TA

ta package provides some common technical analysis functions.

between & range

between(a: number, b: number, c: number): bool

alias: range

When a is between b and c, return true, otherwise return false.

ta.between(3, 1, 4);
// true

ta.between(0, 1, 4);
// false

cross

cross(a: number, b: number): bool

When a crosses b from below, return true, otherwise return false.

longcross

longcross(a: number, b: number, n: number): bool

When a is less than b for n periods, and a crosses b from below this period, return true, otherwise return false.

valuewhen

valuewhen(x: bool, n: any): any

When x is true, return n's current value, otherwise return n's previous value.

switch

switch(x1: bool, n1: any, x2: bool, n2: any, ...): any

When x1 is true, return n1, when x2 is true, return n2, and so on.

orelse

orelse(x: bool, y: any): any

When x is valid, return x, otherwise return y.

all

all(x: number, n: number): bool

When n periods of x are all true, return true, otherwise return false. n is 0 means from the first valid value.

any

any(x: number, n: number): bool

When n periods of x have at least one true, return true, otherwise return false. n is 0 means from the first valid value.

barslast

barslast(x: bool): number

Get the current period number since the last time x is true.

barssince

barssince(x: bool): number

Get the current period number since the first time x is true.

count

count(x: bool, n: number): number

Get the number of times x is true in n periods. n is 0 means from the first valid value.

dma

dma(x: number, n: number): number

Get the dynamic moving average of x.

ema

ema(x: number, n: number): number

Get the n period exponential moving average of x.

filter

filter(x: number, n: number): bool

Return true when x is true and its previous n periods are all false.

hhv

hhv(x: number, n: number): number

Get the maximum value of x in n periods. n is 0 means from the first valid value.

hhvbars

hhvbars(x: number, n: number): number

Get n periods of x maximum value to the current period number. n is 0 means from the first valid value.

llv

llv(x: number, n: number): number

Return the minimum value of x in n periods.

llvbars

llvbars(x: number, n: number): number

Get n periods of x minimum value to the current period number. n is 0 means from the first valid value.

sum

sum(x: number, n: number): number

Get the sum of x in n periods. n is 0 means from the first valid value.

mular

mular(x: number, n: number): number

Get the product of x in n periods. n is 0 means from the first valid value.

ref

ref(x: number, n: number): number

Reference the x value of n periods ago.

ma

ma(x: number, n: number): number

Get n period simple average of x. n is 0 means from the first valid value.

mema

mema(x: number, n: number): number

Get n period modified exponential moving average of x.

sma

sma(x: number, n: number): number

Get n period simple moving average of x.

tma

tma(x: number, n: number): number

Get n period triangular moving average of x.

wma

wma(x: number, n: number): number

Get n period weighted moving average of x.

barscount

barscount(x: number)

Get the current period number since the first valid value of x.

last

last(x: bool): number

Get the last valid value of x.

sumbars

sumbars(a: number, b: number): number

Get the period number of a plus b until a is greater than or equal to b.

hod

hod(x: number, n: number): number

Get the maximum value of x in n periods.

lod

lod(x: number): number

Get the minimum value of x in n periods.

avedev

avedev(x: number, n: number): number

Get the average absolute deviation of x in n periods.

devsq

devsq(x: number, n: number): number

Get the sum of the squares of the deviations of x in n periods.

forcast

forcast(x: number, n: number): number

Get the n period linear regression forecast value of x.

slope

slope(x: number, n: number): number

Get the n period linear regression slope of x.

std

std(x: number, n: number): number

Get the n period standard deviation of x.

stddev

stddev(x: number, n: number): number

Get the n period standard deviation of x.

stdp

stdp(x: number, n: number): number

Get the n period standard deviation of x.

var

var(x: number, n: number): number

Get the n period sample variance of x.

varp

varp(x: number, n: number): number

Get the n period total variance of x.

covar

covar(x: number, y: number, n: number): number

Get the n period covariance of x and y.

relate

relate(x: number, y: number, n: number): number

Get the n period correlation coefficient of x and y.

sar

sar(n: number, s: number, m: number): number

Get the parabolic SAR of n periods, s is the step length, m is the maximum step length.

sarturn

sarturn(n: number, s: number, m: number): number

Get the parabolic SAR of n periods, s is the step length, m is the maximum step length. If the SAR turns up, return 1, if the SAR turns down, return -1, otherwise return 0.