Ta class
Properties
hashCode → int
The hash code for this object.
no setter inherited
runtimeType → Type
A representation of the runtime type of the object.
no setter inherited
Methods
noSuchMethod (Invocation invocation → dynamic
Invoked when a nonexistent method or property is accessed.
inherited
toString ()
→ String
A string representation of this object.
inherited
Static Methods
acceleratorOscillator (List <TaBar points → List <double ?
Accelerator oscillator: AO − SMA(AO, 5).
accumulationDistribution (List <TaBar points → List <double ?
Accumulation / distribution line: running Σ money-flow volume.
adx (List <TaBar points , {int period = 14 → AdxResult ?
alligator (List <TaBar points → ({List <double ? jaw , List <double ? lips , List <double ? teeth }
Williams alligator: jaw, teeth and lips — RMAs of the midpoint over
13, 8 and 5 bars, shifted 8, 5 and 3 bars ahead (on the bars, so the
last few are null).
alma (List <TaBar points , int period , {double offset = 0.85 , double sigma = 6 → List <double ?
Arnaud Legoux moving average: a Gaussian-weighted window centred at
offset (0…1) of it, sigma its width.
aroon (List <TaBar points , {int period = 25 → AroonResult
atr (List <TaBar points , {int period = 14 → AtrResult ?
autoTrendlines (List <TaBar points , {int wing = 3 , int minSpan = 8 , int candidates = 8 , double tolerance = 0.003 , double maxDistance = 0.08 → List <AutoTrendline
The current support and resistance trend lines: through two recent
swing lows (support) / highs (resistance) that price has respected
ever since — no bar closed through the line (0.3% tolerance) from the
first swing point to the last bar — and that still sit within
maxDistance of the last close (a steep line far from price says
nothing about the next move). Of those, the one nearest the price
wins. At most one of each; none when no candidate qualifies.
awesomeOscillator (List <TaBar points , {int fast = 5 , int slow = 34 → List <double ?
Awesome oscillator: SMA(5) − SMA(34) of the bars' midpoints.
balanceOfPower (List <TaBar points , {int period = 14 → List <double ?
Balance of power: (close − open) / (high − low), smoothed by period
(1: raw).
bollinger (List <TaBar points , {int period = 20 , double stdDev = 2.0 → BollingerResult
Bollinger %B (where the close sits in the bands, 0 at the lower, 1 at
the upper) and bandwidth ((upper − lower) / middle).
candlePatterns (List <TaBar points → List <CandlePatternMatch
cci (List <TaBar points , {int period = 20 → List <double ?
chaikinMoneyFlow (List <TaBar points , {int period = 20 → List <double ?
chaikinOscillator (List <TaBar points , {int fast = 3 , int slow = 10 → List <double ?
Chaikin oscillator: EMA(3) − EMA(10) of the A/D line.
chandelierExit (List <TaBar points , {int period = 22 , double mult = 3 → ({List <double ? long , List <double ? short }
Chandelier exit: a trailing stop mult·ATR below the period high
(for longs) and above the low (for shorts).
choppiness (List <TaBar points , {int period = 14 → List <double ?
Choppiness index: 100·log10(ΣATR(1) / range) / log10(n) — high when
the market chops sideways, low when it trends.
cmo (List <TaBar points , {int period = 9 → List <double ?
Chande momentum oscillator: 100·(Σup − Σdown) / (Σup + Σdown).
connorsRsi (List <TaBar points , {int rsiPeriod = 3 , int streakPeriod = 2 , int rankPeriod = 100 → List <double ?
Connors RSI: the average of RSI(3), the RSI(2) of the up/down streak
and the percent rank of the 1-bar change over 100 bars.
coppock (List <TaBar points , {int wmaPeriod = 10 , int longRoc = 14 , int shortRoc = 11 → List <double ?
Coppock curve: WMA(10) of ROC(14) + ROC(11).
dema (List <TaBar points , int period , {List <double ? ?source → List <double ?
Double EMA: 2·EMA − EMA(EMA).
detectPatterns (List <TaBar points , {int wing = 3 → List <ChartPatternMatch
divergencePivots (List <int pivots → (int int
The newest pivot and the latest earlier one at least
divergenceMinBars before it, or null.
divergences (List <TaBar points , List <double ? oscillator , {int wing = 3 , int minSpan = 5 , int maxSpan = 60 → List <Divergence
Regular divergences between price and an oscillator over the whole
series, for drawing on that oscillator's panel: each pair of
consecutive price swing lows where price makes a lower low but the
oscillator a higher low (bullish), and swing highs with a higher high
against a lower oscillator high (bearish). Pairs further apart than
maxSpan bars are skipped — too far apart to be one setup.
donchianChannel (List <TaBar points , {int period = 20 → DonchianChannelResult
dpo (List <TaBar points , {int period = 21 → List <double ?
Detrended price oscillator: closen/2 + 1 ago − SMA(n).
easeOfMovement (List <TaBar points , {int period = 14 , double divisor = 10000 → List <double ?
