ta_cdlengulfing(open, high, low, close)] |
| ta_cdlgapsidesidewhite | aggregate | Gap Side-by-Side White Lines candlestick pattern: two similarly-sized candles following a gap. | NULL | [ta_cdlgapsidesidewhite(open, high, low, close)] |
| ta_cdlgravestonedoji | aggregate | Gravestone Doji candlestick pattern: a doji with a long upper shadow and no lower shadow. | NULL | [ta_cdlgravestonedoji(open, high, low, close)] |
| ta_cdlhammer | aggregate | Hammer candlestick pattern: a small body with a lower shadow at least twice the body length, in a downtrend. | NULL | [ta_cdlhammer(open, high, low, close)] |
| ta_cdlhangingman | aggregate | Hanging Man candlestick pattern: a hammer-shaped candle occurring in an uptrend, signaling a bearish reversal. | NULL | [ta_cdlhangingman(open, high, low, close)] |
| ta_cdlharami | aggregate | Harami candlestick pattern: a small candle whose body is contained within the prior candle's larger body. | NULL | [ta_cdlharami(open, high, low, close)] |
| ta_cdlharamicross | aggregate | Harami Cross candlestick pattern: a Harami pattern where the second candle is a doji. | NULL | [ta_cdlharamicross(open, high, low, close)] |
| ta_cdlhighwave | aggregate | High-Wave Candle pattern: a small body with very long upper and lower shadows. | NULL | [ta_cdlhighwave(open, high, low, close)] |
| ta_cdlhikkake | aggregate | Hikkake candlestick pattern: an inside-bar setup followed by a failed breakout. | NULL | [ta_cdlhikkake(open, high, low, close)] |
| ta_cdlhikkakemod | aggregate | Modified Hikkake candlestick pattern: a Hikkake pattern confirmed by subsequent price action. | NULL | [ta_cdlhikkakemod(open, high, low, close)] |
| ta_cdlhomingpigeon | aggregate | Homing Pigeon candlestick pattern: two bearish candles where the second body is contained within the first. | NULL | [ta_cdlhomingpigeon(open, high, low, close)] |
| ta_cdlidentical3crows | aggregate | Identical Three Crows candlestick pattern: three bearish candles that each open at the prior candle's close. | NULL | [ta_cdlidentical3crows(open, high, low, close)] |
| ta_cdlinneck | aggregate | In-Neck candlestick pattern: a small bullish candle closing near the prior candle's low, in a downtrend. | NULL | [ta_cdlinneck(open, high, low, close)] |
| ta_cdlinvertedhammer | aggregate | Inverted Hammer candlestick pattern: a small body with a long upper shadow, in a downtrend. | NULL | [ta_cdlinvertedhammer(open, high, low, close)] |
| ta_cdlkicking | aggregate | Kicking candlestick pattern: two opposing marubozu candles separated by a gap. | NULL | [ta_cdlkicking(open, high, low, close)] |
| ta_cdlkickingbylength | aggregate | Kicking by Length candlestick pattern: a Kicking pattern whose direction is determined by the longer marubozu. | NULL | [ta_cdlkickingbylength(open, high, low, close)] |
| ta_cdlladderbottom | aggregate | Ladder Bottom candlestick pattern: a four-candle bearish-to-bullish reversal pattern. | NULL | [ta_cdlladderbottom(open, high, low, close)] |
| ta_cdllongleggeddoji | aggregate | Long Legged Doji candlestick pattern: a doji with very long upper and lower shadows. | NULL | [ta_cdllongleggeddoji(open, high, low, close)] |
| ta_cdllongline | aggregate | Long Line Candle pattern: a candle with an unusually long body. | NULL | [ta_cdllongline(open, high, low, close)] |
| ta_cdlmarubozu | aggregate | Marubozu candlestick pattern: a candle with no shadows, consisting purely of its body. | NULL | [ta_cdlmarubozu(open, high, low, close)] |
| ta_cdlmatchinglow | aggregate | Matching Low candlestick pattern: two bearish candles that close at the same level. | NULL | [ta_cdlmatchinglow(open, high, low, close)] |
| ta_cdlonneck | aggregate | On-Neck candlestick pattern: a bullish candle closing at the prior candle's low, in a downtrend. | NULL | [ta_cdlonneck(open, high, low, close)] |
| ta_cdlpiercing | aggregate | Piercing candlestick pattern: a bullish candle closing above the midpoint of the prior bearish candle's body. | NULL | [ta_cdlpiercing(open, high, low, close)] |
