Using TA-Lib Functions to Calculate Technical Indicators
Summary
This note explains how to use TA-Lib functions in feature definitions. It distinguishes the function name from its inputs and clarifies that a feature label such as “ma” is only a name, while the expression supplies the price series and parameters. For example, a moving average function can take closing prices and a 30-period window; the same function can instead use opening prices.
The document offers a basic usage explanation rather than a broad indicator reference. It does not enumerate parameter definitions for other TA-Lib functions, provide implementation details beyond the example, or evaluate indicator performance. Users must consult relevant factor or feature documentation for platform-specific syntax and additional functions.
Key ideas
- A TA-Lib function computes an indicator from the input series and parameters supplied to it.
- A moving average can be calculated from closing prices over a specified period.
- The input series can be changed, for example, from closing prices to opening prices.
- A feature label is a name, while the expression after it defines the calculation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.