Ease of movement: how far the midpoint moved per unit of volume over
range, smoothed by period (volume scaled by divisor).
elderRay (List <TaBar points , {int period = 13 → ({List <double ? bear , List <double ? bull }
Elder ray: bull power (high − EMA) and bear power (low − EMA).
elliottWaves (List <TaBar points , {double deviation = 5 → ElliottCount ?
ema (List <TaBar points , int period → List <double ?
envelope (List <TaBar points , int period , {double percent = 2.5 , bool exponential = false → ({List <double ? lower , List <double ? mid , List <double ? upper }
Envelope: an SMA (or EMA) with bands percent% above and below.
evenBetterSinewave (List <TaBar points , {int duration = 40 → List <double ?
fibonacci (List <TaBar points → FibonacciResult ?
fisherTransform (List <TaBar points , {int period = 9 → ({List <double ? fisher , List <double ? trigger }
Fisher transform of the bars' midpoints over period, and its
trigger (the value a bar earlier).
forceIndex (List <TaBar points , {int period = 13 → List <double ?
Force index: EMA of (close − previous close) × volume.
fractals (List <TaBar points , {int side = 2 → ({List <int down , List <int up }
Williams fractals: bar indices that are the highest (up) or lowest
(down) of the side bars either side.
historicalVolatility (List <TaBar points , {int period = 10 , int barsPerYear = 252 → List <double ?
Historical volatility: the annualised standard deviation of log
returns, in % (barsPerYear 252 for daily bars).
hma (List <TaBar points , int period , {List <double ? ?source → List <double ?
Hull moving average: WMA(2·WMA(n/2) − WMA(n), √n) — fast and smooth.
ichimoku (List <TaBar points , {int tenkanPeriod = 9 , int kijunPeriod = 26 , int senkouBPeriod = 52 → IchimokuResult
isRsiDivergence (List <double closes , List <double ? rsiVals , int i1 , int i2 , {required bool bullish → bool
Whether pivots i1 → i2 diverge from RSI: bullish when the price
made a lower low (by at least divergenceMinPriceMove ) while RSI made
a higher low (by at least divergenceMinRsiGap points) from a weak
reading under 40; bearish the mirror image, from a strong one over 60.
kama (List <TaBar points , {int period = 10 , int fast = 2 , int slow = 30 → List <double ?
keltnerChannel (List <TaBar points , {int emaPeriod = 20 , int atrPeriod = 10 , double multiplier = 2.0 → KeltnerChannelResult
klinger (List <TaBar points , {int fast = 34 , int slow = 55 , int signal = 13 → ({List <double ? kvo , List <double ? signal }
Klinger volume oscillator: EMA(34) − EMA(55) of signed volume force,
and its 13-bar EMA signal.
kst (List <TaBar points → ({List <double ? kst , List <double ? signal }
Know Sure Thing: weighted sum of four smoothed rates of change, and
its 9-bar SMA signal.
lsma (List <TaBar points , int period → List <double ?
Least squares moving average (linear regression curve).
macd (List <TaBar points , {int fast = 12 , int slow = 26 , int signal = 9 → MacdResult
massIndex (List <TaBar points , {int ema = 9 , int period = 25 → List <double ?
Mass index: the sum of EMA(range) / EMA(EMA(range)) over period —
a bulge above 27 then back below 26.5 hints at a reversal.
mcGinley (List <TaBar points , int period → List <double ?
McGinley dynamic: an average that speeds up in fast markets.
mfi (List <TaBar points , {int period = 14 → List <double ?
momentum (List <TaBar points , {int period = 10 → List <double ?
Momentum: close − closen ago.
obv (List <TaBar points → ObvResult
opens (List <TaBar points → List <double ?
Open of each bar (the close where it has none) — for callers mixing
the new indicators with their own sources.
parabolicSar (List <TaBar points , {double initialAf = 0.02 , double stepAf = 0.02 , double maxAf = 0.2 → List <ParabolicSarPoint ?
pivotHighIndices (List <double closes , {int wing = 3 → List <int
pivotLowIndices (List <double closes , {int wing = 3 → List <int
pivotPoints (List <TaBar points , {DateTime ?now → PivotPointsResult ?
ppo (List <TaBar points , {int fast = 12 , int slow = 26 , int signal = 9 → ({List <double ? histogram , List <double ? ppo , List <double ? signal }
Percentage price oscillator: (EMA fast − EMA slow) / EMA slow in %,
with its signal line and histogram.
priceVolumeTrend (List <TaBar points → List <double ?
Price volume trend: running Σ volume × % change.
regressionChannel (List <TaBar points , {double k = 2.0 → RegressionChannelResult ?
rma (List <TaBar points , int period , {List <double ? ?source → List <double ?
Wilder's smoothed moving average (RMA / SMMA).
roc (List <TaBar points , {int period = 12 → List <double ?
rollingMax (List <double values , int period → List <double ?
