Overlap Studies

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34 functions.

pta.accbands

Acceleration Bands

pta.accbands(high=pl.col("high"), low=pl.col("low"), close=pl.col("close"), time_period=20)

TA-Lib name: ACCBANDS

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
close	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	20	2 .. 100000

Outputs

Field	dtype
upper_band	Float64
middle_band	Float64
lower_band	Float64

Returned as a Struct.

Example

df.select(pta.accbands(time_period=20).alias("out")).unnest("out")

pta.alma

Arnaud Legoux Moving Average

pta.alma(real=pl.col("close"), time_period=9, sigma=6, offset=0.85)

TA-Lib name: ALMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	9	1 .. 100000
sigma	optInSigma	float	6	0.01 .. 3e+37
offset	optInOffset	float	0.85	0 .. 1

Outputs

Field	dtype
real	Float64

Example

df.select(pta.alma(time_period=20).alias("alma"))

pta.bbands

Bollinger Bands

pta.bbands(real=pl.col("close"), time_period=20, nb_dev_up=2, nb_dev_dn=2, ma_type=0)

TA-Lib name: BBANDS

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	20	2 .. 100000
nb_dev_up	optInNbDevUp	float	2	-3e+37 .. 3e+37
nb_dev_dn	optInNbDevDn	float	2	-3e+37 .. 3e+37
ma_type	optInMAType	int or name	0	SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3, HMA, DISABLED, DEFAULT, ZLEMA, RMA, VIDYA, ALMA

Outputs

Field	dtype
upper_band	Float64
middle_band	Float64
lower_band	Float64

Returned as a Struct.

Example

df.select(pta.bbands(time_period=20).alias("out")).unnest("out")

pta.cksp

Chande Kroll Stop

pta.cksp(high=pl.col("high"), low=pl.col("low"), close=pl.col("close"), time_period=10, multiplier=1, stop_period=9)

TA-Lib name: CKSP

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
close	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	10	2 .. 100000
multiplier	optInMultiplier	float	1	0 .. 3e+37
stop_period	optInStopPeriod	int	9	1 .. 100000

Outputs

Field	dtype
high_stop	Float64
low_stop	Float64

Returned as a Struct.

Example

df.select(pta.cksp(time_period=20).alias("out")).unnest("out")

pta.dema

Double Exponential Moving Average

pta.dema(real=pl.col("close"), time_period=30)

TA-Lib name: DEMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.dema(time_period=20).alias("dema"))

pta.donchian

Donchian Channels

pta.donchian(high=pl.col("high"), low=pl.col("low"), time_period=20)

TA-Lib name: DONCHIAN

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	20	2 .. 100000

Outputs

Field	dtype
upper_band	Float64
middle_band	Float64
lower_band	Float64

Returned as a Struct.

Example

df.select(pta.donchian(time_period=20).alias("out")).unnest("out")

pta.ema

Exponential Moving Average

pta.ema(real=pl.col("close"), time_period=30)

TA-Lib name: EMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.ema(time_period=20).alias("ema"))

pta.frama

Fractal Adaptive Moving Average

pta.frama(high=pl.col("high"), low=pl.col("low"), time_period=16)

TA-Lib name: FRAMA

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	16	2 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.frama(time_period=20).alias("frama"))

pta.hma

Hull Moving Average

pta.hma(real=pl.col("close"), time_period=20)

TA-Lib name: HMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	20	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.hma(time_period=20).alias("hma"))

pta.ht_trendline

Hilbert Transform - Instantaneous Trendline

pta.ht_trendline(real=pl.col("close"))

TA-Lib name: HT_TRENDLINE

Inputs

Input	Default
real	pl.col("close")

Parameters

None.

Outputs

Field	dtype
real	Float64

Example

df.select(pta.ht_trendline().alias("ht_trendline"))

pta.ichimoku

Ichimoku Kinko Hyo

pta.ichimoku(high=pl.col("high"), low=pl.col("low"), tenkan_period=9, kijun_period=26, senkou_b_period=52)

TA-Lib name: ICHIMOKU

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
tenkan_period	optInTenkanPeriod	int	9	2 .. 100000
kijun_period	optInKijunPeriod	int	26	2 .. 100000
senkou_b_period	optInSenkouBPeriod	int	52	2 .. 100000

Outputs

Field	dtype
tenkan_sen	Float64
kijun_sen	Float64
senkou_span_a	Float64
senkou_span_b	Float64

Returned as a Struct.