| ta_cdlrickshawman | aggregate | Rickshaw Man candlestick pattern: a long-legged doji whose body sits near the center of its range. | NULL | [ta_cdlrickshawman(open, high, low, close)] |
| ta_cdlrisefall3methods | aggregate | Rising/Falling Three Methods candlestick pattern: a continuation pattern of a strong candle, three small counter-trend candles, then a resuming strong candle. | NULL | [ta_cdlrisefall3methods(open, high, low, close)] |
| ta_cdlseparatinglines | aggregate | Separating Lines candlestick pattern: two opposite-colored candles that share the same opening price. | NULL | [ta_cdlseparatinglines(open, high, low, close)] |
| ta_cdlshootingstar | aggregate | Shooting Star candlestick pattern: an inverted-hammer-shaped candle occurring in an uptrend. | NULL | [ta_cdlshootingstar(open, high, low, close)] |
| ta_cdlshortline | aggregate | Short Line Candle pattern: a candle with an unusually short body. | NULL | [ta_cdlshortline(open, high, low, close)] |
| ta_cdlspinningtop | aggregate | Spinning Top candlestick pattern: a small body with upper and lower shadows of similar length. | NULL | [ta_cdlspinningtop(open, high, low, close)] |
| ta_cdlstalledpattern | aggregate | Stalled Pattern: three bullish candles where the third has a notably small body, signaling fading momentum. | NULL | [ta_cdlstalledpattern(open, high, low, close)] |
| ta_cdlsticksandwich | aggregate | Stick Sandwich candlestick pattern: two same-close bearish candles sandwiching an opposite candle. | NULL | [ta_cdlsticksandwich(open, high, low, close)] |
| ta_cdltakuri | aggregate | Takuri candlestick pattern: a doji with an unusually long lower shadow. | NULL | [ta_cdltakuri(open, high, low, close)] |
| ta_cdltasukigap | aggregate | Tasuki Gap candlestick pattern: a gap followed by a candle that partially fills it. | NULL | [ta_cdltasukigap(open, high, low, close)] |
| ta_cdlthrusting | aggregate | Thrusting candlestick pattern: a bullish candle closing below the midpoint of the prior bearish candle's body. | NULL | [ta_cdlthrusting(open, high, low, close)] |
| ta_cdltristar | aggregate | Tristar candlestick pattern: three consecutive dojis with the middle one gapping from the others. | NULL | [ta_cdltristar(open, high, low, close)] |
| ta_cdlunique3river | aggregate | Unique 3 River candlestick pattern: a three-candle bullish reversal pattern. | NULL | [ta_cdlunique3river(open, high, low, close)] |
| ta_cdlupsidegap2crows | aggregate | Upside Gap Two Crows candlestick pattern: two bearish candles gapping above an uptrend. | NULL | [ta_cdlupsidegap2crows(open, high, low, close)] |
| ta_cdlxsidegap3methods | aggregate | Upside/Downside Gap Three Methods candlestick pattern: a gap followed by three candles that close the gap. | NULL | [ta_cdlxsidegap3methods(open, high, low, close)] |
| ta_ceil | aggregate | Ceiling: the smallest integer greater than or equal to each input value. | NULL | [ta_ceil(close)] |
| ta_cmo | aggregate | Chande Momentum Oscillator: a -100 to 100 momentum oscillator based on the difference between the sum of recent gains and losses. | NULL | [ta_cmo(close, 3)] |
| ta_cos | aggregate | Cosine of each input value, in radians. | NULL | [ta_cos(close)] |
| ta_cosh | aggregate | Hyperbolic Cosine of each input value. | NULL | [ta_cosh(close)] |
| ta_dema | aggregate | Double Exponential Moving Average: reduces the lag of a plain EMA by combining it with an EMA of itself. | NULL | [ta_dema(close, 3)] |
| ta_dx | aggregate | Directional Movement Index: measures the difference between the plus and minus directional indicators relative to their sum. | NULL | [ta_dx(high, low, close, 3)] |
| ta_ema | aggregate | Exponential Moving Average: a weighted average that discounts older values exponentially, giving more weight to recent prices. | NULL | [ta_ema(close, 3)] |
| ta_exp | aggregate | Exponential: e raised to the power of each input value. | NULL | [ta_exp(close)] |
| ta_floor | aggregate | Floor: the largest integer less than or equal to each input value. | NULL | [ta_floor(close)] |