Rolling max/min of values over period — O(n), null until the
first full window. Public for callers outside the indicator set
(e.g. SignalEngine's N-bar breakout conditions).
rollingMin (List <double values , int period → List <double ?
rsi (List <TaBar points , {int period = 14 → List <double ?
rsiBearishDivergence (List <TaBar points , {int lookback = 40 , int rsiPeriod = 14 , int wing = 3 → bool
rsiBullishDivergence (List <TaBar points , {int lookback = 40 , int rsiPeriod = 14 , int wing = 3 → bool
rvi (List <TaBar points , {int period = 10 → ({List <double ? rvi , List <double ? signal }
Relative vigor index: close − open against high − low, smoothed, and
its signal.
sessionVolumeProfiles (List <TaBar points , {int buckets = 24 , Object sessionOf (TaBar bar → List <SessionVolumeProfile
A volume profile for each session of points, in order: a session is
a run of consecutive bars with the same sessionOf key — by default
the calendar day (local) of the bar, for intraday bars. Each profile
is over its session's own price range, in buckets rows.
sineWave (List <TaBar points → SineWaveResult
sma (List <TaBar points , int period → List <double ?
smaLast (List <TaBar points , int period → double ?
Just the latest SMA value — O(period) instead of building the whole
series when only .last is needed (Technical Summary, Market Health
scanning every stock in an index).
smi (List <TaBar points , {int period = 10 , int smooth = 3 , int signal = 10 → ({List <double ? signal , List <double ? smi }
Stochastic momentum index: where the close sits relative to the
middle of the period range, double-smoothed, and its EMA signal.
standardDeviation (List <TaBar points , {int period = 20 → List <double ?
Standard deviation of the closes.
stochastic (List <TaBar points , {int kPeriod = 14 , int dPeriod = 3 → StochasticResult
stochRsi (List <TaBar points , {int rsiPeriod = 14 , int stochPeriod = 14 , int k = 3 , int d = 3 → ({List <double ? d , List <double ? k }
Stochastic RSI: the stochastic of RSI, %K smoothed k, %D d.
supertrend (List <TaBar points , {int period = 10 , double multiplier = 3 → List <SupertrendPoint ?
supportResistance (List <TaBar points , {int wing = 3 , int maxLevels = 4 → List <SupportResistanceLevel ?
t3 (List <TaBar points , int period , {double vFactor = 0.7 → List <double ?
Tillson T3: six chained EMAs blended with volume factor vFactor.
tema (List <TaBar points , int period , {List <double ? ?source → List <double ?
Triple EMA: 3·EMA − 3·EMA² + EMA³.
trix (List <TaBar points , {int period = 18 , int signal = 9 → ({List <double ? signal , List <double ? trix }
TRIX: the 1-bar % rate of change of a triple-smoothed EMA, and its
signal EMA.
trueRange (List <TaBar points → List <double ?
True range of each bar (the first is its high − low).
tsi (List <TaBar points , {int long = 25 , int short = 13 , int signal = 13 → ({List <double ? signal , List <double ? tsi }
True strength index: double-smoothed momentum over its double-smoothed
size, ×100, and its signal EMA.
ulcerIndex (List <TaBar points , {int period = 14 → List <double ?
Ulcer index: the root mean square of the % drawdown from the
period-bar high.
ultimateOscillator (List <TaBar points , {int fast = 7 , int mid = 14 , int slow = 28 → List <double ?
Ultimate oscillator (Williams): buying pressure over three windows.
valueArea (List <double volumes , int poc , {double share = valueAreaShare → (int int
The value area of a profile's volumes (lowest price first) around
the point of control poc: starting there, it grows one row at a
time toward whichever neighbour traded more, until it holds share
of the total volume. The first and last row in it, as indices.
volumeIndexes (List <TaBar points → ({List <double ? nvi , List <double ? pvi }
Negative and positive volume index (start 1000): moved only on days
the volume falls (NVI) or rises (PVI).
volumeOscillator (List <TaBar points , {int fast = 5 , int slow = 10 → List <double ?
Volume oscillator: % difference between a fast and a slow EMA of
volume.
volumeProfile (List <TaBar points , {int buckets = 24 → VolumeProfileResult
volumeSma (List <TaBar points , {int period = 20 → List <double ?
vortex (List <TaBar points , {int period = 14 → ({List <double ? minus , List <double ? plus }
Vortex indicator: VI+ and VI−.
vwap (List <TaBar points , {int period = 20 → List <double ?
vwma (List <TaBar points , int period → List <double ?
Volume-weighted moving average: Σ(close·volume) / Σvolume.
williamsR (List <TaBar points , {int period = 14 → List <double ?
wma (List <TaBar points , int period , {List <double ? ?source → List <double ?
Weighted moving average of the closes (or source).
zigzag (List <TaBar points , {double deviation = 5 → ZigZagResult
zlema (List <TaBar points , int period → List <double ?
Zero-lag EMA: the EMA of close + (close − closelag), lag = (n − 1) / 2.
