TA-lib indicators #

When writing your own strategy you can use all indicators offered by the TA-lib library. Gekko will pass the correct market data to TA-lib and you only have to provide the optIn configurable parameters.

Install #

Bash on Windows, OSX or Linux #

Open your terminal. Then:

cd ~/gekko
npm install talib --no-save

Example #

If you want to use the MACD indicator from TA-lib, you need to register it in your strategy like so:

method.init = function() {
  var customMACDSettings = {
    optInFastPeriod: 10,
    optInSlowPeriod: 21,
    optInSignalPeriod: 9
  }

  // add the indicator to the strategy
  this.addTalibIndicator('mymacd', 'macd', customMACDSettings);
}

method.check = function() {
  // use indicator results
  var result = this.talibIndicators.mymacd.result;
  var macddiff = result['outMACD'] - result['outMACDSignal'];

  // do something with macdiff
}

TA-lib Indicators #

Here is a list of all supported indicators, click on them to see the required parameters.

• ACCBANDS
• AD
• ADOSC
• ADX
• ADXR
• APO
• AROON
• AROONOSC
• ATR
• AVGPRICE
• BBANDS
• BOP
• CCI
• CMO
• DEMA
• DX
• EMA
• HT_DCPERIOD
• HT_DCPHASE
• HT_PHASOR
• HT_SINE
• HT_TRENDLINE
• HT_TRENDMODE
• IMI
• KAMA
• LINEARREG
• LINEARREG_ANGLE
• LINEARREG_INTERCEPT
• LINEARREG_SLOPE
• MA
• MACD
• MACDEXT
• MACDFIX
• MAMA
• MAVP
• MAX
• MAXINDEX
• MEDPRICE
• MFI
• MIDPOINT
• MIDPRICE
• MIN
• MININDEX
• MINMAX
• MINMAXINDEX
• MINUS_DI
• MINUS_DM
• MOM
• NATR
• OBV
• PLUS_DI
• PLUS_DM
• PPO
• ROC
• ROCP
• ROCR
• ROCR100
• RSI
• SAR
• SAREXT
• SMA
• STDDEV
• STOCH
• STOCHF
• STOCHRSI
• T3
• TEMA
• TRANGE
• TRIMA
• TRIX
• TSF
• TYPPRICE
• ULTOSC
• VARIANCE
• WCLPRICE
• WILLR
• WMA

API #

accbands #

Required parameters:

• optInTimePeriod

ad #

Required parameters:

• optInTimePeriod

adosc #

Required parameters:

• optInFastPeriod
• optInSlowPeriod

adx #

Required parameters:

• optInTimePeriod

adxr #

Required parameters:

• optInTimePeriod

apo #

Required parameters:

• optInFastPeriod
• optInSlowPeriod
• optInMAType

aroon #

Required parameters:

• optInTimePeriod

aroonosc #

Required parameters:

• optInTimePeriod

atr #

Required parameters:

• optInTimePeriod

avgprice #

Required parameters:

• optInTimePeriod

bbands #

Required parameters:

• optInTimePeriod
• optInNbDevUp
• optInNbDevDn
• optInMAType

bop #

This indicator does not require any parameters.

cci #

Required parameters:

• optInTimePeriod

cmo #

Required parameters:

• optInTimePeriod

dema #

Required parameters:

• optInTimePeriod

dx #

Required parameters:

• optInTimePeriod

ema #

Required parameters:

• optInTimePeriod

ht_dcperiod #

This indicator does not require any parameters.

ht_dcphase #

This indicator does not require any parameters.

ht_phasor #

This indicator does not require any parameters.

ht_sine #

This indicator does not require any parameters.

ht_trendline #

This indicator does not require any parameters.

ht_trendmode #

This indicator does not require any parameters.

imi #

Required parameters:

• optInTimePeriod

kama #

Required parameters:

• optInTimePeriod

linearreg #

Required parameters:

• optInTimePeriod

linearreg_angle #

Required parameters:

• optInTimePeriod

linearreg_intercept #

Required parameters:

• optInTimePeriod

linearreg_slope #

Required parameters:

• optInTimePeriod

ma #

Required parameters:

• optInTimePeriod
• optInMAType

macd #

Required parameters:

• optInFastPeriod
• optInSlowPeriod
• optInSignalPeriod

macdext #

Required parameters:

• optInFastPeriod
• optInFastMAType
• optInSlowPeriod
• optInSlowMAType
• optInSignalPeriod
• optInSignalMAType

macdfix #

Required parameters:

• SignalPeriod

mama #

Required parameters:

• optInFastLimit
• optInSlowLimit

mavp #

Required parameters:

• inPeriods
• optInMinPeriod
• optInMaxPeriod
• optInMAType

max #

Required parameters:

• optInTimePeriod

maxindex #

Required parameters:

• optInTimePeriod

medprice #

Required parameters:

• optInTimePeriod

mfi #

Required parameters:

• optInTimePeriod

midpoint #

Required parameters:

• optInTimePeriod

midprice #

Required parameters:

• optInTimePeriod

min #

Required parameters:

• optInTimePeriod

minindex #

Required parameters:

• optInTimePeriod

minmax #

Required parameters:

• optInTimePeriod

minmaxindex #

Required parameters:

• optInTimePeriod

minus_di #

Required parameters:

• optInTimePeriod

minus_dm #

Required parameters:

• optInTimePeriod

mom #

Required parameters:

• optInTimePeriod

natr #

Required parameters:

• optInTimePeriod

obv #

This indicator does not require any parameters.

plus_di #

Required parameters:

• optInTimePeriod

plus_dm #

Required parameters:

• optInTimePeriod

ppo #

Required parameters:

• optInFastPeriod
• optInSlowPeriod
• optInMAType

roc #

Required parameters:

• optInTimePeriod

rocp #

Required parameters:

• optInTimePeriod

rocr #

Required parameters:

• optInTimePeriod

rocr100 #

Required parameters:

• optInTimePeriod

rsi #

Required parameters:

• optInTimePeriod

sar #

Required parameters:

• optInAcceleration
• optInMaximum

sarext #

Required parameters:

• optInStartValue
• optInOffsetOnReverse
• optInAccelerationInitLong
• optInAccelerationLong
• optInAccelerationMaxLong
• optInAccelerationInitShort
• optInAccelerationShort
• optInAccelerationMaxShort

sma #

Required parameters:

• optInTimePeriod

stddev #

Required parameters:

• optInTimePeriod
• optInNbDev

stoch #

Required parameters:

• optInFastK_Period
• optInSlowK_Period
• optInSlowK_MAType
• optInSlowD_Period
• optInSlowD_MAType

stochf #

Required parameters:

• optInFastK_Period
• optInFastD_Period
• optInFastD_MAType

stochrsi #

Required parameters:

• optInTimePeriod
• optInFastK_Period
• optInFastD_Period
• optInFastD_MAType

t3 #

Required parameters:

• optInTimePeriod
• optInFastK_Period
• optInFastD_Period
• optInFastD_MAType

tema #

Required parameters:

• optInTimePeriod

trange #

Required parameters:

• optInTimePeriod

trima #

Required parameters:

• optInTimePeriod

trix #

Required parameters:

• optInTimePeriod

tsf #

Required parameters:

• optInTimePeriod

typprice #

Required parameters:

• optInTimePeriod

ultosc #

Required parameters:

• optInTimePeriod

variance #

Required parameters:

• optInTimePeriod
• optInNbDev

wclprice #

Required parameters:

• optInTimePeriod

willr #

Required parameters:

• optInTimePeriod

wma #

Required parameters:

• optInTimePeriod