TA-Lib / ta-lib-python

Python wrapper for TA-Lib (http://ta-lib.org/).
http://ta-lib.github.io/ta-lib-python
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The number of indicators is more than 150? #495

Closed r-matsuzaka closed 2 years ago

r-matsuzaka commented 2 years ago

In the documentation, there is

Includes 150+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands, etc.

So I counted the number, then I got 132. Where can I find other indicators?

pcawthron commented 2 years ago

If I look in the source code on a Windows 10 install, C:\ta-lib\c\src\ta_func, I see 160 as follows:

ta_ACOS.c
ta_AD.c
ta_ADD.c
ta_ADOSC.c
ta_ADX.c
ta_ADXR.c
ta_APO.c
ta_AROON.c
ta_AROONOSC.c
ta_ASIN.c
ta_ATAN.c
ta_ATR.c
ta_AVGPRICE.c
ta_BBANDS.c
ta_BETA.c
ta_BOP.c
ta_CCI.c
ta_CDL2CROWS.c
ta_CDL3BLACKCROWS.c
ta_CDL3INSIDE.c
ta_CDL3LINESTRIKE.c
ta_CDL3OUTSIDE.c
ta_CDL3STARSINSOUTH.c
ta_CDL3WHITESOLDIERS.c
ta_CDLABANDONEDBABY.c
ta_CDLADVANCEBLOCK.c
ta_CDLBELTHOLD.c
ta_CDLBREAKAWAY.c
ta_CDLCLOSINGMARUBOZU.c
ta_CDLCONCEALBABYSWALL.c
ta_CDLCOUNTERATTACK.c
ta_CDLDARKCLOUDCOVER.c
ta_CDLDOJI.c
ta_CDLDOJISTAR.c
ta_CDLDRAGONFLYDOJI.c
ta_CDLENGULFING.c
ta_CDLEVENINGDOJISTAR.c
ta_CDLEVENINGSTAR.c
ta_CDLGAPSIDESIDEWHITE.c
ta_CDLGRAVESTONEDOJI.c
ta_CDLHAMMER.c
ta_CDLHANGINGMAN.c
ta_CDLHARAMI.c
ta_CDLHARAMICROSS.c
ta_CDLHIGHWAVE.c
ta_CDLHIKKAKE.c
ta_CDLHIKKAKEMOD.c
ta_CDLHOMINGPIGEON.c
ta_CDLIDENTICAL3CROWS.c
ta_CDLINNECK.c
ta_CDLINVERTEDHAMMER.c
ta_CDLKICKING.c
ta_CDLKICKINGBYLENGTH.c
ta_CDLLADDERBOTTOM.c
ta_CDLLONGLEGGEDDOJI.c
ta_CDLLONGLINE.c
ta_CDLMARUBOZU.c
ta_CDLMATCHINGLOW.c
ta_CDLMATHOLD.c
ta_CDLMORNINGDOJISTAR.c
ta_CDLMORNINGSTAR.c
ta_CDLONNECK.c
ta_CDLPIERCING.c
ta_CDLRICKSHAWMAN.c
ta_CDLRISEFALL3METHODS.c
ta_CDLSEPARATINGLINES.c
ta_CDLSHOOTINGSTAR.c
ta_CDLSHORTLINE.c
ta_CDLSPINNINGTOP.c
ta_CDLSTALLEDPATTERN.c
ta_CDLSTICKSANDWICH.c
ta_CDLTAKURI.c
ta_CDLTASUKIGAP.c
ta_CDLTHRUSTING.c
ta_CDLTRISTAR.c
ta_CDLUNIQUE3RIVER.c
ta_CDLUPSIDEGAP2CROWS.c
ta_CDLXSIDEGAP3METHODS.c
ta_CEIL.c
ta_CMO.c
ta_CORREL.c
ta_COS.c
ta_COSH.c
ta_DEMA.c
ta_DIV.c
ta_DX.c
ta_EMA.c
ta_EXP.c
ta_FLOOR.c
ta_HT_DCPERIOD.c
ta_HT_DCPHASE.c
ta_HT_PHASOR.c
ta_HT_SINE.c
ta_HT_TRENDLINE.c
ta_HT_TRENDMODE.c
ta_KAMA.c
ta_LINEARREG.c
ta_LINEARREG_ANGLE.c
ta_LINEARREG_INTERCEPT.c
ta_LINEARREG_SLOPE.c
ta_LN.c
ta_LOG10.c
ta_MA.c
ta_MACD.c
ta_MACDEXT.c
ta_MACDFIX.c
ta_MAMA.c
ta_MAVP.c
ta_MAX.c
ta_MAXINDEX.c
ta_MEDPRICE.c
ta_MFI.c
ta_MIDPOINT.c
ta_MIDPRICE.c
ta_MIN.c
ta_MININDEX.c
ta_MINMAX.c
ta_MINMAXINDEX.c
ta_MINUS_DI.c
ta_MINUS_DM.c
ta_MOM.c
ta_MULT.c
ta_NATR.c
ta_NVI.c
ta_OBV.c
ta_PLUS_DI.c
ta_PLUS_DM.c
ta_PPO.c
ta_PVI.c
ta_ROC.c
ta_ROCP.c
ta_ROCR.c
ta_ROCR100.c
ta_RSI.c
ta_SAR.c
ta_SAREXT.c
ta_SIN.c
ta_SINH.c
ta_SMA.c
ta_SQRT.c
ta_STDDEV.c
ta_STOCH.c
ta_STOCHF.c
ta_STOCHRSI.c
ta_SUB.c
ta_SUM.c
ta_T3.c
ta_TAN.c
ta_TANH.c
ta_TEMA.c
ta_TRANGE.c
ta_TRIMA.c
ta_TRIX.c
ta_TSF.c
ta_TYPPRICE.c
ta_ULTOSC.c
ta_VAR.c
ta_WCLPRICE.c
ta_WILLR.c
ta_WMA.c
r-matsuzaka commented 2 years ago