| ta_ht_dcperiod | aggregate | Hilbert Transform Dominant Cycle Period: the estimated length, in bars, of the dominant price cycle. | NULL | [ta_ht_dcperiod(close)] |
| ta_ht_dcphase | aggregate | Hilbert Transform Dominant Cycle Phase: the phase angle, in degrees, of the dominant price cycle. | NULL | [ta_ht_dcphase(close)] |
| ta_ht_phasor | aggregate | Hilbert Transform Phasor Components: the in-phase and quadrature components of the dominant price cycle. | NULL | [ta_ht_phasor(close)] |
| ta_ht_sine | aggregate | Hilbert Transform SineWave: the sine and lead sine of the dominant cycle's phase angle. | NULL | [ta_ht_sine(close)] |
| ta_ht_trendline | aggregate | Hilbert Transform Instantaneous Trendline: a Hilbert-smoothed trend component of the price series. | NULL | [ta_ht_trendline(close)] |
| ta_ht_trendmode | aggregate | Hilbert Transform Trend vs Cycle Mode: returns 1 when the market is trending and 0 when it is in a cycling mode. | NULL | [ta_ht_trendmode(close)] |
| ta_kama | aggregate | Kaufman Adaptive Moving Average: a moving average whose smoothing adapts to market volatility and trend efficiency. | NULL | [ta_kama(close, 3)] |
| ta_linearreg | aggregate | Linear Regression: the value of the best-fit line through the last N points, evaluated at the current point. | NULL | [ta_linearreg(close, 3)] |
| ta_linearreg_angle | aggregate | Linear Regression Angle: the angle, in degrees, of the slope of the best-fit line through the last N points. | NULL | [ta_linearreg_angle(close, 3)] |
| ta_linearreg_intercept | aggregate | Linear Regression Intercept: the y-intercept of the best-fit line through the last N points. | NULL | [ta_linearreg_intercept(close, 3)] |
| ta_linearreg_slope | aggregate | Linear Regression Slope: the slope of the best-fit line through the last N points. | NULL | [ta_linearreg_slope(close, 3)] |
| ta_ln | aggregate | Natural Logarithm of each input value. | NULL | [ta_ln(close)] |
| ta_log10 | aggregate | Base-10 Logarithm of each input value. | NULL | [ta_log10(close)] |
| ta_macd | aggregate | Moving Average Convergence/Divergence: the difference between a fast and slow EMA of the input, plus an EMA signal line and the histogram of their difference. | NULL | [ta_macd(close, 12, 26, 9)] |
| ta_mama | aggregate | MESA Adaptive Moving Average: an EMA whose smoothing factor adapts to the dominant market cycle via the Hilbert Transform, paired with a slower following average (FAMA). | NULL | [ta_mama(close, 0.5, 0.05)] |
| ta_max | aggregate | Highest Value over period: the maximum of the last N values. | NULL | [ta_max(close, 3)] |
| ta_maxindex | aggregate | Index of Highest Value: the position within the last N values where the maximum occurs. | NULL | [ta_maxindex(close, 3)] |
| ta_medprice | aggregate | Median Price: the midpoint between the high and low for the period. | NULL | [ta_medprice(high, low)] |
| ta_midpoint | aggregate | MidPoint over period: the average of the highest and lowest value of the input within the period. | NULL | [ta_midpoint(close, 3)] |
| ta_midprice | aggregate | Midpoint Price over period: the average of the highest high and lowest low over the period. | NULL | [ta_midprice(high, low, 3)] |
| ta_min | aggregate | Lowest Value over period: the minimum of the last N values. | NULL | [ta_min(close, 3)] |
| ta_minindex | aggregate | Index of Lowest Value: the position within the last N values where the minimum occurs. | NULL | [ta_minindex(close, 3)] |
| ta_minmax | aggregate | Computes the rolling minimum and maximum of the input over the given period in a single pass. | NULL | [ta_minmax(close, 3)] |
| ta_minus_di | aggregate | Minus Directional Indicator: the smoothed ratio of downward directional movement to the average true range. | NULL | [ta_minus_di(high, low, close, 3)] |
| ta_minus_dm | aggregate | Minus Directional Movement: the raw downward price movement used to compute the minus directional indicator. | NULL | [ta_minus_dm(high, low, 3)] |
| ta_mom | aggregate | Momentum: the difference between the current value and the value N periods ago. | NULL | [ta_mom(close, 3)] |
