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https://github.com/azoyan/talua
Techincal Analysis and Indicators Lua library
https://github.com/azoyan/talua
indicators lua luajit techincal-indicators technical-analysis
Last synced: about 2 months ago
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Techincal Analysis and Indicators Lua library
- Host: GitHub
- URL: https://github.com/azoyan/talua
- Owner: azoyan
- License: mit
- Created: 2020-11-08T10:29:53.000Z (about 4 years ago)
- Default Branch: main
- Last Pushed: 2023-08-04T13:07:59.000Z (over 1 year ago)
- Last Synced: 2024-08-07T18:39:28.876Z (5 months ago)
- Topics: indicators, lua, luajit, techincal-indicators, technical-analysis
- Language: Lua
- Homepage: https://azoyan.github.io/talua
- Size: 96.7 KB
- Stars: 9
- Watchers: 3
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
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[](https://travis-ci.org/azoyan/talua)
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Techincal Analysis and Indicators library written in Lua
Provides most popular technical indicators.
## Getting started
### Install from luarocks
```sh
luarocks install talua
```
## Basic ideas
Common to the whole API are the functions `add`, `last`, `series` and `reset`.
### `add(...)`
The add function is universal and can take a `number`, several numbers, or a table of numbers as arguments, as well as, in most cases, a candlestick (`Candlestick`), several candlesticks, and a table of candlesticks.
The function returns the `self`, so you can call it multiple times or call another method of the object. Take a look:
```Lua
local SimpleMovingAverage = require "SimpleMovingAverage"
local sma = SimpleMovingAverage(4)
sma:add(4.0)
sma:add(5.0)
sma:add(6.0)
sma:add(6.0)
-- it is same as:
sma:add(4,0, 5.0, 6.0, 6.0)
-- or
sma:add{4,0, 5.0, 6.0, 6.0}
-- or
sma:add{{4.0, {5.0, {6.0, {6.0 }}}}}
-- or
sma:add(4.0):add(5.0):add(6.0):add(6.0)
```
You can combine numbers and Сandlesticks as you like:
```lua
local Candlestick = require "Candlestick"
local candle1 = Candlestick():close(4.0)
local candle2 = Candlestick():close(4.0)
sma:add({candle1, candle2}, {7, 1}):add(Candlestick():close(3)):add(4.0):add{5.0, 5.5}
```
### `last()`
Returns last or in other words actual or current value of indicator series:
```
local last = sma:add{4.0, 5.0, 6.0, 6.0, 6.0, 6.0, 2.0}:last() -- 5.0
```
### `series()`
Returns series of indicator values:
```lua
local sma = SimpleMovingAverage(9)
local input = {22.81, 23.09, 22.91, 23.23, 22.83, 23.05, 23.02, 23.29, 23.41, 23.49, 24.60, 24.63, 24.51, 23.73,
23.31, 23.53, 23.06, 23.25, 23.12, 22.80, 22.84}
local series = sma:add(input):series() -- 23.07, 23.15, 23.31, 23.51, 23.65, 23.75, 23.78, 23.83, 23.81, 23.79, 23.75, 23.55, 23.35
```
Example:
```lua
local RelativeStrengthIndex = require "RelativeStrengthIndex"
local rsi = RelativeStrengthIndex(14) -- period argument
rsi:add(283.46, 280.69, 285.48, 294.08, 293.90, 299.92, 301.15, 284.45, 294.09, 302.77, 301.97, 306.85,
305.02, 301.06, 291.97, 284.18, 286.48, 284.54, 276.82, 284.49, 275.01, 279.07, 277.85, 278.85,
283.76, 291.72, 284.73, 291.82, 296.74, 291.13)
local last = rsi:last() -- returns last RSI value 54.17
-- To return series of RSI:
local series = rsi:series() -- 55.37, 50.07, 51.55, 50.20, 45.14, 50.48, 44.69, 47.47, 46.71, 47.45, 51.05, 56.29, 51.12, 55.58, 58.41, 54.17
local SimpleMovingAverage = require "SimpleMovingAverage"
local sma = SimpleMovingAverage(4)
-- Possibly usage:
sma:add{4.0, 5.0, 6.0, 6.0, 6.0, 6.0, 2.0}:last() -- 5.0
```
## List of indicators
So far there are the following indicators available.
* Trend
* Exponential Moving Average (EMA)
* Simple Moving Average (SMA)
* Oscillators
* Relative Strength Index (RSI)
* Fast Stochastic
* Slow Stochastic
* Moving Average Convergence Divergence (MACD)
* Percentage Price Oscillator (PPO)
* Money Flow Index (MFI)
* Other
* Minimum
* Maximum
* True Range
* Standard Deviation (SD)
* Average True Range (AR)
* Efficiency Ratio (ER)
* Bollinger Bands (BB)
* Chandelier Exit (CE)
* Keltner Channel (KC)
* Rate of Change (ROC)
* On Balance Volume (OBV)