References listed in order of "most useful"
In your strategy API link there was a link to:
List of all TA-Lib indicators
which linked to:
which lists all the indicators... but does not give any sense of what the input parameters are for each. That, plus most of the links on that page are old / dead.
at cryptotrader... thanasis, one of the botsmiths created a non working script which listed how to implement all of the talib indicators in coffeescript:
is there anything like that here for python? I kind of feel like I'm stumbling in the dark... and things don't translate over very directly...
Is there a general "rule of thumb" I could follow? or better, a list of preformatted indicators? Are they the same as the coffeescript but always lowercase? For example:
from talib import MA_Type
# MA_Type: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TEMA, 5=TRIMA, 6=KAMA, 7=MAMA, 8=T3 (Default=SMA)
warmup = data.btc_usd.warmup_period()
upperband, middleband, lowerband = talib.BBANDS(
warmup, timeperiod = 30,
nbdevup = 2,
nbdevdn = 2,
matype = 4
upperband = Decimal(upperband[-1])
middleband = Decimal(middleband[-1])
lowerband = Decimal(lowerband[-1])
has 5 inputs
array, timeperiod, nbdevup, nbdevdn, matype
which is different from the coffeescript for the same talib function:
@bbands: (data, period, lag, NbDevUp, NbDevDn,MAType) ->
results = talib.BBANDS
endIdx: data.length - lag
What are the inputs for all the other indicators?
Yea TA-Lib is notoriously badly documented. I've included wrappers for the most common indicators as part of the API docs (as I'm sure you've seen) but it sounds like you want to customise them further.
The best place I could find is below. Under each function (e.g.
def BBANDS(...)) there's a documentation string that explains the input parameters.
= opportunity for tradewave.net to shine.
I'll see what I can stir up... thanks for the link.
At the moment... I'm going to just keep populating the forum; but I think a better long term solution would be a "Library" link on the main page with a maintained working example of every TAlib indicator... then a submission link for custom indicators that users could submit to you... then you'd post them to the library and they would be there for all to "fork".
in the mean time this link is also very useful:
Yea I'm still figuring out the best way to organise all this information. I like the style and formatting of the existing guides on the site (API docs etc) so maybe some combination of that with various categories for strategy and indicator examples.
It would be really cool if we had a button that allowed us to open source / close source.... then any script that was "open source" was added to the platform library, which could be searched by anyone by user or by keyword.
This is exactly what I have in mind. A public directory of example strategies, indicators and other code, with comments/ratings/forking.
Like GitHub for trading algorithms.
bump for edit to OP; added reference list. Please share links!