TechnicalAnalysis.jl

A Julia wrapper for TA-Lib (Technical Analysis Library) that provides a comprehensive collection of technical analysis indicators and pattern recognition tools.

Features

• Comprehensive implementation of TA-Lib functions
• DataFrame-based interface
• Automatic column naming based on function parameters
• Support for all major technical analysis categories:
  • Overlap Studies (Moving Averages, Bollinger Bands, etc.)
  • Momentum Indicators (RSI, MACD, Stochastic, etc.)
  • Volume Indicators (OBV, etc.)
  • Volatility Indicators (ATR, etc.)
  • Price Transform (Average/Median Price, etc.)
  • Cycle Indicators (Hilbert Transform)
  • Pattern Recognition (Candlestick Patterns)
  • Statistic Functions (Linear Regression, Standard Deviation, etc.)

Installation

using Pkg
Pkg.add("TechnicalAnalysis")

Note: This package requires TA-Lib to be installed on your system. Installation instructions for TA-Lib can be found here.

Usage

using TechnicalAnalysis
using DataFrames

# Create or load your data
df = DataFrame(
    open = [...],
    high = [...],
    low = [...],
    close = [...],
    volume = [...]
)

# Calculate indicators
SMA(df, period=20)  # Simple Moving Average
RSI(df, period=14)  # Relative Strength Index
BBANDS(df, period=20)  # Bollinger Bands

# Results are added as new columns to the DataFrame (i.e. treat every function as a ! function)

Available Functions

Overlap Studies

• HMA (Hull Moving Average)
• BBANDS (Bollinger Bands)
• DEMA (Double Exponential Moving Average)
• EMA (Exponential Moving Average)
• MAMA (MESA Adaptive Moving Average)
• MAVP (Moving Average with Variable Period)
• And many more...

Momentum Indicators

• ADX (Average Directional Movement Index)
• MACD (Moving Average Convergence/Divergence)
• RSI (Relative Strength Index)
• STOCH (Stochastic)
• And many more...

Volume Indicators

• AD (Chaikin A/D Line)
• ADOSC (Chaikin A/D Oscillator)
• OBV (On Balance Volume)

Volatility Indicators

• ATR (Average True Range)
• NATR (Normalized Average True Range)
• TRANGE (True Range)

Pattern Recognition

• Various candlestick patterns (Doji, Hammer, Engulfing, etc.)

And More

• Price Transforms
• Cycle Indicators
• Statistical Functions

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.