Example

df.select(pta.ichimoku().alias("out")).unnest("out")

pta.kama

Kaufman Adaptive Moving Average

pta.kama(real=pl.col("close"), time_period=30)

TA-Lib name: KAMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.kama(time_period=20).alias("kama"))

pta.kc

Keltner Channels

pta.kc(high=pl.col("high"), low=pl.col("low"), close=pl.col("close"), time_period=20, atr_period=10, nb_dev=2)

TA-Lib name: KC

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
close	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	20	2 .. 100000
atr_period	optInATRPeriod	int	10	1 .. 100000
nb_dev	optInNbDev	float	2	-3e+37 .. 3e+37

Outputs

Field	dtype
upper_band	Float64
middle_band	Float64
lower_band	Float64

Returned as a Struct.

Example

df.select(pta.kc(time_period=20).alias("out")).unnest("out")

pta.ma

Moving average

pta.ma(real=pl.col("close"), time_period=30, ma_type=0)

TA-Lib name: MA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000
ma_type	optInMAType	int or name	0	SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3, HMA, DISABLED, DEFAULT, ZLEMA, RMA, VIDYA, ALMA

Outputs

Field	dtype
real	Float64

Example

df.select(pta.ma(time_period=20).alias("ma"))

pta.mama

MESA Adaptive Moving Average

pta.mama(real=pl.col("close"), fast_limit=0.5, slow_limit=0.05)

TA-Lib name: MAMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
fast_limit	optInFastLimit	float	0.5	0.01 .. 0.99
slow_limit	optInSlowLimit	float	0.05	0.01 .. 0.99

Outputs

Field	dtype
mama	Float64
fama	Float64

Returned as a Struct.

Example

df.select(pta.mama().alias("out")).unnest("out")

pta.mavp

Moving average with variable period

pta.mavp(real=pl.col("close"), periods=pl.col("periods"), min_period=2, max_period=30, ma_type=0)

TA-Lib name: MAVP

Inputs

Input	Default
real	pl.col("close")
periods	pl.col("periods")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
min_period	optInMinPeriod	int	2	1 .. 10000
max_period	optInMaxPeriod	int	30	1 .. 10000
ma_type	optInMAType	int or name	0	SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3, HMA, DISABLED, DEFAULT, ZLEMA, RMA, VIDYA, ALMA

Outputs

Field	dtype
real	Float64

Example

df.select(pta.mavp().alias("mavp"))

pta.mcgd

McGinley Dynamic

pta.mcgd(real=pl.col("close"), time_period=14)

TA-Lib name: MCGD

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	14	2 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.mcgd(time_period=20).alias("mcgd"))

pta.midpoint

MidPoint over period

pta.midpoint(real=pl.col("close"), time_period=14)

TA-Lib name: MIDPOINT

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	14	2 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.midpoint(time_period=20).alias("midpoint"))

pta.midprice

Midpoint Price over period

pta.midprice(high=pl.col("high"), low=pl.col("low"), time_period=14)

TA-Lib name: MIDPRICE

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	14	2 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.midprice(time_period=20).alias("midprice"))

pta.rma

Wilder's Smoothed Moving Average

pta.rma(real=pl.col("close"), time_period=30)

TA-Lib name: RMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.rma(time_period=20).alias("rma"))

pta.sar

Parabolic SAR

pta.sar(high=pl.col("high"), low=pl.col("low"), acceleration=0.02, maximum=0.2)

TA-Lib name: SAR

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
acceleration	optInAcceleration	float	0.02	0 .. 3e+37
maximum	optInMaximum	float	0.2	0 .. 3e+37

Outputs

Field	dtype
real	Float64

Example

df.select(pta.sar().alias("sar"))

pta.sarext

Parabolic SAR - Extended

pta.sarext(high=pl.col("high"), low=pl.col("low"), start_value=0, offset_on_reverse=0, acceleration_init_long=0.02, acceleration_long=0.02, acceleration_max_long=0.2, acceleration_init_short=0.02, acceleration_short=0.02, acceleration_max_short=0.2)

