DSL Technical Analysis API¶
The ta.* namespace contains common technical analysis helpers.
Moving Averages¶
ta.sma¶
ma = ta.sma(close, length)
Simple moving average.
ta.ema¶
ema = ta.ema(close, length)
Exponential moving average.
ta.rma¶
rma = ta.rma(close, length)
Wilder moving average.
Rolling Window¶
ta.sum¶
sum = ta.sum(volume, length)
Rolling sum.
ta.highest¶
highestHigh = ta.highest(high, length)
Highest value in a rolling window.
ta.lowest¶
lowestLow = ta.lowest(low, length)
Lowest value in a rolling window.
ta.stdev¶
dev = ta.stdev(close, length)
Rolling standard deviation.
Bollinger Bands¶
ta.bb_basis¶
basis = ta.bb_basis(close, length)
Bollinger basis.
ta.bb_upper¶
upper = ta.bb_upper(close, length, mult)
Bollinger upper band.
ta.bb_lower¶
lower = ta.bb_lower(close, length, mult)
Bollinger lower band.
Signals¶
ta.crossover¶
if ta.crossover(fast, slow) {
signal = 1
}
Returns true when the first series crosses above the second series.
ta.crossunder¶
if ta.crossunder(fast, slow) {
signal = -1
}
Returns true when the first series crosses below the second series.