Thank you very much! Do we need fix documentation?

pcawthron commented 2 years ago

That's not a bad idea. I initially miscounted, there are 160 in the source code. The additional 28, with descriptions taken from the source, are:

ACOS | Vector Trigonometric ACos
ADD | Vector Arithmetic Add
ASIN | Vector Trigonometric ASin
ATAN | Vector Trigonometric ATan
CEIL | Vector Ceil
COS | Vector Trigonometric Cos
COSH | Vector Trigonometric Cosh
DIV | Vector Arithmetic Div
EXP | Vector Arithmetic Exp
FLOOR | Vector Floor
LN | Vector Log Natural
LOG10 | Vector Log10
MAX | Highest value over a specified period
MAXINDEX | Index of highest value over a specified period
MIN | Lowest value over a specified period
MININDEX | Index of lowest value over a specified period
MINMAX | Lowest and highest values over a specified period
MINMAXINDEX | Indexes of lowest and highest values over a specified period
MULT | Vector Arithmetic Mult
NVI | Negative Volume Index
PVI | Positive Volume Index
SIN | Vector Trigonometric Sin
SINH | Vector Trigonometric Sinh
SQRT | Vector Square Root
SUB | Vector Arithmetic Substraction
SUM | Summation
TAN | Vector Trigonometric Tan
TANH | Vector Trigonometric Tanh
trufanov-nok commented 2 years ago

NVI and PVI here are stubs and do not contain a real implementation. They always return 0-length result arrays.
Others are rather mathematical functions than tech indicators. Internally they belong to groups "Math Operators" and "Math Transform"

r-matsuzaka commented 2 years ago

Thank you. Then correct sentence is like this?

Includes 160 indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands, etc (132 technical indicators plus 28 mathmatical operators).

mrjbq7 commented 2 years ago

I feel like I copied the text from ta-lib.org, but now that I look they seem to have raised the number!

https://ta-lib.org/

Includes 200 indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands etc... (more info)

On Jan 29, 2022, at 7:18 AM, Alexander Trufanov @.***> wrote:

 NVI and PVI here are stubs and not contain real implementation. They always return 0-length result arrays. Others are rather mathematical functions then tech indicators. Internally they belong to groups "Math Operators" and "Math Transform"

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mrjbq7 commented 2 years ago

I’d be happy to merge a PR that makes it more accurate!

On Jan 29, 2022, at 8:16 AM, R @.***> wrote:

 I may close this issue. But I hope the consistency of the number...

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r-matsuzaka commented 2 years ago

I will try to survey and categorize the rest of the indicators.

r-matsuzaka commented 2 years ago

I’d be happy to merge a PR that makes it more accurate!

Let me do PR.