TA-Lib name: SAREXT

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
start_value	optInStartValue	float	0	-3e+37 .. 3e+37
offset_on_reverse	optInOffsetOnReverse	float	0	0 .. 3e+37
acceleration_init_long	optInAccelerationInitLong	float	0.02	0 .. 3e+37
acceleration_long	optInAccelerationLong	float	0.02	0 .. 3e+37
acceleration_max_long	optInAccelerationMaxLong	float	0.2	0 .. 3e+37
acceleration_init_short	optInAccelerationInitShort	float	0.02	0 .. 3e+37
acceleration_short	optInAccelerationShort	float	0.02	0 .. 3e+37
acceleration_max_short	optInAccelerationMaxShort	float	0.2	0 .. 3e+37

Outputs

Field	dtype
real	Float64

Example

df.select(pta.sarext().alias("sarext"))

pta.sma

Simple Moving Average

pta.sma(real=pl.col("close"), time_period=30)

TA-Lib name: SMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.sma(time_period=20).alias("sma"))

pta.supertrend

SuperTrend

pta.supertrend(high=pl.col("high"), low=pl.col("low"), close=pl.col("close"), time_period=10, multiplier=3)

TA-Lib name: SUPERTREND

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
close	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	10	2 .. 100000
multiplier	optInMultiplier	float	3	0 .. 3e+37

Outputs

Field	dtype
supertrend	Float64
trend	Int32

Returned as a Struct.

Example

df.select(pta.supertrend(time_period=20).alias("out")).unnest("out")

pta.swak_butter

Swiss Army Knife - Butterworth Filter

pta.swak_butter(real=pl.col("close"), time_period=20)

TA-Lib name: SWAK_BUTTER

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	20	2 .. 10000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.swak_butter(time_period=20).alias("swak_butter"))

pta.swak_gauss

Swiss Army Knife - Gaussian Filter

pta.swak_gauss(real=pl.col("close"), time_period=20)

TA-Lib name: SWAK_GAUSS

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	20	2 .. 10000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.swak_gauss(time_period=20).alias("swak_gauss"))

pta.t3

Triple Exponential Moving Average (T3)

pta.t3(real=pl.col("close"), time_period=5, v_factor=0.7)

TA-Lib name: T3

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	5	1 .. 100000
v_factor	optInVFactor	float	0.7	0 .. 1

Outputs

Field	dtype
real	Float64

Example

df.select(pta.t3(time_period=20).alias("t3"))

pta.tema

Triple Exponential Moving Average

pta.tema(real=pl.col("close"), time_period=30)

TA-Lib name: TEMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.tema(time_period=20).alias("tema"))

pta.trima

Triangular Moving Average

pta.trima(real=pl.col("close"), time_period=30)

TA-Lib name: TRIMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.trima(time_period=20).alias("trima"))

pta.vidya

Variable Index Dynamic Average

pta.vidya(real=pl.col("close"), time_period=12, cmo_period=9)

TA-Lib name: VIDYA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	12	1 .. 100000
cmo_period	optInCMOPeriod	int	9	2 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.vidya(time_period=20).alias("vidya"))

pta.vwma

Volume Weighted Moving Average

pta.vwma(real=pl.col("close"), volume=pl.col("volume"), time_period=30)

TA-Lib name: VWMA

Inputs

Input	Default
real	pl.col("close")
volume	pl.col("volume")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.vwma(time_period=20).alias("vwma"))

pta.wma

Weighted Moving Average

pta.wma(real=pl.col("close"), time_period=30)

TA-Lib name: WMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.wma(time_period=20).alias("wma"))

pta.zigzag

Zig Zag

pta.zigzag(high=pl.col("high"), low=pl.col("low"), sensitivity=5, min_trend_length=1)

TA-Lib name: ZIGZAG

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
sensitivity	optInSensitivity	float	5	0 .. 100
min_trend_length	optInMinTrendLength	int	1	1 .. 100000

Outputs

Field	dtype
zig_zag	Float64
trend	Int32
pivot_idx	Int32

Returned as a Struct.

Example

df.select(pta.zigzag().alias("out")).unnest("out")

pta.zlema

Zero-Lag Exponential Moving Average

pta.zlema(real=pl.col("close"), time_period=30)

TA-Lib name: ZLEMA

Inputs

Input	Default
real	pl.col("close")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	30	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.zlema(time_period=20).alias("zlema"))