ta4j

Technical Analysis For Java

Ta4j is an open source Java library for technical analysis. It provides the basic components for creation, manipulation and evaluation of trading strategies.

Features

• 100% Pure Java - works on any Java Platform version 6 or later
• More than 40 technical indicators (Aroon, ATR, moving averages, parabolic SAR, RSI, etc.)
• A powerful engine for building custom trading strategies
• Utilities to run and compare strategies
• Minimal 3rd party dependencies
• Simple integration
• One more thing: it's MIT licensed

Warning!

Ta4j uses doubles under the hood. Small approximations can occur (in indicators notably). This may change in the future.

Quick overview

At the beginning we just need a time series.

// Getting a time series (from any provider: CSV, web service, etc.)
TimeSeries series = createTimeSeries();

Using indicators

// Getting the close price of the ticks
double firstClosePrice = series.getTick(0).getClosePrice();
System.out.println("First close price: " + firstClosePrice);
// Or within an indicator:
ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
// Here is the same close price:
System.out.println(firstClosePrice == closePrice.getValue(0)); // equal to firstClosePrice

// Getting the simple moving average (SMA) of the close price over the last 5 ticks
SMAIndicator shortSma = new SMAIndicator(closePrice, 5);
// Here is the 5-ticks-SMA value at the 42nd index
System.out.println("5-ticks-SMA value at the 42nd index: " + shortSma.getValue(42));

// Getting a longer SMA (e.g. over the 30 last ticks)
SMAIndicator longSma = new SMAIndicator(closePrice, 30);

Ta4j includes more than 40 technical indicators.

Building a trading strategy

// Initial strategy:
// - Buy when 5-ticks SMA crosses over 30-ticks SMA
// - Sell when 5-ticks SMA crosses under 30-ticks SMA
Strategy ourStrategy = new IndicatorCrossedIndicatorStrategy(shortSma, longSma);

// Cutomizing our strategy...
// We want to buy if the price goes below a defined price (e.g $800.00)
ourStrategy = new SupportStrategy(closePrice, ourStrategy, 800d);
// And we want to sell if the price looses more than 3%
ourStrategy = new StopLossStrategy(closePrice, ourStrategy, 3);
// Or if the price earns more than 2%
ourStrategy = new StopGainStrategy(closePrice, ourStrategy, 2);

See also: Algorithmic trading strategies

Running our juicy strategy

// Running our juicy trading strategy...
List<Trade> trades = series.run(ourStrategy);
System.out.println("Number of trades for our strategy: " + trades.size());

Analyzing our results

// Getting the cash flow of the resulting trades
CashFlow cashFlow = new CashFlow(series, trades);

// Getting the profitable trades ratio
AnalysisCriterion profitTradesRatio = new AverageProfitableTradesCriterion();
System.out.println("Profitable trades ratio: " + profitTradesRatio.calculate(series, trades));
// Getting the reward-risk ratio
AnalysisCriterion rewardRiskRatio = new RewardRiskRatioCriterion();
System.out.println("Reward-risk ratio: " + rewardRiskRatio.calculate(series, trades));

// Total profit of our strategy
// vs total profit of a buy-and-hold strategy
AnalysisCriterion vsBuyAndHold = new VersusBuyAndHoldCriterion(new TotalProfitCriterion());
System.out.println("Our profit vs buy-and-hold profit: " + vsBuyAndHold.calculate(series, trades));

Maven configuration

Ta4j is available on Maven Central. You just have to add the following dependency in your pom.xml file.

<dependency>
    <groupId>eu.verdelhan</groupId>
    <artifactId>ta4j</artifactId>
    <version>0.4</version>
</dependency>

For snapshots, add the following repository to your pom.xml file.

<repository>
    <id>sonatype snapshots</id>
    <url>https://oss.sonatype.org/content/repositories/snapshots</url>
</repository>

The current snapshot version is 0.5-SNAPSHOT.

Getting Help

This README and the wiki are the best places to start learning about ta4j.

You can ask anything on my Twitter account.

For more detailed questions, use the issues tracker.

Contributing to ta4j

Here are some ways for you to contribute to ta4j:

• Create tickets for bugs and new features and comment on the ones that you are interested in.
• Fork this repository and submit pull requests.
• Consider donating for new feature development. Bitcoin address: 13BMqpqbzJ62LjMWcPGWrTrdocvGqifdJ3