| ta_natr | aggregate | Normalized Average True Range: the ATR expressed as a percentage of the closing price, for cross-instrument comparison. | NULL | [ta_natr(high, low, close, 3)] |
| ta_plus_di | aggregate | Plus Directional Indicator: the smoothed ratio of upward directional movement to the average true range. | NULL | [ta_plus_di(high, low, close, 3)] |
| ta_plus_dm | aggregate | Plus Directional Movement: the raw upward price movement used to compute the plus directional indicator. | NULL | [ta_plus_dm(high, low, 3)] |
| ta_roc | aggregate | Rate of Change: the percentage change between the current value and the value N periods ago. | NULL | [ta_roc(close, 3)] |
| ta_rocp | aggregate | Rate of Change (Percentage): the fractional change between the current value and the value N periods ago. | NULL | [ta_rocp(close, 3)] |
| ta_rocr | aggregate | Rate of Change (Ratio): the ratio of the current value to the value N periods ago. | NULL | [ta_rocr(close, 3)] |
| ta_rocr100 | aggregate | Rate of Change (Ratio x100): the ratio of the current value to the value N periods ago, scaled by 100. | NULL | [ta_rocr100(close, 3)] |
| ta_rsi | aggregate | Relative Strength Index: a 0-100 momentum oscillator derived from the ratio of average gains to average losses over the period. | NULL | [ta_rsi(close, 3)] |
| ta_sin | aggregate | Sine of each input value, in radians. | NULL | [ta_sin(close)] |
| ta_sinh | aggregate | Hyperbolic Sine of each input value. | NULL | [ta_sinh(close)] |
| ta_sma | aggregate | Simple Moving Average: the unweighted mean of the previous N values. | NULL | [ta_sma(close, 3)] |
| ta_sqrt | aggregate | Square Root of each input value. | NULL | [ta_sqrt(close)] |
| ta_stoch | aggregate | Stochastic Oscillator: compares the current close to its recent high-low range, smoothed into %K and %D lines. | NULL | [ta_stoch(high, low, close, 5, 3, 0, 3, 0)] |
| ta_sum | aggregate | Rolling Summation: the sum of the last N values. | NULL | [ta_sum(close, 3)] |
| ta_tan | aggregate | Tangent of each input value, in radians. | NULL | [ta_tan(close)] |
| ta_tanh | aggregate | Hyperbolic Tangent of each input value. | NULL | [ta_tanh(close)] |
| ta_tema | aggregate | Triple Exponential Moving Average: further reduces lag versus DEMA by combining three nested EMAs. | NULL | [ta_tema(close, 3)] |
| ta_trange | aggregate | True Range: the greatest of the current high-low range, the gap up from the prior close, and the gap down from the prior close. | NULL | [ta_trange(high, low, close)] |
| ta_trima | aggregate | Triangular Moving Average: a doubly-smoothed moving average (an SMA of an SMA) that weights the middle of the window most heavily. | NULL | [ta_trima(close, 3)] |
| ta_trix | aggregate | Triple Smooth EMA Rate of Change: the rate of change of a triple-smoothed exponential moving average, used to filter out short-term noise. | NULL | [ta_trix(close, 3)] |
| ta_tsf | aggregate | Time Series Forecast: the best-fit line through the last N points, projected one period forward. | NULL | [ta_tsf(close, 3)] |
| ta_typprice | aggregate | Typical Price: the average of the high, low, and close for the period. | NULL | [ta_typprice(high, low, close)] |
| ta_wclprice | aggregate | Weighted Close Price: the close weighted twice as heavily as the high and low. | NULL | [ta_wclprice(high, low, close)] |
| ta_willr | aggregate | Williams %R: a momentum oscillator measuring the close relative to the high-low range over the period, scaled -100 to 0. | NULL | [ta_willr(high, low, close, 3)] |
| ta_wma | aggregate | Weighted Moving Average: a moving average where each value is weighted linearly by its recency, with the most recent value weighted highest. | NULL | [ta_wma(close, 3)] |
Overloaded Functions
This extension does not add any function overloads.
Added Types
This extension does not add any types.
Added Settings
| name | description | input_type | scope | aliases | typed_value |
|---|---|---|---|---|---|
| temp_directory | Set the directory to which temporary files are written. | VARCHAR | GLOBAL | [] | post.db.tmp |